| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.5763 | 0.4895 | 0.4574 | 0.8746 | 0.1288 | 0.1571 | -0.9999 |
| (p-val) | (0.0035 ) | (0.0012 ) | (0.0013 ) | (0 ) | (0.5466 ) | (0.3956 ) | (2e-04 ) |
| Estimates ( 2 ) | -0.5551 | 0.5007 | 0.4806 | 0.8474 | 0 | 0.1211 | -1.0003 |
| (p-val) | (0.0076 ) | (8e-04 ) | (4e-04 ) | (1e-04 ) | (NA ) | (0.4718 ) | (0.0087 ) |
| Estimates ( 3 ) | -0.5712 | 0.5066 | 0.4577 | 0.8787 | 0 | 0 | -0.9987 |
| (p-val) | (0.0023 ) | (8e-04 ) | (6e-04 ) | (0 ) | (NA ) | (NA ) | (0.0367 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| 0.0044578086573935 |
| -0.174403152918926 |
| -0.0800384394383431 |
| -0.0189964197572624 |
| 0.0597572575840118 |
| 0.00751879416659478 |
| -0.0634595605937334 |
| 0.151761606941127 |
| -0.18627488045741 |
| -0.0492782385309768 |
| -0.0169002268033463 |
| 0.0553014739426118 |
| -0.0404065003796117 |
| -0.0321300717709437 |
| -0.087556506429618 |
| -0.0989792113242414 |
| 0.0573847682497251 |
| 0.0263720054669275 |
| -0.109573239833195 |
| 0.045740813103797 |
| -0.112505599949459 |
| 0.0596690570697908 |
| 0.038487970220443 |
| -0.0422470349932461 |
| -0.0218271739806827 |
| -0.0460772942286397 |
| -0.0717095360324679 |
| 0.0476351906393202 |
| 0.0756747663394482 |
| 0.0087891208783091 |
| 0.0142669905989367 |
| 0.216449531444923 |
| -0.130086599126586 |
| -0.0741136745515834 |
| -0.0682706969373492 |
| 0.00336489615123733 |
| 0.0423986015912651 |
| -0.0283780094710871 |
| -0.0976783351737502 |
| -0.035457625593974 |
| 0.00271910257017821 |
| 0.0430177645613663 |
| 0.110468016544842 |
| -0.0511916712502682 |
| -0.021750340720826 |
| 0.033872646381829 |
| -0.0654689702130685 |
| 0.0220988195369936 |
| 0.0565329941095347 |
| 0.0213199644167946 |
| -0.0135717090565264 |
| 0.0352126145980158 |
| -0.012784602937136 |
| 0.0588122656558941 |
| 0.0334208923451618 |
| -0.0963046589360574 |
| -0.00397604568817825 |
| 0.0723055194400599 |
| 0.0547607802909114 |
| 0.00780693868276076 |
| -0.00464519717532672 |
| 0.0346535943365031 |
| -0.0545213293258215 |
| -0.0276791231518002 |
| 0.0148368351698636 |
| 0.046274424440218 |
| -0.0557551603455323 |
| 0.0556847193380594 |
| 0.0662185674609496 |
