| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2731 | -0.1146 | -0.1304 | -1 | -0.6274 | 0.1426 | 0.7569 |
| (p-val) | (0.0269 ) | (0.3543 ) | (0.3289 ) | (0 ) | (0.6597 ) | (0.5213 ) | (0.5992 ) |
| Estimates ( 2 ) | 0.2713 | -0.1138 | -0.1354 | -1 | 0 | 0.0395 | 0.1272 |
| (p-val) | (0.0278 ) | (0.3588 ) | (0.3203 ) | (0 ) | (NA ) | (0.8172 ) | (0.3827 ) |
| Estimates ( 3 ) | 0.2717 | -0.1102 | -0.1435 | -0.9999 | 0 | 0 | 0.121 |
| (p-val) | (0.0272 ) | (0.3699 ) | (0.2729 ) | (1e-04 ) | (NA ) | (NA ) | (0.3879 ) |
| Estimates ( 4 ) | 0.2696 | -0.0999 | -0.1291 | -0.9955 | 0 | 0 | 0 |
| (p-val) | (0.0334 ) | (0.4163 ) | (0.3432 ) | (2e-04 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.243 | 0 | -0.1575 | -1 | 0 | 0 | 0 |
| (p-val) | (0.0408 ) | (NA ) | (0.2086 ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0.2658 | 0 | 0 | -1 | 0 | 0 | 0 |
| (p-val) | (0.0266 ) | (NA ) | (NA ) | (0 ) | (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 |
| -0.00684286023074719 |
| -0.0182066626793923 |
| 0.0876546926645969 |
| -0.0430923366398538 |
| -0.162832041554834 |
| 0.00967047339487324 |
| -0.0470027775834543 |
| -0.0696709921566188 |
| -0.0523305687934942 |
| -0.00708942368282731 |
| 0.0108197731127176 |
| -0.00131229064723003 |
| 0.0442362602122866 |
| 0.0667847202898103 |
| -0.00398225433159491 |
| -0.042947675112181 |
| -0.04406741722978 |
| 0.00427278956332314 |
| 0.0620390035027243 |
| -0.0159685791138607 |
| 0.033423655161244 |
| -0.00845947563830063 |
| -0.00870470710110824 |
| 0.0096878168367923 |
| 0.0168769957703434 |
| 0.0197812137098252 |
| -0.0475230266977807 |
| 0.0157899833026175 |
| 0.00942926614295502 |
| -0.0304326156097885 |
| -0.0317745094276139 |
| 0.0271246019972103 |
| 0.0673653551496156 |
| -0.0057694724320522 |
| -0.0213636312584756 |
| 0.0182530856857629 |
| 0.00401143992305776 |
| 0.0152120418353506 |
| -0.0171773780904489 |
| -0.00893583605500553 |
| 0.0126255715748698 |
| -0.0507448716360842 |
| 0.100370980509905 |
| -0.0326916588270478 |
| -0.0235497905513740 |
| -0.000653674267008005 |
| 0.00277071431195755 |
| 0.0927553122688783 |
| -0.0101831930943968 |
| 0.0298150313522388 |
| 0.00113388618424091 |
| 0.0453620540468607 |
| -0.0570343582459361 |
| -0.0659610596427698 |
| 0.0179994234298007 |
| 0.0392906129438973 |
| 0.0407722275049148 |
| 0.0164164125707591 |
| 0.0234955258189376 |
| 0.0364786522202302 |
| -0.0285531150909727 |
| 0.0222823648330451 |
| -0.00761371147127856 |
| -0.0035721348986088 |
| -0.00983984147977245 |
| 0.0551558896335863 |
| 0.000135490036230613 |
| -0.0057016892508378 |
| -0.00809795439230899 |
| 0.0107323945026581 |
| 0.0195329335115970 |
