| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2373 | 0.0621 | -0.2207 | 0.6483 | 0.9572 | 0.0273 | -0.9359 |
| (p-val) | (0.5865 ) | (0.7676 ) | (0.1329 ) | (0.135 ) | (1e-04 ) | (0.877 ) | (0.0014 ) |
| Estimates ( 2 ) | -0.243 | 0.062 | -0.2213 | 0.6495 | 0.99 | 0 | -0.9516 |
| (p-val) | (0.5848 ) | (0.7702 ) | (0.13 ) | (0.1416 ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | -0.1402 | 0 | -0.2021 | 0.542 | 0.991 | 0 | -0.9539 |
| (p-val) | (0.6696 ) | (NA ) | (0.1999 ) | (0.0595 ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0 | 0 | -0.165 | 0.4292 | 0.99 | 0 | -0.9538 |
| (p-val) | (NA ) | (NA ) | (0.2159 ) | (5e-04 ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0.3955 | 0.9917 | 0 | -0.9586 |
| (p-val) | (NA ) | (NA ) | (NA ) | (5e-04 ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| 0.000883299427033503 |
| -0.0116772218429386 |
| 0.0100043746045744 |
| 0.00435178941988114 |
| 0.0262167566617677 |
| 0.0268811855230525 |
| 0.0257288096234499 |
| -0.0199723763132738 |
| 0.0176008870009500 |
| -0.00148155948168741 |
| 0.0178056507839018 |
| 0.00929715855391843 |
| 0.0392174488981629 |
| 0.00234600632773981 |
| 0.00446949433214757 |
| 0.00824326734453095 |
| 0.0676310210480283 |
| -0.0242278645215967 |
| -0.0207947487127468 |
| -0.00107841480841255 |
| 0.00896639601744484 |
| 0.0365287216074842 |
| -0.0202948376758839 |
| 0.065345681117113 |
| 0.00789522720962228 |
| -0.000502056277314954 |
| -0.0289594305454155 |
| -0.0111361993325407 |
| -0.00140176912367046 |
| 0.00318417780422702 |
| 0.0058788255779147 |
| -0.00920662805543703 |
| 0.00854904689140928 |
| 0.0207499078651606 |
| 0.0371409480876046 |
| 0.0190576461476480 |
| -0.0385395479421973 |
| 0.0135234028062985 |
| 0.0204926946727999 |
| -0.0390766027468426 |
| -0.0171346725030467 |
| -0.0456542753350242 |
| 0.00143194067422251 |
| 0.0226992143138598 |
| -0.0237894480538123 |
| -0.0216068757081797 |
| -0.0141617834821712 |
| 0.00315852148190183 |
| 0.0149265320427602 |
| -0.0268295863334939 |
| 0.0199583820668525 |
| 0.0224828802103964 |
| 0.0309810369436625 |
| -0.0239680743226603 |
| 0.0176884885156193 |
| 0.0134841201295095 |
| -0.0168873970798127 |
| -0.00730281559779398 |
| 0.0283940047423173 |
| 0.0101489252322821 |
