| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 1.3355 | -0.2366 | -0.2512 | -1 | -0.2787 | -0.2609 | 0.1906 |
| (p-val) | (0 ) | (0.2959 ) | (0.0535 ) | (0 ) | (0.6839 ) | (0.1058 ) | (0.7875 ) |
| Estimates ( 2 ) | 1.3425 | -0.2491 | -0.2452 | -1 | -0.0977 | -0.2478 | 0 |
| (p-val) | (0 ) | (0.2656 ) | (0.0571 ) | (0 ) | (0.5465 ) | (0.113 ) | (NA ) |
| Estimates ( 3 ) | 1.3502 | -0.2476 | -0.243 | -1 | 0 | -0.2287 | 0 |
| (p-val) | (0 ) | (0.27 ) | (0.0592 ) | (0 ) | (NA ) | (0.136 ) | (NA ) |
| Estimates ( 4 ) | 1.2183 | 0 | -0.3696 | -1 | 0 | -0.1917 | 0 |
| (p-val) | (0 ) | (NA ) | (0 ) | (0 ) | (NA ) | (0.1958 ) | (NA ) |
| Estimates ( 5 ) | 1.2102 | 0 | -0.357 | -1 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (0 ) | (0 ) | (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 |
| 0.000397232362253288 |
| -0.0110279658223737 |
| 0.0172774626402636 |
| 0.0391096214455214 |
| -0.0195119494983665 |
| -0.0221713199809608 |
| 0.0305127600367667 |
| -0.00601571368012657 |
| -0.0653554439091732 |
| -0.000978413436770142 |
| 0.0280988693167741 |
| 0.0202853432287249 |
| -0.0554710852527556 |
| 0.0261075543862983 |
| 0.0244752924360489 |
| 0.0126334705464194 |
| -0.0173266428373534 |
| 0.00384391387134307 |
| 0.0285995773972497 |
| -0.0362722821087928 |
| 0.0343423699927579 |
| 0.0388841889692062 |
| 0.0479836348181906 |
| -0.0254858048774086 |
| 0.00249419233643950 |
| 0.031400118878115 |
| 0.0661030470882039 |
| 0.0512995022732569 |
| 0.0801313005407047 |
| 0.0408052092738545 |
| 0.00580097239514586 |
| -0.0962443301398138 |
| -0.0294215057351456 |
| -0.0658981141439999 |
| -0.0271732317506354 |
| 0.0162664507102731 |
| 0.0438200103757844 |
| -0.0147339342522345 |
| -0.0087382698508577 |
| -0.00620369272068553 |
| -0.00135737342178453 |
| 0.0261528584524928 |
| -0.0664434163979789 |
| 0.0108645642666448 |
| -0.0353075548295844 |
| 0.0297933809236129 |
| 0.0290791783066965 |
| -0.0384841001017652 |
| 0.0148112984719109 |
| -0.00970279028203669 |
| 0.0392913701967758 |
| 0.045349370866146 |
| -0.0527551970904144 |
| 0.0082999158653768 |
| 0.0238939568112052 |
| 0.000140995711315001 |
| -7.1199795354246e-05 |
| 0.0145181339197110 |
| 0.00426737705526121 |
