| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.6303 | -0.2678 | 0.1479 | 0.4447 | 0.1229 | -0.1375 | -1 |
| (p-val) | (0.0662 ) | (0.1011 ) | (0.3546 ) | (0.1858 ) | (0.3677 ) | (0.2783 ) | (0 ) |
| Estimates ( 2 ) | -0.6602 | -0.2765 | 0.1558 | 0.4379 | 0 | -0.1509 | -0.9999 |
| (p-val) | (0.0668 ) | (0.1186 ) | (0.3491 ) | (0.2211 ) | (NA ) | (0.2193 ) | (2e-04 ) |
| Estimates ( 3 ) | -0.9414 | -0.4114 | 0 | 0.705 | 0 | -0.1631 | -1 |
| (p-val) | (0 ) | (2e-04 ) | (NA ) | (5e-04 ) | (NA ) | (0.1918 ) | (0 ) |
| Estimates ( 4 ) | -0.9128 | -0.4313 | 0 | 0.6473 | 0 | 0 | -1 |
| (p-val) | (0 ) | (1e-04 ) | (NA ) | (0.0014 ) | (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 |
| -0.00816193030805197 |
| 0.0576206734214989 |
| -0.00449351798140171 |
| -0.0166186724666725 |
| -0.0216186470274536 |
| -0.0418864608156945 |
| -0.036840544356725 |
| 0.027747600453511 |
| 0.0336225767844618 |
| 0.0128666537504348 |
| 0.0331072282105031 |
| -0.00612743893880985 |
| -0.0400053025287640 |
| -0.0143418071936554 |
| -0.0576540926652506 |
| 0.0360721000572386 |
| 0.0390043311033036 |
| 0.0352236608604281 |
| -0.00247396557446717 |
| 0.0245663232451094 |
| -0.0367329376305895 |
| 0.0126531485030187 |
| 0.00462045549891567 |
| -0.0456608279654196 |
| 0.00710942292208716 |
| 0.0504925212675948 |
| -0.227288797557687 |
| -0.0858682003064634 |
| -0.0647799419450612 |
| 0.0127449932093224 |
| -0.0136507938011600 |
| 0.036695760322254 |
| -0.0436408822606476 |
| 0.00288752000756704 |
| 0.0136518462559409 |
| -0.039826210110132 |
| -0.00227548208641968 |
| -0.0293361412434399 |
| 0.0388815876171985 |
| 0.0428257239488233 |
| -0.0376352019805082 |
| -0.00336819845395667 |
| 0.0442874240403445 |
| 0.00204844397179409 |
| -0.0234059148647447 |
| 0.0200797083897718 |
| -0.0236985317396486 |
| 0.0361640211223552 |
| 0.0186814729236321 |
| -0.0507784888956564 |
| 0.0438668897132456 |
| -0.0382198716278185 |
| -0.00414298947301329 |
| -0.0236538481604871 |
| 0.0105308801917853 |
| 0.0233695188367981 |
| -0.0109520404733478 |
| -0.00608265659332762 |
| -0.0290826060358701 |
| 0.0162110623261393 |
| -0.000545524126113452 |
| 0.00260022175259094 |
| 0.0457999032873596 |
| -0.0166337680491387 |
| -0.0222231072610572 |
| 0.0149301771385241 |
| -0.00658335057819907 |
| 0.0155355408646791 |
| -0.0138018192264316 |
| 0.0301606313808154 |
| -0.0437543594431608 |
| 0.00724095862238655 |
| -0.0293123262161219 |
| 0.0212575277149009 |
| 0.0332248944935976 |
| -0.0221679570445462 |
| 0.0375063198902814 |
