| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0488 | -0.1753 | -0.0596 | 0.0196 | 0.3256 | 0.0657 | -0.1578 |
| (p-val) | (0.9368 ) | (0.2178 ) | (0.7226 ) | (0.9742 ) | (0.93 ) | (0.9259 ) | (0.9663 ) |
| Estimates ( 2 ) | 0.0679 | -0.1768 | -0.0558 | 0 | 0.3526 | 0.0609 | -0.185 |
| (p-val) | (0.6452 ) | (0.1881 ) | (0.6661 ) | (NA ) | (0.9471 ) | (0.9519 ) | (0.9724 ) |
| Estimates ( 3 ) | 0.0705 | -0.1784 | -0.0567 | 0 | 0.1698 | 0.0938 | 0 |
| (p-val) | (0.5983 ) | (0.1756 ) | (0.6581 ) | (NA ) | (0.2432 ) | (0.5564 ) | (NA ) |
| Estimates ( 4 ) | 0.0861 | -0.1779 | 0 | 0 | 0.1592 | 0.0861 | 0 |
| (p-val) | (0.505 ) | (0.1768 ) | (NA ) | (NA ) | (0.2675 ) | (0.5879 ) | (NA ) |
| Estimates ( 5 ) | 0.1055 | -0.1814 | 0 | 0 | 0.1782 | 0 | 0 |
| (p-val) | (0.3941 ) | (0.174 ) | (NA ) | (NA ) | (0.2174 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | -0.18 | 0 | 0 | 0.1957 | 0 | 0 |
| (p-val) | (NA ) | (0.1809 ) | (NA ) | (NA ) | (0.1731 ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0.1134 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.3961 ) | (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 |
| 0.000416746290894009 |
| -0.00506571540182827 |
| -0.00218827952157368 |
| -0.00346734519708139 |
| -0.000266289106626969 |
| 0.00134211381399617 |
| -0.00265793926885609 |
| -0.00137561721744261 |
| -0.00364269181053113 |
| 0.00138381567731760 |
| 0.00477337730066559 |
| -0.00501968947558935 |
| -0.00610125247805617 |
| -0.00378421015341277 |
| 0.00468706870163177 |
| 0.00898260865928574 |
| -0.00141007495854079 |
| -0.00302448142362416 |
| -0.0011265500194515 |
| -0.00208354259785509 |
| 0.00432722909108169 |
| -0.00512445206493861 |
| -0.00180323806413446 |
| -0.00201520685644990 |
| -0.00366435098798135 |
| -0.000551054372045334 |
| -0.00536853904709989 |
| -0.00157108888982482 |
| -0.00392464902044615 |
| 0.00190602695788583 |
| -0.00213891972227792 |
| -0.00338442976396153 |
| 7.8443584912935e-05 |
| -0.00528206357126715 |
| 0.00428208314608286 |
| 0.00413154271940847 |
| -0.00500358535817375 |
| -0.00178671762993171 |
| -0.00720310728897305 |
| 0.000407109161799757 |
| 0.00374196413175365 |
| -0.00575272002057342 |
| -0.00171168321902748 |
| -0.00400971064668304 |
| 0.000161569802361095 |
| 0.00384350249206233 |
| 0.00223795657888887 |
| -0.00271268115930018 |
| -0.00544114871331053 |
| 0.00128581727160632 |
| -0.000261413305601532 |
| -0.00647603834990773 |
| -0.00195818972707368 |
| 0.00171581761496309 |
| -0.00335087722529598 |
| 0.00118046884843115 |
| 0.00732365502444743 |
| 0.00226747516882936 |
| -0.00108000962092014 |
| -0.00270157723408593 |
| 0.00654605276007136 |
| -0.00398937916670900 |
| -0.00284746587393203 |
| -0.00335713974223673 |
| 8.89253757249686e-05 |
| -0.00232041032111008 |
| -0.000519095298935734 |
