| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5254 | -0.0161 | -0.3093 | -0.164 | 0.3231 | 0.521 | -0.7485 |
| (p-val) | (0.2379 ) | (0.9468 ) | (0.0711 ) | (0.7241 ) | (0.6797 ) | (0.1607 ) | (0.4772 ) |
| Estimates ( 2 ) | 0.5047 | 0 | -0.3137 | -0.1441 | 0.3224 | 0.5232 | -0.7506 |
| (p-val) | (0.1174 ) | (NA ) | (0.0466 ) | (0.6912 ) | (0.6813 ) | (0.159 ) | (0.4772 ) |
| Estimates ( 3 ) | 0.3886 | 0 | -0.3094 | 0 | 0.39 | 0.5436 | -0.8394 |
| (p-val) | (0.0176 ) | (NA ) | (0.0645 ) | (NA ) | (0.5647 ) | (0.0925 ) | (0.4869 ) |
| Estimates ( 4 ) | 0.3859 | 0 | -0.3056 | 0 | 0 | 0.363 | -0.3831 |
| (p-val) | (0.0185 ) | (NA ) | (0.0618 ) | (NA ) | (NA ) | (0.0789 ) | (0.0266 ) |
| Estimates ( 5 ) | 0.4105 | 0 | -0.298 | 0 | 0 | 0 | -0.3571 |
| (p-val) | (0.0162 ) | (NA ) | (0.0741 ) | (NA ) | (NA ) | (NA ) | (0.0537 ) |
| Estimates ( 6 ) | 0.3747 | 0 | 0 | 0 | 0 | 0 | -0.425 |
| (p-val) | (0.0349 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0319 ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (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 |
| 0.00440199685296591 |
| -0.786521796345767 |
| -0.0311781627398267 |
| 0.200955649003186 |
| -0.377040750290426 |
| 0.0856099196968161 |
| 0.0487994709263024 |
| 0.00761675324252492 |
| 0.214338432968907 |
| 0.0558257988437207 |
| -0.11758336713367 |
| -0.1538191978967 |
| 0.260398942118287 |
| 0.047479116013147 |
| -0.00302069354491968 |
| 0.032939724244224 |
| 0.119493833525034 |
| -0.192313607762073 |
| -0.0192220050803497 |
| -0.0279654899034966 |
| -0.0318470901809745 |
| 0.176530758950778 |
| 0.289548505693408 |
| -0.270391382564337 |
| 0.285716211890356 |
| -0.330952244760692 |
| 0.20394590403736 |
| 0.0859625151698633 |
| 0.0929593548014494 |
| -0.123295576328479 |
| -0.0129925364998928 |
| 0.078623456637267 |
| -0.054696992245761 |
| 0.0518718680945061 |
| -0.00403927970801484 |
| 0.0977920654398574 |
| 0.345507783749848 |
| -0.211599459444322 |
| -0.105669584246411 |
| 0.0114103200670021 |
| -0.268119915784209 |
| -0.047096925243784 |
| -0.0460017944289928 |
| -0.030848304928861 |
| -0.229389343006825 |
| -0.10667231548349 |
| 0.00647139922946091 |
| -0.155610383302944 |
