| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.5305 | -0.5487 | -0.4427 | 0.2565 | -0.303 | -0.2843 | -0.935 |
| (p-val) | (0.0808 ) | (1e-04 ) | (0.0078 ) | (0.4533 ) | (0.0638 ) | (0.0935 ) | (0.0053 ) |
| Estimates ( 2 ) | -0.3128 | -0.5105 | -0.3398 | 0 | -0.2948 | -0.2998 | -0.9278 |
| (p-val) | (0.0164 ) | (0 ) | (0.0046 ) | (NA ) | (0.0736 ) | (0.0758 ) | (0.0077 ) |
| Estimates ( 3 ) | -0.2806 | -0.4397 | -0.3391 | 0 | -0.1526 | 0 | -1.0264 |
| (p-val) | (0.0238 ) | (1e-04 ) | (0.0041 ) | (NA ) | (0.3044 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | -0.3147 | -0.4369 | -0.3624 | 0 | 0 | 0 | -1.0185 |
| (p-val) | (0.0078 ) | (1e-04 ) | (0.0017 ) | (NA ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (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 |
| -1.41819547336563e-05 |
| 0.00948030796556072 |
| 0.00683268534191954 |
| 0.0192473458641719 |
| 0.0180862531104313 |
| -0.011560091445 |
| -0.0555365499613986 |
| 0.00782878987955465 |
| -0.0149112433326581 |
| 0.0219726837216741 |
| 0.00450223019097398 |
| 0.0325846246511649 |
| -0.0138832288789346 |
| -0.0182460921416538 |
| -0.00396499137603518 |
| 0.0267934659555232 |
| -0.0402902187323344 |
| -0.0332117492862347 |
| -0.0123312137258163 |
| -0.000499247491588707 |
| 0.0315841744874279 |
| -0.0066092357506857 |
| 0.0465731290500605 |
| -0.0122889222898528 |
| -0.0152462507169266 |
| -0.0362188587332114 |
| -0.0135330380291338 |
| -0.0159652063695272 |
| 0.00830328600926855 |
| 0.00447976078980238 |
| -0.000786777232065045 |
| 0.0100143812737627 |
| 0.0123276977098938 |
| 0.0237027698655793 |
| -0.00489476258598033 |
| -0.0364292488888174 |
| 0.00967358078750493 |
| 0.00045186596740053 |
| -0.0294594417082628 |
| -0.016487460665659 |
| -0.0206560411146340 |
| 0.00693785928140623 |
| 0.0314328509667923 |
| -0.00601963502889577 |
| -0.00392830115443147 |
| 0.00103194137025227 |
| -0.0103511673632689 |
| 0.0196827317696745 |
| -0.00643345469342849 |
| 0.0279899389716327 |
| 0.0179468730793945 |
| 0.000165955276103038 |
| -0.0220070373689168 |
| 0.00293964985222546 |
| -0.00116006858041272 |
| -0.0225475447795373 |
| -0.00574886297663847 |
| 0.0234179216863847 |
| -0.0115768809394399 |
| -0.0164220893727422 |
| 0.0288589066417321 |
| -6.76344267198416e-06 |
| 0.0178125518170656 |
| -0.0241318015174945 |
| 0.00372107630641707 |
| 0.0102190448444522 |
| -0.0296601794177597 |
