| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0207 | -0.0026 | 0.0066 | 0.0213 | -0.2165 | -0.0777 | 0.0587 |
| (p-val) | (0.9943 ) | (0.9862 ) | (0.9641 ) | (0.9942 ) | (0.9339 ) | (0.849 ) | (0.9822 ) |
| Estimates ( 2 ) | 0 | -0.0026 | 0.0064 | 7e-04 | -0.2152 | -0.0775 | 0.0574 |
| (p-val) | (NA ) | (0.9861 ) | (0.9647 ) | (0.9962 ) | (0.9341 ) | (0.8492 ) | (0.9825 ) |
| Estimates ( 3 ) | 0 | -0.0026 | 0.0064 | 0 | -0.2141 | -0.0773 | 0.0564 |
| (p-val) | (NA ) | (0.986 ) | (0.9648 ) | (NA ) | (0.9328 ) | (0.8464 ) | (0.9824 ) |
| Estimates ( 4 ) | 0 | 0 | 0.0064 | 0 | -0.2184 | -0.0782 | 0.0608 |
| (p-val) | (NA ) | (NA ) | (0.9648 ) | (NA ) | (0.9326 ) | (0.8456 ) | (0.9813 ) |
| Estimates ( 5 ) | 0 | 0 | 0.0064 | 0 | -0.1583 | -0.0697 | 0 |
| (p-val) | (NA ) | (NA ) | (0.965 ) | (NA ) | (0.5546 ) | (0.7313 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.1576 | -0.07 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.5557 ) | (0.73 ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | -0.1451 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.5643 ) | (NA ) | (NA ) |
| Estimates ( 8 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (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 |
| -0.365669474645357 |
| -1.8700239191862 |
| -0.098988498121596 |
| -0.0198511423366523 |
| -0.0495493403180338 |
| 0.0295880050991083 |
| 6.65864710480311 |
| 0.0196642936212198 |
| 0.0988026341219098 |
| -0.00015356203816511 |
| -0.000168359280716951 |
| -0.138701146692215 |
| -0.128835129216568 |
| 1.51572351797050 |
| -0.00451198321889892 |
| 0.237097603365120 |
| -0.0172559915902858 |
| -0.0356464050735573 |
| 0.986656467888468 |
| 0.0529023967498312 |
| -0.0854880168202061 |
| 0.00999999999909562 |
| -0.0299999999990825 |
| -0.0203167764520358 |
| -0.038865578137249 |
| 0.859764498915147 |
| 0.0614511983179256 |
| -0.225171240369448 |
| 0.33854880168208 |
| -0.00580479327174999 |
| -0.0085488016820534 |
| -0.0527440084103148 |
| 0.115488016820606 |
| 0.221451198317965 |
| 0.0356464050461796 |
| 0 |
| -0.0229023966358568 |
| -0.292928100923731 |
| 1.68870718990765 |
| 0.0222688437336274 |
| -0.290659257190072 |
| -1.4210854715202e-14 |
| 0.0085488016820534 |
| 0.0112928100923995 |
| -0.101134421866774 |
| -0.178073637005355 |
| 0.0558047932717471 |
| -2.8421709430404e-14 |
