| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2056 | -0.1472 | -0.1353 | -0.9993 | -0.077 | 0.0406 | -0.4926 |
| (p-val) | (0.2031 ) | (0.2829 ) | (0.4039 ) | (0 ) | (0.9735 ) | (0.9665 ) | (0.8497 ) |
| Estimates ( 2 ) | 0.2088 | -0.1469 | -0.1376 | -1.001 | 0 | 0.0717 | -1.7583 |
| (p-val) | (0.1232 ) | (0.2737 ) | (0.3953 ) | (0 ) | (NA ) | (0.7046 ) | (0.0127 ) |
| Estimates ( 3 ) | 0.2097 | -0.1426 | -0.1566 | -1.0009 | 0 | 0 | -1.7936 |
| (p-val) | (0.1202 ) | (0.2852 ) | (0.3084 ) | (0 ) | (NA ) | (NA ) | (0.0124 ) |
| Estimates ( 4 ) | 0.2476 | -0.1755 | 0 | -1.0012 | 0 | 0 | -1.6276 |
| (p-val) | (0.0616 ) | (0.1839 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0063 ) |
| Estimates ( 5 ) | 0.2148 | 0 | 0 | -1.0013 | 0 | 0 | -1.4946 |
| (p-val) | (0.104 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.005 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -1.0015 | 0 | 0 | -1.4942 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0029 ) |
| 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 |
| 0.0174275239098658 |
| 0.0246178804895611 |
| -0.0712696190384858 |
| -0.0187913984694639 |
| 0.0536602701604992 |
| 0.00598232239900955 |
| 0.0636205600228632 |
| 0.0218205683801786 |
| 0.0438579326697296 |
| -0.0124637408026468 |
| -0.0192237766252558 |
| -0.00595752874508438 |
| -0.0233027776155902 |
| -0.0145443665165787 |
| -0.0644512069134549 |
| 0.0252942613171083 |
| 0.0628727582073532 |
| -0.0150651557224565 |
| -0.030882215375493 |
| 0.0309220901526870 |
| 0.0461112668330991 |
| 0.00655748418723134 |
| -0.0178157740285959 |
| -0.00149638054538546 |
| -0.0240333947134527 |
| -0.0111212132413361 |
| -0.0212423559086164 |
| -0.000325074291950007 |
| 0.0404104759241513 |
| -0.0250177921742405 |
| 0.0670704968950464 |
| -0.0198355122878079 |
| -0.0292772150893710 |
| -0.00667397091106464 |
| 0.00782309385417654 |
| 0.0571086574804863 |
| -0.0201573049898794 |
| -0.00103137705594041 |
| -0.0132345075252615 |
| 0.0315349065028727 |
| -0.0227936794638384 |
| -0.029103684476749 |
| -0.0173683682378839 |
| 0.0394027675537313 |
| 0.0268979676631391 |
| 0.0169080743555529 |
| 0.0116248234479681 |
| -0.0102670712153064 |
| -0.0330217334005766 |
| -0.00963648749336226 |
| -0.0088441831500681 |
| -0.00762779959660321 |
| 0.017718746109445 |
| 0.0612314553851292 |
| -0.0185009239742929 |
| -0.00955315456462041 |
| -0.030334407034951 |
| 0.00330003777866491 |
| 0.009074259335814 |
