| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0226 | 0.0325 | -0.193 | 0.459 | 0.4056 | -0.0398 | -0.3904 |
| (p-val) | (0.9579 ) | (0.8804 ) | (0.1893 ) | (0.2764 ) | (0.8158 ) | (0.8318 ) | (0.8219 ) |
| Estimates ( 2 ) | 0 | 0.0234 | -0.1893 | 0.4379 | 0.4742 | -0.0404 | -0.4601 |
| (p-val) | (NA ) | (0.8682 ) | (0.1541 ) | (0.0028 ) | (0.7898 ) | (0.8291 ) | (0.7959 ) |
| Estimates ( 3 ) | 0 | 0 | -0.188 | 0.4292 | 0.4641 | -0.0427 | -0.4452 |
| (p-val) | (NA ) | (NA ) | (0.157 ) | (0.0014 ) | (0.7921 ) | (0.819 ) | (0.8003 ) |
| Estimates ( 4 ) | 0 | 0 | -0.1917 | 0.4412 | 0.0042 | 0 | 0.0086 |
| (p-val) | (NA ) | (NA ) | (0.1452 ) | (3e-04 ) | (0.9989 ) | (NA ) | (0.9978 ) |
| Estimates ( 5 ) | 0 | 0 | -0.1917 | 0.4412 | 0 | 0 | 0.0129 |
| (p-val) | (NA ) | (NA ) | (0.145 ) | (3e-04 ) | (NA ) | (NA ) | (0.9274 ) |
| Estimates ( 6 ) | 0 | 0 | -0.1905 | 0.4423 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.1453 ) | (2e-04 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0.413 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (2e-04 ) | (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 |
| 0.000938299417959522 |
| -0.0149038494345942 |
| -0.00585526134660426 |
| -0.0158181550758368 |
| -0.0139857502174923 |
| -0.0171411661367119 |
| 0.0117455009238223 |
| 0.0312142825519902 |
| -0.00720568129629773 |
| -0.000584351100321035 |
| -0.00975945232521687 |
| 0.0104356775095573 |
| -0.0147060246514227 |
| -0.0101488422884455 |
| 0.0110696101272119 |
| 0.00337063508834298 |
| 0.0271755470076362 |
| 0.0274859727892667 |
| 0.0265488021654082 |
| -0.0201980048502777 |
| 0.0192483908844831 |
| -0.00120241548600786 |
| 0.0180885191138648 |
| 0.00947148751131 |
| 0.039768187006026 |
| 0.00137893785654475 |
| 0.00600967307594469 |
| 0.00980527257953856 |
| 0.0719400400296732 |
| -0.0230692780847455 |
| -0.0181160554128561 |
| -0.00130471415109357 |
| 0.0104201291351238 |
| 0.0368477783512384 |
| -0.0197354753323551 |
| 0.0687096219140706 |
| 0.0112654675999120 |
| -0.00149188479915852 |
| -0.0266146807473897 |
| -0.00969957871137672 |
| 0.00711850972976769 |
| 0.00263629090426543 |
| 0.00635705174438161 |
| -0.0113924284574636 |
| 0.0117341587805562 |
| 0.0244487876544013 |
| 0.0375724629692091 |
| 0.025882909781044 |
| -0.0351655206119978 |
| 0.0145969999766207 |
| 0.0201882352896074 |
| -0.0407342709926173 |
| -0.00838471624732828 |
| -0.0456292362567494 |
| 0.0023702034275106 |
| 0.0198034015821615 |
| -0.0224361942297082 |
| -0.0166155874050906 |
| -0.0106935252417917 |
| 0.0110436178254962 |
