| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0776 | -0.1285 | 0.1202 | -0.0705 | 0.6489 | 0.1143 | -0.6739 |
| (p-val) | (0.9318 ) | (0.5163 ) | (0.5429 ) | (0.9384 ) | (0.7666 ) | (0.6001 ) | (0.7648 ) |
| Estimates ( 2 ) | -0.149 | -0.1409 | 0.1088 | 0 | 0.4194 | 0.1195 | -0.4425 |
| (p-val) | (0.2685 ) | (0.2803 ) | (0.4482 ) | (NA ) | (0.72 ) | (0.5497 ) | (0.7063 ) |
| Estimates ( 3 ) | -0.1509 | -0.1446 | 0.1116 | 0 | 0 | 0.1064 | -0.0179 |
| (p-val) | (0.2614 ) | (0.2663 ) | (0.4363 ) | (NA ) | (NA ) | (0.592 ) | (0.9043 ) |
| Estimates ( 4 ) | -0.1541 | -0.1449 | 0.1043 | 0 | 0 | 0.1006 | 0 |
| (p-val) | (0.2434 ) | (0.2664 ) | (0.4234 ) | (NA ) | (NA ) | (0.6011 ) | (NA ) |
| Estimates ( 5 ) | -0.157 | -0.1475 | 0.1071 | 0 | 0 | 0 | 0 |
| (p-val) | (0.2328 ) | (0.2563 ) | (0.4098 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | -0.1771 | -0.1653 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.1739 ) | (0.2007 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | -0.153 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.2397 ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
| 0.00069229964554838 |
| -0.00365630581232996 |
| -0.00366625445151254 |
| -0.0114744294053168 |
| 0.000716540819843514 |
| -0.000732699815238602 |
| 0.0136316540819844 |
| -0.00318802393762185 |
| -0.00331112124134814 |
| -0.00478260435912647 |
| 0.00402661632793744 |
| 0.00711929619515772 |
| -0.00462053284063635 |
| -0.00415703376444321 |
| 0.0174949622459531 |
| -0.00244524861428952 |
| -0.00829581706698312 |
| 0.00605218692262066 |
| -0.00709809944571593 |
| -0.0124549422979348 |
| 0.00318593247111354 |
| -0.00765009545611206 |
| 0.00331444935333502 |
| 0.000903992020792721 |
| -0.0104693916512699 |
| 0.00859306169166885 |
| 0.00666102578523597 |
| 0.00478051289261794 |
| -0.00268783302539766 |
| -0.00600503775404693 |
| -0.000441729590078266 |
| 0.00206121669746018 |
| 0.0226060834873012 |
| 0.00141283088340804 |
| 0.0145939165126988 |
| 0.0263803219803938 |
| 0.0134883060219791 |
| 0.0198998090877757 |
| 0.0347159680831707 |
| -0.00451796837754637 |
| -0.00253859239031551 |
| 0.00483165408198438 |
| -0.00293479128174712 |
| 0.0167337455484928 |
| -0.00965237783484485 |
| -0.00318241344690218 |
| 0.0337010457332543 |
| 0.137688115109755 |
| -0.0514219689662977 |
| -0.00947309301974686 |
| 0.0395295626154759 |
| -0.024985459474532 |
| -0.0233442940531682 |
| -0.0263465764319009 |
| -0.00269648097578867 |
| 0.0270377375692854 |
| 0.0391168229042007 |
| -0.0140435389722295 |
| 0.0136309901731786 |
| -0.0244595070554002 |
