| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.4236 | -0.02 | 0.2166 | 0.4175 | -0.1458 | 0.0519 | -0.1444 |
| (p-val) | (0.245 ) | (0.8855 ) | (0.1121 ) | (0.2554 ) | (0.9625 ) | (0.9581 ) | (0.9626 ) |
| Estimates ( 2 ) | -0.4229 | -0.0199 | 0.2158 | 0.4168 | -0.2918 | 0.0019 | 0 |
| (p-val) | (0.2476 ) | (0.8861 ) | (0.1113 ) | (0.2584 ) | (0.0446 ) | (0.9921 ) | (NA ) |
| Estimates ( 3 ) | -0.4226 | -0.0199 | 0.2157 | 0.4165 | -0.2923 | 0 | 0 |
| (p-val) | (0.2479 ) | (0.8862 ) | (0.1099 ) | (0.2585 ) | (0.035 ) | (NA ) | (NA ) |
| Estimates ( 4 ) | -0.4137 | 0 | 0.2231 | 0.4138 | -0.2927 | 0 | 0 |
| (p-val) | (0.242 ) | (NA ) | (0.0692 ) | (0.2626 ) | (0.0346 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | -0.0343 | 0 | 0.2119 | 0 | -0.2964 | 0 | 0 |
| (p-val) | (0.7892 ) | (NA ) | (0.1015 ) | (NA ) | (0.0296 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0.2118 | 0 | -0.2916 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.1017 ) | (NA ) | (0.0321 ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | -0.2622 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0602 ) | (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 |
| 0.00130309930034631 |
| 0.0202652250571102 |
| -0.0270203000761759 |
| -0.00926410288326036 |
| -0.0540406001523518 |
| -0.0196862186269281 |
| 0.00231602572081504 |
| 0.0217127411326415 |
| -0.0324243600914111 |
| -0.0021230235774138 |
| -0.0193967154118263 |
| 0.00395654393972575 |
| 0.0315562056858960 |
| -0.0181935807112353 |
| 0.0118581076149669 |
| 0.047482779753703 |
| 0.00511621522993333 |
| -0.0079490930233812 |
| -0.000770694938425853 |
| 0.0101997349522591 |
| -0.0224102708620399 |
| 0.00802313702689017 |
| 0.0429295701093155 |
| -0.00452493718647728 |
| -0.00762571853605043 |
| 0.0142856125169539 |
| 0.0170344404925942 |
| 0.0428105221161308 |
| -0.0146082332420123 |
| 0.00741825284996134 |
| 0.0168329053807483 |
| -0.00567249509801293 |
| 0.0594339379844127 |
| 0.0239550098039742 |
| 0.0276385433199502 |
| -0.00626837847700656 |
| 0.0246521908343735 |
| 0.0366753140676135 |
| 0.0625465253078714 |
| -0.00721234986301855 |
| -0.0130917667579877 |
| 0.0224239045828134 |
| -0.0118899803920511 |
| -0.0950830310077937 |
| -0.042980742133675 |
| -0.124910033401599 |
| -0.00146684336516079 |
| 0.123641389876852 |
| -0.108522118216876 |
| -0.00169281315530223 |
| 0.0743753002739633 |
| -0.00913315663483938 |
| 0.0884285375056513 |
| -0.00397712802085093 |
| 0.0167997487459093 |
| -0.0175642342687001 |
| 0.0153984786818047 |
| -0.0261446837673336 |
| 0.0288840636114578 |
| -0.0370499157539055 |
