| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.3302 | -0.0341 | -0.0529 | 0.0152 | -0.5306 | 0.1852 | 0.5234 |
| (p-val) | (0.7877 ) | (0.9407 ) | (0.74 ) | (0.9901 ) | (0.4492 ) | (0.3865 ) | (0.4818 ) |
| Estimates ( 2 ) | 0.3456 | -0.0397 | -0.052 | 0 | -0.5371 | 0.1845 | 0.5306 |
| (p-val) | (0.0194 ) | (0.7922 ) | (0.7186 ) | (NA ) | (0.4456 ) | (0.3904 ) | (0.4774 ) |
| Estimates ( 3 ) | 0.3328 | 0 | -0.0636 | 0 | -0.5142 | 0.1809 | 0.4993 |
| (p-val) | (0.0164 ) | (NA ) | (0.6434 ) | (NA ) | (0.4728 ) | (0.4005 ) | (0.5068 ) |
| Estimates ( 4 ) | 0.3358 | 0 | 0 | 0 | -0.498 | 0.1769 | 0.4718 |
| (p-val) | (0.0153 ) | (NA ) | (NA ) | (NA ) | (0.5217 ) | (0.4248 ) | (0.5613 ) |
| Estimates ( 5 ) | 0.3324 | 0 | 0 | 0 | -0.0568 | 0.1976 | 0 |
| (p-val) | (0.0145 ) | (NA ) | (NA ) | (NA ) | (0.7044 ) | (0.2834 ) | (NA ) |
| Estimates ( 6 ) | 0.3259 | 0 | 0 | 0 | 0 | 0.2069 | 0 |
| (p-val) | (0.0154 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.2545 ) | (NA ) |
| Estimates ( 7 ) | 0.3154 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0192 ) | (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 |
| 0.00116079932157585 |
| -0.0369979518103221 |
| -0.0190424481075726 |
| -0.0071498598629046 |
| -0.00172804544083217 |
| -0.0220355913871288 |
| 0.00552541210383508 |
| 0.025353831548459 |
| -0.0180802367504596 |
| 0.0233404454731281 |
| -0.0425399156357084 |
| -0.0105727331544961 |
| 0.00991138536872398 |
| -0.0305050357033809 |
| -0.00902532784181664 |
| -0.0108353653493937 |
| -0.034596101649272 |
| 0.0553387718402706 |
| -0.0230659469390123 |
| -0.0317916605895573 |
| -0.0199296202699109 |
| -0.00624934647842324 |
| 0.0068130648400984 |
| 0.0404097336871057 |
| 0.0295445372199792 |
| -0.0219661680971692 |
| -0.0027622205164867 |
| -0.0120116512021088 |
| -0.0117311347175436 |
| -0.0105380427440962 |
| 0.0131753331736362 |
| 0.0319930251094841 |
| 0.00145314317137402 |
| -0.0135914260835147 |
| -0.00690752076890055 |
| 0.0120722269846022 |
| -0.0125326069268743 |
| -0.00388202360963219 |
| 0.0120435392711141 |
| 0.0104015901508989 |
| 0.0352585429237082 |
| 0.0165270208892325 |
| 0.0291645548163223 |
| -0.0196671525889336 |
| 0.0119140605651605 |
| 0.000661358485828933 |
| 0.0188141446523764 |
| 0.00190138153475261 |
| 0.0326661966477222 |
| 0.00699293887516195 |
| -0.000116104353996116 |
| 0.00579049861531566 |
| 0.0745670048629714 |
| -0.0126763418706426 |
| -0.0347081264921723 |
| -0.0215463368443929 |
| 0.0163842749944407 |
| 0.0460859205825854 |
| -0.0110262323455375 |
| 0.0560386890741533 |
