| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -1.0059 | -0.0314 | 0.3143 | 0.4637 | -0.4002 | -0.5061 | 0.4637 |
| (p-val) | (0 ) | (0.9104 ) | (0.0647 ) | (0.1419 ) | (0.0437 ) | (0.0029 ) | (0.1419 ) |
| Estimates ( 2 ) | -0.9852 | 0 | 0.3298 | 0.4576 | -0.4052 | -0.5176 | 0.4576 |
| (p-val) | (0 ) | (NA ) | (9e-04 ) | (0.1555 ) | (0.0343 ) | (1e-04 ) | (0.1555 ) |
| Estimates ( 3 ) | -0.8707 | 0 | 0.2647 | 0 | -0.2551 | -0.387 | 0.6316 |
| (p-val) | (0 ) | (NA ) | (0.0441 ) | (NA ) | (0.2144 ) | (0.0159 ) | (0.0013 ) |
| Estimates ( 4 ) | -0.7337 | 0 | 0.2877 | 0 | 0 | -0.385 | 0.2642 |
| (p-val) | (0.0689 ) | (NA ) | (0.06 ) | (NA ) | (NA ) | (0.0812 ) | (0.5818 ) |
| Estimates ( 5 ) | -0.4985 | 0 | 0.2236 | 0 | 0 | -0.2598 | 0 |
| (p-val) | (0 ) | (NA ) | (0.0432 ) | (NA ) | (NA ) | (0.0528 ) | (NA ) |
| Estimates ( 6 ) | -0.4064 | 0 | 0.2136 | 0 | 0 | 0 | 0 |
| (p-val) | (4e-04 ) | (NA ) | (0.06 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | -0.4243 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (3e-04 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.00134999915863663 |
| 0.501589528355316 |
| -0.371066814261485 |
| -0.31706802999311 |
| -0.0583957979946573 |
| 0.0128765877300860 |
| -0.0793900016632594 |
| -0.119754364331014 |
| 0.091667044822084 |
| 0.115121075013325 |
| 0.105537836218846 |
| 0.125158330079552 |
| -0.0361850896218128 |
| 0.398734572911896 |
| -0.166817199553238 |
| -0.375095480937832 |
| -0.0396577426038778 |
| -0.0266169974604007 |
| -0.0794831377480603 |
| -0.0426274727418172 |
| 0.0823073301019062 |
| 0.131209546069528 |
| 0.126367876149080 |
| 0.188031438490355 |
| -0.0663375892059979 |
| 0.516069845103853 |
| -0.398465618422972 |
| -0.340343461459849 |
| -0.0626682071273257 |
| 0.0528765877300861 |
| -0.163133887551330 |
| -0.0903946496108362 |
| 0.271570426256474 |
| 0.151507577114755 |
| 0.0402642616213356 |
| 0.0787869714496627 |
| 0.0144959332050441 |
| 0.601399300719939 |
| -0.343664686049558 |
| -0.455241012398873 |
| 0.00408266080338437 |
| -0.0347636836302412 |
| 0.0275319918039854 |
| -0.0766204767796834 |
| 0.149020942966390 |
| 0.0116787058128158 |
| 0.0646891703362638 |
| 0.0787497163834372 |
| -0.0432153626453995 |
| 0.614670544383914 |
| -0.328863753676144 |
| -0.368624018099999 |
| -0.0419499292342431 |
| -0.00107567876074510 |
| -0.105173473551092 |
| -0.0185634442138352 |
| 0.196844000853985 |
| 0.0697136267839795 |
| 0.0614551817385147 |
| 0.0485413357806768 |
| -0.069679857360089 |
| 0.44847031129056 |
| -0.297479596427745 |
| -0.289911556782787 |
| 0.0684854579236276 |
| 0.0140826513188057 |
| -0.199654263284595 |
| -0.117956928357903 |
| 0.154387653648702 |
| 0.0708114108163571 |
| 0.0680721760373892 |
| 0.0328137449114194 |
