| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.4776 | -0.5295 | -0.4799 | -0.1727 | -0.9149 | 0.0089 | 0.8161 |
| (p-val) | (0.0522 ) | (0.0041 ) | (0.0064 ) | (0.4886 ) | (0.2152 ) | (0.972 ) | (0.3523 ) |
| Estimates ( 2 ) | -0.477 | -0.5292 | -0.4796 | -0.1727 | -0.9425 | 0 | 0.8467 |
| (p-val) | (0.0523 ) | (0.0037 ) | (0.0064 ) | (0.4885 ) | (0.0439 ) | (NA ) | (0.2495 ) |
| Estimates ( 3 ) | -0.6103 | -0.5874 | -0.5313 | 0 | -0.9071 | 0 | 0.7826 |
| (p-val) | (0 ) | (1e-04 ) | (2e-04 ) | (NA ) | (0.0368 ) | (NA ) | (0.2163 ) |
| Estimates ( 4 ) | -0.6306 | -0.622 | -0.5081 | 0 | -0.186 | 0 | 0 |
| (p-val) | (0 ) | (0 ) | (4e-04 ) | (NA ) | (0.2603 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | -0.6441 | -0.5999 | -0.4696 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (1e-04 ) | (0.0013 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
| -0.0162300992378004 |
| 0.0752879596175789 |
| -0.0122099786328599 |
| 0.0676655944791291 |
| 0.0198706240838934 |
| -0.0559861775435568 |
| -0.0340184833339368 |
| 0.00455074765933249 |
| 0.00705697216869566 |
| 0.0311874797755461 |
| 0.0130171153599503 |
| 0.0425281081821771 |
| 0.0560335071311843 |
| -0.0159112331664805 |
| 0.0176096126614315 |
| -0.0218678443348165 |
| -0.0284131280215863 |
| 0.0197179119500151 |
| -0.130990757148399 |
| 0.0143195006855890 |
| -0.00214480836008204 |
| -0.0373348587551208 |
| 0.00212967890717969 |
| -0.0137177413470683 |
| -0.0027334528279637 |
| -0.0499924219947077 |
| -0.0125299221583797 |
| -0.00487808088247112 |
| 0.0313116935000123 |
| -0.0232177391463502 |
| -0.0406322505957091 |
| 0.00166247247309847 |
| -0.0376334964365901 |
| -0.00226535916830528 |
| -0.0136790598137413 |
| 0.00174262342274467 |
| -0.0174347139706814 |
| 0.0048968037624908 |
| 0.0389231268417669 |
| -0.00474118922910804 |
| 0.00609065023516564 |
| -0.000344196278689424 |
| -0.0367974643191955 |
| -0.00674335123039693 |
| -0.0171295791306800 |
| -0.00886125673708538 |
| 0.00233704481541519 |
| 0.0244183958462116 |
| 0.0173464867149784 |
| 0.0269392162135844 |
| -0.0036703319820921 |
| 0.00251249406290910 |
| 0.00352875959557597 |
| -0.0156614606996177 |
| 0.0920612367987701 |
| -0.0166040459950558 |
| -0.031880475891767 |
| -0.0407040506669531 |
| 0.079560438887019 |
| 0.0541801479507331 |
