| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.108 | 0.3193 | 0.5682 | 0.0809 | 0.1451 | -0.0067 | -0.9501 |
| (p-val) | (0.6333 ) | (0.0197 ) | (2e-04 ) | (0.7877 ) | (0.4317 ) | (0.9708 ) | (0.0289 ) |
| Estimates ( 2 ) | 0.1106 | 0.3186 | 0.5681 | 0.0781 | 0.1476 | 0 | -0.9631 |
| (p-val) | (0.6196 ) | (0.0196 ) | (2e-04 ) | (0.7918 ) | (0.3654 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | 0.1642 | 0.2949 | 0.5376 | 0 | 0.158 | 0 | -0.9521 |
| (p-val) | (0.1161 ) | (0.0033 ) | (0 ) | (NA ) | (0.337 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0.1286 | 0.2917 | 0.5523 | 0 | 0 | 0 | -0.7179 |
| (p-val) | (0.195 ) | (0.003 ) | (0 ) | (NA ) | (NA ) | (NA ) | (8e-04 ) |
| Estimates ( 5 ) | 0 | 0.3489 | 0.6136 | 0 | 0 | 0 | -0.691 |
| (p-val) | (NA ) | (1e-04 ) | (0 ) | (NA ) | (NA ) | (NA ) | (2e-04 ) |
| 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 |
| 0.00454535249010644 |
| 0.00646581833561968 |
| -0.0139282014471605 |
| -0.028299660918115 |
| 0.0909552918962898 |
| -0.00380907005233382 |
| -0.0197441787735078 |
| -0.0961890488532175 |
| 0.0191571393560793 |
| 0.0881932644227186 |
| 0.0123596883310747 |
| -0.00562237324991475 |
| 0.0330702963646757 |
| 0.0387752756646702 |
| -0.0233863867472698 |
| -0.0751526617481486 |
| 0.00283243118684768 |
| -0.0284962935098419 |
| 0.0320316701706795 |
| 0.0576398884002473 |
| -0.0808696167725215 |
| 0.0502069030421751 |
| 0.0550828614077812 |
| -0.0464999368861645 |
| -0.0166086858236235 |
| -0.086241604416802 |
| 0.0122947959589682 |
| 0.0818041503917108 |
| 0.0655890575188908 |
| -0.0131797395439223 |
| 0.0275924425365082 |
| 0.00126549086981539 |
| 0.00318868615485941 |
| 0.0212428815141939 |
| -0.0315696876340503 |
| 0.0431997692314233 |
| 0.0389108708171467 |
| -0.0496958850150741 |
| -0.0493498886611064 |
| -0.0486625395991647 |
| -0.00297599907337062 |
| -0.00667052646210248 |
| 0.0648399801360447 |
| -0.0939346942791388 |
| 0.00761909976530013 |
| 0.00296136158324957 |
| -0.0136315071761793 |
| 0.0759661879572913 |
| 0.0551021485840838 |
| 0.0381804480180662 |
| -0.0372135845875461 |
| 0.0314111438956473 |
| -0.0647023940756567 |
| 0.109271917800402 |
| 0.0304133193391089 |
| 0.00406845005977219 |
| -0.0246749667199767 |
| 0.0333446012596034 |
| 0.087706296061743 |
| 0.0869464588850465 |
| 0.00249402052827842 |
| 0.038084663846702 |
| 3.51008560353824e-05 |
| 0.0224906711479234 |
| -0.0345639521779964 |
| 0.0381629423845996 |
| 0.00861769271648474 |
| 0.0241154189545379 |
| -0.00430635340554727 |
