| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.4376 | -0.0336 | 0.2141 | 0.4269 | -0.146 | 0.0496 | -0.1437 |
| (p-val) | (0.2358 ) | (0.8104 ) | (0.1212 ) | (0.2518 ) | (0.9674 ) | (0.9654 ) | (0.9676 ) |
| Estimates ( 2 ) | -0.4368 | -0.0335 | 0.2133 | 0.4259 | -0.2916 | -8e-04 | 0 |
| (p-val) | (0.2386 ) | (0.8108 ) | (0.1201 ) | (0.2553 ) | (0.0454 ) | (0.9965 ) | (NA ) |
| Estimates ( 3 ) | -0.4371 | -0.0336 | 0.2135 | 0.4262 | -0.2914 | 0 | 0 |
| (p-val) | (0.2372 ) | (0.8103 ) | (0.1183 ) | (0.2535 ) | (0.0361 ) | (NA ) | (NA ) |
| Estimates ( 4 ) | -0.4161 | 0 | 0.2266 | 0.4167 | -0.2923 | 0 | 0 |
| (p-val) | (0.2439 ) | (NA ) | (0.0641 ) | (0.2709 ) | (0.0354 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | -0.0403 | 0 | 0.2164 | 0 | -0.2965 | 0 | 0 |
| (p-val) | (0.7532 ) | (NA ) | (0.0938 ) | (NA ) | (0.0298 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0.2168 | 0 | -0.2908 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0934 ) | (NA ) | (0.033 ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | -0.2604 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0632 ) | (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 |
| 0.00114153344327611 |
| 0.00884534045239261 |
| -0.0118096048794849 |
| -0.00407832439828848 |
| -0.0240997009858903 |
| -0.0089150547480604 |
| 0.00105271011583735 |
| 0.00981892886253234 |
| -0.0146964914069523 |
| -0.000969395910381635 |
| -0.00889825761209947 |
| 0.00182118830579853 |
| 0.0144138936425752 |
| -0.00841387117157334 |
| 0.00557203735688439 |
| 0.0213845564116799 |
| 0.00228075945086936 |
| -0.00355346697852688 |
| -0.000335312695096457 |
| 0.00454897940462695 |
| -0.00998652723211602 |
| 0.00355089359752481 |
| 0.0187332860182134 |
| -0.0019441654305834 |
| -0.00318702030333351 |
| 0.00613267505505033 |
| 0.00748413581255281 |
| 0.0186346807032545 |
| -0.00621789153172325 |
| 0.0031873111224654 |
| 0.00720781647415336 |
| -0.00241282547366817 |
| 0.0251005276941327 |
| 0.0100418284423098 |
| 0.0117185287940542 |
| -0.00261965440366851 |
| 0.0100634372187887 |
| 0.015093694275651 |
| 0.0252225437966154 |
| -0.00265634449420138 |
| -0.00537765169860083 |
| 0.00902000075956666 |
| -0.0046306913867451 |
| -0.0386916464541904 |
| -0.0178809269034612 |
| -0.0540457541160158 |
| -0.000774349069633695 |
| 0.0535889037663699 |
| -0.0471089173862531 |
| -0.00106111219517468 |
| 0.0320140236270545 |
| -0.00381646180033779 |
| 0.037866013438405 |
| -0.00180525856135927 |
| 0.00716437171405371 |
| -0.00699161728476128 |
| 0.0064180805571803 |
| -0.0113432601771208 |
| 0.0118032522685581 |
| -0.0147305733596421 |
