| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1823 | 0.0923 | -0.2966 | 0.6895 | -0.3271 | -0.3375 | -0.9995 |
| (p-val) | (0.6001 ) | (0.6682 ) | (0.0696 ) | (0.04 ) | (0.1893 ) | (0.1177 ) | (0.0231 ) |
| Estimates ( 2 ) | -0.0566 | 0 | -0.2592 | 0.5591 | -0.3274 | -0.3415 | -1.0007 |
| (p-val) | (0.8521 ) | (NA ) | (0.1513 ) | (0.0257 ) | (0.1927 ) | (0.1133 ) | (0.0249 ) |
| Estimates ( 3 ) | 0 | 0 | -0.2419 | 0.5198 | -0.3385 | -0.3443 | -1.0012 |
| (p-val) | (NA ) | (NA ) | (0.1177 ) | (2e-04 ) | (0.1654 ) | (0.1095 ) | (0.0246 ) |
| Estimates ( 4 ) | 0 | 0 | -0.2556 | 0.4845 | 0 | -0.1496 | -1.0001 |
| (p-val) | (NA ) | (NA ) | (0.0954 ) | (4e-04 ) | (NA ) | (0.4573 ) | (9e-04 ) |
| Estimates ( 5 ) | 0 | 0 | -0.2603 | 0.5148 | 0 | 0 | -1.0001 |
| (p-val) | (NA ) | (NA ) | (0.0919 ) | (1e-04 ) | (NA ) | (NA ) | (4e-04 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0.4561 | 0 | 0 | -1.0001 |
| (p-val) | (NA ) | (NA ) | (NA ) | (1e-04 ) | (NA ) | (NA ) | (3e-04 ) |
| 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 |
| -0.00335278221243631 |
| 0.00200819094302323 |
| 0.0110826140742749 |
| 0.0132754333316821 |
| 0.0283921697063189 |
| 0.0305950528490576 |
| 0.00991698587663118 |
| -0.0343683545653822 |
| 0.0236355987588495 |
| -0.00245655056550888 |
| 0.0180466120122307 |
| -0.00311819485763662 |
| 0.0391868683996689 |
| 0.0118811484487550 |
| 0.00106070994924621 |
| 0.0147017109860283 |
| 0.0531855700059086 |
| -0.0265344527339131 |
| -0.0264388320088380 |
| -0.00132094199433280 |
| 0.00206228940760391 |
| 0.0281429159382241 |
| -0.023517520611871 |
| 0.0505273940653495 |
| -0.001534918881269 |
| 0.00742237933639755 |
| -0.0266378196050962 |
| -0.00561610460895842 |
| -0.0184698571933755 |
| 0.00504906482454992 |
| -0.00176067972659539 |
| -0.0132712609906504 |
| 0.00521415169167028 |
| 0.00995758044312433 |
| 0.0341151866499323 |
| -0.00517122981976161 |
| -0.0374964796569012 |
| 0.0223724277507448 |
| 0.0177496271185214 |
| -0.0365752272164236 |
| -0.0247191697423143 |
| -0.0364858247791240 |
| -0.00316823071488153 |
| 0.0152940515056449 |
| -0.0313833552831609 |
| -0.0257997238568742 |
| -0.0136193388553506 |
| -0.0166092557838680 |
