| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.7996 | -0.1342 | -0.1439 | 1 | -0.503 | 0.0852 | 0.7584 |
| (p-val) | (0 ) | (0.4231 ) | (0.2979 ) | (0 ) | (0.5039 ) | (0.7634 ) | (0.3197 ) |
| Estimates ( 2 ) | -0.7909 | -0.1236 | -0.1396 | 1 | -0.3512 | 0 | 0.5908 |
| (p-val) | (0 ) | (0.4525 ) | (0.3088 ) | (0 ) | (0.5416 ) | (NA ) | (0.2674 ) |
| Estimates ( 3 ) | -0.8035 | -0.1348 | -0.1384 | 1 | 0 | 0 | 0.2498 |
| (p-val) | (0 ) | (0.4152 ) | (0.3131 ) | (0 ) | (NA ) | (NA ) | (0.1234 ) |
| Estimates ( 4 ) | -0.7439 | 0 | -0.0704 | 1 | 0 | 0 | 0.2076 |
| (p-val) | (0 ) | (NA ) | (0.5192 ) | (0 ) | (NA ) | (NA ) | (0.1805 ) |
| Estimates ( 5 ) | -0.7739 | 0 | 0 | 1.0027 | 0 | 0 | 0.1944 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.1988 ) |
| Estimates ( 6 ) | -0.7443 | 0 | 0 | 1.0228 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (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 |
| -4.08219706324613e-05 |
| 0.0377344638021498 |
| 0.0410011237205464 |
| -0.0198223245346349 |
| 0.0400015091313206 |
| 0.0339400529368231 |
| -0.0151518581561438 |
| -0.0343134193397238 |
| 0.0491731835818707 |
| -0.039147871531763 |
| 0.00866566412939841 |
| -0.0622403335492937 |
| 0.0067779847124889 |
| 0.0122219134339951 |
| -0.0158163148493158 |
| 0.0440348602604381 |
| 0.0343187908517257 |
| -0.0479300825626777 |
| -0.0406159593526282 |
| -0.00436719995940898 |
| 0.0222095910694148 |
| -0.0590736563105049 |
| -0.0130012321613409 |
| -0.0111196777416388 |
| 0.0129621721129053 |
| 0.00445249664490326 |
| 0.0227188839394037 |
| 0.0393109057646776 |
| -0.0268273424315241 |
| -0.00565135917761437 |
| 0.0171231206098977 |
| -0.000521977111263504 |
| 0.0165507058436363 |
| -0.00344936833097753 |
| -0.0102012100781720 |
| -0.0107100790857475 |
| 0.0320941619646754 |
| 0.00768924967350558 |
| 0.00219172181637576 |
| -0.0433511474690999 |
| -0.0227238441092857 |
| 0.00749081255667847 |
| 0.00846681047315572 |
| 0.0359697187000245 |
| 0.0114114053955316 |
| -0.0277831253529193 |
| 0.00751576450590627 |
| -0.0132057462410076 |
| 0.0109992507211025 |
| -0.00105249545102964 |
| 0.0163556466577938 |
| 0.0278514645252223 |
| 0.0618524054545946 |
| -0.0157813925779363 |
| 0.0212658441054933 |
| -0.0227450383906316 |
| 0.0133064782998293 |
| 0.0245995649184434 |
| -0.0194537796423963 |
| -0.0532294326271002 |
| 0.00214741292971007 |
| 0.0341332449430560 |
| 0.0159614794124590 |
| 0.0483954439315519 |
| -0.0276023758713099 |
| 0.0365832413142843 |
| 0.0289916663359333 |
| 0.0235693024356011 |
| 0.0347531557400824 |
| -0.0218533546166281 |
| -0.059114383383936 |
| 0.0194815095752616 |
