| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2963 | -0.1465 | -0.0316 | -1 | 0.0086 | 0.2079 | -0.1143 |
| (p-val) | (0.0151 ) | (0.2132 ) | (0.7883 ) | (0 ) | (0.9855 ) | (0.1203 ) | (0.8187 ) |
| Estimates ( 2 ) | 0.2964 | -0.1469 | -0.0316 | -1 | 0 | 0.2067 | -0.1056 |
| (p-val) | (0.016 ) | (0.214 ) | (0.7881 ) | (0 ) | (NA ) | (0.0997 ) | (0.3925 ) |
| Estimates ( 3 ) | 0.3009 | -0.1561 | 0 | -1 | 0 | 0.2103 | -0.0987 |
| (p-val) | (0.0136 ) | (0.1686 ) | (NA ) | (0 ) | (NA ) | (0.0904 ) | (0.4116 ) |
| Estimates ( 4 ) | 0.2702 | -0.1579 | 0 | -1 | 0 | 0.2036 | 0 |
| (p-val) | (0.0203 ) | (0.1627 ) | (NA ) | (0 ) | (NA ) | (0.0985 ) | (NA ) |
| Estimates ( 5 ) | 0.2394 | 0 | 0 | -1 | 0 | 0.2208 | 0 |
| (p-val) | (0.037 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.0684 ) | (NA ) |
| Estimates ( 6 ) | 0.2018 | 0 | 0 | -1 | 0 | 0 | 0 |
| (p-val) | (0.0748 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | -1 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
| 0.000397424338574195 |
| -0.0202655604999885 |
| 0.0132814465175762 |
| 0.005102656127566 |
| 0.00395376151804691 |
| -0.0201173449686611 |
| -0.0247671428130995 |
| 0.0296498486252178 |
| -0.0327107698022459 |
| -0.0201214770451503 |
| -0.00567361342843801 |
| -0.00790813495132369 |
| -0.00744834199983557 |
| 0.0334221780538597 |
| 0.0223155617292289 |
| -0.00513034757815278 |
| -0.0391719777595819 |
| 0.0107196708201284 |
| 0.00213285573769740 |
| 0.0287487067542047 |
| 0.0466321279413979 |
| -0.0633887953481162 |
| 0.0116657789984877 |
| 0.0139234067539528 |
| 0.0359986505189924 |
| 0.0280558288935530 |
| -0.0852872115347057 |
| -0.0516809754337528 |
| 0.0302769602788920 |
| -0.00118719973053998 |
| 0.0290023592650813 |
| 0.00862383582605371 |
| -0.00222184141282044 |
| 0.0137756145454984 |
| -0.0157531085361904 |
| 0.00326417246610666 |
| -0.0129189887643890 |
| 0.0433055133466075 |
| 0.0423417932652459 |
| 0.0247880881888765 |
| -0.0333941587119335 |
| 0.0278093375781444 |
| 0.0511443990799118 |
| -0.00348464569037083 |
| 0.0383127002440179 |
| -0.0340320422739696 |
| -0.00961485948233042 |
| -0.0456050161011798 |
| 0.0299553194649838 |
| 0.0476347599970703 |
| 0.0373863553011968 |
| -0.0247794053542337 |
| 0.0578193759956714 |
| 0.0116813013386476 |
| -0.0107218293589344 |
| 0.0137367155752570 |
| 0.000364587740733586 |
| -0.0534378148244013 |
| -0.0336231018728952 |
| 0.014152354464068 |
| 0.0039832977774554 |
| 0.0134276332689917 |
| 0.0109327863730047 |
| -0.00806395326455454 |
| -0.00412615912099392 |
| -0.00406364317326485 |
| -0.00400299337770367 |
| -0.0421286178226839 |
| -0.035341051310344 |
| 0.0152728466602875 |
| -0.00507224805130227 |
| -0.0544340564399082 |
| 0.0290775408303425 |
| 0.0136483853598492 |
| 0.0230238255628117 |
| -0.00914535931783768 |
| 0.00680627292785807 |
| 0.0142485752260996 |
| -0.0167461428598383 |
