| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.6302 | 0.525 | 0.5007 | 0.8386 | -0.9684 | -0.6388 | 0.0862 |
| (p-val) | (1e-04 ) | (0.0014 ) | (0.0011 ) | (0 ) | (1e-04 ) | (6e-04 ) | (0.7964 ) |
| Estimates ( 2 ) | -0.6329 | 0.5202 | 0.5031 | 0.8345 | -0.9155 | -0.6057 | 0 |
| (p-val) | (1e-04 ) | (0.0016 ) | (0.0012 ) | (0 ) | (0 ) | (1e-04 ) | (NA ) |
| Estimates ( 3 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| 0.00180932546500778 |
| 0.00903324671077847 |
| 0.0148471997866418 |
| -0.00425006454776614 |
| -0.0259766570541127 |
| 0.0141017270626479 |
| 0.00965545594258558 |
| 0.020414679228338 |
| 0.00635417771609729 |
| 0.00970441214001807 |
| -0.00358602413718084 |
| 0.00363398935390107 |
| -0.0110344387095018 |
| 0.00654131027380165 |
| -0.00827430641394487 |
| -0.00745585522674797 |
| -0.0128527633240053 |
| 0.00222889292888035 |
| 0.019411139218697 |
| 0.0417928053907948 |
| 0.0205609893817515 |
| -0.012387466929223 |
| 0.00473999966565991 |
| -0.014977797934916 |
| -0.0111322465815628 |
| 0.0344728240739555 |
| 0.0119778403918279 |
| -0.0292947663760283 |
| 0.0208422953668106 |
| 0.00281781925877743 |
| 0.01746266830707 |
| 0.00162580582448099 |
| 0.00096694685290188 |
| 0.0262383568830676 |
| -0.0231008291533151 |
| 0.0157997885747069 |
| 0.00325984015508146 |
| 0.00637846235274174 |
| -0.0114736313550925 |
| 0.0109268755339075 |
| -0.0109481522843433 |
| -0.0164457216585812 |
| -0.00368296467866915 |
| -0.00194191804610648 |
| -9.37527096465544e-05 |
| -0.0283030135519834 |
| -0.0157007055721921 |
| 0.0249677644079992 |
| -0.000924344085839279 |
| 0.015605897230374 |
| -0.00545214076418025 |
| 0.0094396543545285 |
| 0.0050660658019118 |
| 0.0142089758280906 |
| 0.0115482294135412 |
| 0.0107562118283738 |
