| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0035 | -0.183 | -0.0483 | 0.0743 | 0.9795 | 0.0098 | -0.9327 |
| (p-val) | (0.9967 ) | (0.2348 ) | (0.8102 ) | (0.9295 ) | (5e-04 ) | (0.9602 ) | (0.0356 ) |
| Estimates ( 2 ) | 0 | -0.1819 | -0.0485 | 0.0779 | 0.9734 | 0.0132 | -0.9241 |
| (p-val) | (NA ) | (0.1838 ) | (0.7005 ) | (0.5468 ) | (0 ) | (0.9456 ) | (0 ) |
| Estimates ( 3 ) | 0 | -0.1847 | -0.0499 | 0.0785 | 0.9876 | 0 | -0.9285 |
| (p-val) | (NA ) | (0.1604 ) | (0.6883 ) | (0.5423 ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0 | -0.1811 | 0 | 0.0813 | 0.988 | 0 | -0.9315 |
| (p-val) | (NA ) | (0.1712 ) | (NA ) | (0.532 ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 5 ) | 0 | -0.1926 | 0 | 0 | 0.9887 | 0 | -0.9282 |
| (p-val) | (NA ) | (0.1378 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | 1.351 | 0 | -1.2529 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.194 ) | (NA ) | (0.3445 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0.0816 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.5529 ) | (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 |
| 0.00432941450518916 |
| 0.0233604344343087 |
| 0.111529718090494 |
| 0.0426566422442822 |
| 0.00329114082772466 |
| -0.0165654712348738 |
| 0.0328601051615075 |
| 0.0170922301110487 |
| 0.0455461538266676 |
| -0.0173515146503020 |
| -0.0593934315521763 |
| 0.0624774966484597 |
| 0.0770081993209697 |
| 0.053709101252903 |
| -0.0657049095682227 |
| -0.111187584404637 |
| 0.0176352266485562 |
| 0.037238930258372 |
| 0.0152746372627233 |
| 0.0268816086175372 |
| -0.0529994426109983 |
| 0.0640631754196459 |
| 0.0208622686822659 |
| 0.0279464743413715 |
| 0.049900535299785 |
| 0.0090330617930574 |
| 0.0682587886333925 |
| 0.0166606038985879 |
| 0.0527302708157107 |
| -0.0239493642811439 |
| 0.0291680288906129 |
| 0.0465178661058054 |
| -0.00301251154084081 |
| 0.0742259190265377 |
| -0.0576205628450657 |
| -0.0543536659883159 |
| 0.0695743048603195 |
| 0.0248509795595009 |
| 0.101874908803837 |
| -0.00537615556147397 |
| -0.0499250288828526 |
| 0.079319657170796 |
| 0.0252566541924892 |
| 0.0588076942476148 |
| -0.00257916999892505 |
| -0.0516904353435663 |
| -0.0335694314655619 |
| 0.0363027887384009 |
| 0.080406744001655 |
| -0.0174791308159552 |
| 0.00764175000849487 |
| 0.093848814552608 |
| 0.0270171922041724 |
| -0.0222662842247345 |
| 0.0504733484129973 |
| -0.0151864590183735 |
| -0.107353439071580 |
| -0.0342395391363599 |
| 0.0142417646291220 |
| 0.0402140631821242 |
| -0.0914835921955728 |
| 0.0568373013868300 |
| 0.0418639678369921 |
| 0.0523004479841136 |
| -0.0005599725773342 |
| 0.0338304081769785 |
| 0.0495823756713341 |
