| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7674 | -0.2104 | -0.0167 | -0.6388 | 0.7608 | 0.1072 | -0.7263 |
| (p-val) | (0 ) | (0.0112 ) | (0.8171 ) | (0 ) | (0 ) | (0.0084 ) | (0 ) |
| Estimates ( 2 ) | 0.8979 | -0.228 | 0 | -0.7753 | 0.6298 | 0.121 | -0.5758 |
| (p-val) | (0.0023 ) | (0.1009 ) | (NA ) | (0.006 ) | (0.3328 ) | (0.5318 ) | (0.4084 ) |
| Estimates ( 3 ) | 0.9374 | -0.2176 | 0 | -0.8149 | 1.1718 | 0 | -0.9998 |
| (p-val) | (6e-04 ) | (0.1076 ) | (NA ) | (0.0014 ) | (0 ) | (NA ) | (0.0366 ) |
| Estimates ( 4 ) | -0.7016 | 0 | 0 | 0.8653 | 0.9578 | 0 | -0.8632 |
| (p-val) | (3e-04 ) | (NA ) | (NA ) | (0 ) | (0.0072 ) | (NA ) | (0.1742 ) |
| Estimates ( 5 ) | -0.7 | 0 | 0 | 0.8556 | 0.14 | 0 | 0 |
| (p-val) | (0.0011 ) | (NA ) | (NA ) | (0 ) | (0.3922 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | -0.6236 | 0 | 0 | 0.8039 | 0 | 0 | 0 |
| (p-val) | (0.0145 ) | (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 |
| 0.000399999786457528 |
| -0.0290331846384630 |
| -0.00630810840657432 |
| -0.00160955127079479 |
| 0.00136371147767862 |
| -0.00116987117275698 |
| -0.0384541583630512 |
| -0.00484145770436892 |
| 0.0071235636529356 |
| 0.0107034091249959 |
| -0.00218399981139684 |
| -0.0378832700337018 |
| 0.0446885733445636 |
| -0.0159895295798730 |
| 0.00102155537998855 |
| 0.0131060239425422 |
| -0.00721277216960651 |
| -0.000829123226906181 |
| -0.0136888664824329 |
| 0.00303326450963237 |
| 0.026984676801536 |
| 0.0155323021479606 |
| -0.00026903389963873 |
| 0.0258319134313395 |
| 0.000218727506336313 |
| 0.0142921924369056 |
| 0.00715283595582508 |
| -0.0809401280009963 |
| -0.0173110970098685 |
| -0.00520931213894176 |
| 0.0172578830007673 |
| -0.00580466156379943 |
| 0.0207650853787368 |
| -0.00950768434161979 |
| 0.0261739615112091 |
| -0.0111944220532703 |
| 0.00621667697196809 |
| -0.0176996773090279 |
| 0.00576256149575389 |
| 0.00529276446243187 |
| 0.0175156112585246 |
| 0.00495516994970377 |
| -0.00863974648988257 |
| 0.0194114443938542 |
| 0.0245914936867289 |
| 0.0379999646262733 |
| -0.0173120619062797 |
| -0.0241489833340466 |
| -0.020339251572648 |
| -0.00519810882759621 |
| 0.0284275081398492 |
| -0.00332139495000428 |
| -0.0185586946173669 |
| -0.0105027374929752 |
| 0.0224058277868261 |
| -0.00699011863135386 |
| 0.0598186650911432 |
| 0.0322787950137743 |
| -0.0151369062876030 |
| 0.0141320454663236 |
