| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7166 | 0.0967 | -0.2358 | -0.584 | -0.1041 | -0.12 | -1 |
| (p-val) | (0.1179 ) | (0.5746 ) | (0.0957 ) | (0.2008 ) | (0.5403 ) | (0.5034 ) | (0.005 ) |
| Estimates ( 2 ) | 0.8377 | 0 | -0.1978 | -0.669 | -0.0993 | -0.1216 | -1 |
| (p-val) | (0.0041 ) | (NA ) | (0.0833 ) | (0.0265 ) | (0.5583 ) | (0.4995 ) | (0.0069 ) |
| Estimates ( 3 ) | 0.8193 | 0 | -0.1859 | -0.6673 | 0 | -0.0769 | -1 |
| (p-val) | (0.0098 ) | (NA ) | (0.0932 ) | (0.0438 ) | (NA ) | (0.6506 ) | (3e-04 ) |
| Estimates ( 4 ) | 0.798 | 0 | -0.1891 | -0.6434 | 0 | 0 | -1 |
| (p-val) | (0.0093 ) | (NA ) | (0.0858 ) | (0.0427 ) | (NA ) | (NA ) | (1e-04 ) |
| Estimates ( 5 ) | 0.4095 | 0 | 0 | -0.2658 | 0 | 0 | -0.9997 |
| (p-val) | (0.3244 ) | (NA ) | (NA ) | (0.5316 ) | (NA ) | (NA ) | (3e-04 ) |
| Estimates ( 6 ) | 0.1366 | 0 | 0 | 0 | 0 | 0 | -1 |
| (p-val) | (0.2895 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (4e-04 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -1.0002 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.001 ) |
| 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 |
| 0.000294268572333457 |
| 0.00298196413576004 |
| 0.0359030135554919 |
| -0.0101451398935606 |
| 0.0183235613279351 |
| -0.000192991510196843 |
| 0.00737036442265601 |
| -0.0182513378120203 |
| -0.0173533172253246 |
| -0.000447624059364207 |
| 0.0188708407846655 |
| 0.000276664664921355 |
| 0.00914419533424189 |
| -0.0121882643859209 |
| -0.0205845241531973 |
| -0.00182627651926423 |
| 0.0108322539146063 |
| 0.00683334706423349 |
| -0.00895456991823806 |
| 0.0216649857114262 |
| -0.000888937765915411 |
| 0.00542867463759325 |
| -0.0052053966561301 |
| 0.0169944109390389 |
| 0.021999558712161 |
| -0.0257451338123403 |
| 0.0140075797305386 |
| 0.0118259739851636 |
| -0.0107776983110346 |
| 0.0271669186188733 |
| -0.00908190606938439 |
| 0.0419603325622819 |
| 0.00226013911614107 |
| 0.0190957274508595 |
| 0.00290217636142552 |
| -0.00134450313369456 |
| -0.0262837834932276 |
| -0.0102414389502295 |
| -0.00779810369248608 |
| 0.0129904132072807 |
| -0.000736401250507404 |
| -0.000810525924982055 |
| 0.0107566493208219 |
| 0.000446270281712951 |
| 0.0305475457152097 |
| -0.00526221313259856 |
| -0.0113706594778629 |
| -0.0250511486847196 |
| -0.00343815004672657 |
| 0.0265943338026139 |
| -0.0002520826390094 |
| 0.00908287334815137 |
| 0.00468797781237872 |
| 0.0154469184938474 |
| -0.00626749743083072 |
| -0.00273517590090374 |
| -0.0336920477130165 |
| -0.0174902903105962 |
| -0.00637249607743872 |
| -0.00923900560003126 |
| -0.0132974648177791 |
