| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.8623 | 0.2047 | 0.2024 | 0.9581 | 0.6701 | -0.1044 | -0.5478 |
| (p-val) | (0 ) | (0.0906 ) | (0.0472 ) | (0 ) | (0.4377 ) | (0.4437 ) | (0.5249 ) |
| Estimates ( 2 ) | -0.8681 | 0.203 | 0.1986 | 0.9634 | 0.1232 | -0.0219 | 0 |
| (p-val) | (0 ) | (0.0941 ) | (0.0504 ) | (0 ) | (0.2376 ) | (0.8359 ) | (NA ) |
| Estimates ( 3 ) | -0.8714 | 0.2028 | 0.1985 | 0.966 | 0.1223 | 0 | 0 |
| (p-val) | (0 ) | (0.095 ) | (0.05 ) | (0 ) | (0.2388 ) | (NA ) | (NA ) |
| Estimates ( 4 ) | -0.847 | 0.2187 | 0.2039 | 0.949 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.0672 ) | (0.0606 ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 1.0796 | 0 | -0.0839 | -0.983 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (0.2101 ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0.9654 | 0 | 0 | -0.9228 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (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 |
| 0.000788165107865649 |
| 0.0132489500576204 |
| -0.0165798029782177 |
| -0.0110066820621878 |
| 0.0215707156237112 |
| -0.0127976172589243 |
| 0.0161780510305212 |
| 0.00043908501404103 |
| 0.0125195741139093 |
| -0.0117912976652311 |
| -0.0159698105297478 |
| -2.26066783332792e-06 |
| -0.00792264862624087 |
| 0.0113392288812370 |
| -0.00691507923994622 |
| -0.00211748753488407 |
| 0.00409121660736792 |
| 0.0216032806702422 |
| 0.00964131015590853 |
| -0.000627009110064974 |
| -0.000275769465468119 |
| -0.00914125569414737 |
| 0.00314870853008776 |
| 0.00655371204947514 |
| -0.00149222825306283 |
| -0.00464425315308982 |
| 0.00490208324285516 |
| -0.00101684744499919 |
| -0.0197329045515543 |
| -0.00321596502515659 |
| -0.00604447654742801 |
| -0.00442878971220410 |
| 0.00814845134756022 |
| -0.00793639972059318 |
| 0.00729182420437809 |
| -0.00174790679974987 |
| -0.00465462786560962 |
| -0.00398135885297967 |
| -0.0086083942136318 |
| 0.00513896942387433 |
| -0.00584700184423283 |
| -0.0107590299634931 |
| 0.00239921451650740 |
| -0.00357118087131871 |
| -0.00788406046420645 |
| -0.0203622942297523 |
| -0.0141262140109881 |
| 0.00722165872814278 |
| -0.0102575801299144 |
| -0.00874778606585412 |
| 0.00816997190309338 |
| 0.0115373370445022 |
| -0.00717415867263864 |
| 0.00606025953882827 |
| -0.00917248749367184 |
| -0.00505264973344743 |
| -0.0065664999564932 |
| -0.00232036894955199 |
| -0.00845721434419549 |
| -0.00120439373231407 |
| -0.000665640263718537 |
| 0.00824714175914911 |
| 0.00670113244715633 |
| -0.00751723619297944 |
| 0.0121043432757786 |
| 0.00358691558379354 |
| -0.0114970561936443 |
| 0.00193459910412119 |
| -0.00620095815125895 |
| -0.00151032837180499 |
| -0.0057080169613962 |
| 0.00711783937541135 |
| 0.000709814628333616 |
| 0.00160327232863157 |
| -0.00489447036458393 |
| -0.00294368390158504 |
| -0.0100637262627548 |
| 0.00227909402968986 |
| -0.00239467868274091 |
| -0.00131909145733212 |
| -0.00428822577470248 |
| -0.0106197054040069 |
| 0.00554035124783094 |
| -0.00267673677466428 |
| 0.0244922376263687 |
| 0.00447035748355208 |
| -0.00973894105311255 |
| -0.0101286764753744 |
| -0.00187658448089204 |
| 0.00982203410035795 |
| 0.00410108080109959 |
| -0.00362054918641275 |
| 0.0256268578622176 |
| 0.00251842359166650 |
| 0.00786849836679937 |
| 0.00486323162099845 |
| -0.00408673805979913 |
| 0.00111743089402245 |
| -0.00940539211408836 |
| -0.00958611370625338 |
| -0.00198142980597052 |
| -0.00065678364196987 |
| -0.00675070399565917 |
| 0.000192767887755944 |
| -0.00395501958016195 |
| 0.00066144519683265 |
| -0.00188779071142874 |
| -0.00168930020525178 |
| 0.00705453203320936 |
| -0.00298217307030103 |
| -0.0072352678724643 |
| -0.00400239523672544 |
| 0.00323466201059352 |
| 0.00270447352423114 |
| -0.000448962911865799 |
| 0.00428870913410402 |
| -0.00805664739477351 |
