| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0665 | -0.0673 | 0.0507 | 0.2588 | -0.5928 | -0.0079 | 0.6831 |
| (p-val) | (0.9545 ) | (0.7722 ) | (0.7659 ) | (0.8239 ) | (0.595 ) | (0.9691 ) | (0.5443 ) |
| Estimates ( 2 ) | -0.1106 | -0.0601 | 0.0447 | 0.3017 | -0.6477 | 0 | 0.7377 |
| (p-val) | (0.9185 ) | (0.7836 ) | (0.7912 ) | (0.7795 ) | (0.3502 ) | (NA ) | (0.2521 ) |
| Estimates ( 3 ) | 0 | -0.08 | 0.0572 | 0.1918 | -0.6414 | 0 | 0.7339 |
| (p-val) | (NA ) | (0.4258 ) | (0.5842 ) | (0.0554 ) | (0.3484 ) | (NA ) | (0.248 ) |
| Estimates ( 4 ) | 0 | -0.0797 | 0 | 0.1936 | -0.681 | 0 | 0.7751 |
| (p-val) | (NA ) | (0.4258 ) | (NA ) | (0.0568 ) | (0.2935 ) | (NA ) | (0.1957 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0.207 | -0.686 | 0 | 0.7904 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.056 ) | (0.2043 ) | (NA ) | (0.1131 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0.2151 | 0 | 0 | 0.1006 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0506 ) | (NA ) | (NA ) | (0.4236 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0.1985 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0678 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (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 |
| 0.000197488023749074 |
| -0.0082437831939629 |
| 0.00279715659756621 |
| 0.0162901695900727 |
| -0.0248849135639502 |
| 0.00333351611920659 |
| 0.00236395656613053 |
| -0.00454251569642269 |
| -0.00698861213339051 |
| 0.00452044389349201 |
| -0.00335758384653327 |
| 0.0191763561931188 |
| -0.00123269927754233 |
| -0.00609289097359204 |
| 0.0080817164415425 |
| -0.000326110781115385 |
| -0.0113448355923096 |
| 0.00537323613242953 |
| 0.00729987832039487 |
| -0.00352993603794243 |
| -0.000762245802024571 |
| 0.0195916377223782 |
| 0.00985720257655689 |
| -0.00266639526156055 |
| -0.00235875727306801 |
| -0.00253058214808505 |
| -0.0183003337581733 |
| -0.00295669717723577 |
| 0.0019612561251869 |
| 0.00334016375507083 |
| -0.0043152301587074 |
| -0.00104686183112596 |
| -0.0078239480994952 |
| 0.00505681130529619 |
| 0.0099422233027085 |
| -0.0133376953968534 |
| -0.0063056598857165 |
| -0.00475453601742158 |
| 0.00804259352795255 |
| 0.015954621622173 |
| -0.00558163152701545 |
| -0.00553942844826196 |
| -0.00218290049309469 |
| -0.00387841906576815 |
| 0.00953257056632909 |
| -0.00908090161390025 |
| 0.00283125358189504 |
| -0.00319579489963006 |
| -0.00271966410615416 |
| 0.00107125647407145 |
| -0.0062701585417219 |
| -0.000131396204538725 |
| -0.00944165923295827 |
| 0.00550491876429992 |
| -0.00607676671771382 |
| -0.0069534204043511 |
| -0.000612853940030587 |
| -0.00982993424270775 |
| 0.00901903370121128 |
| 0.00616927841554278 |
| -0.00854219575511263 |
| -0.000984722712581608 |
| -0.010616712609845 |
| 0.00226139938774727 |
| 0.00146876561894934 |
| -0.00476031184086381 |
| -0.0020068243499173 |
| -0.00608462138028649 |
| 0.00139386264977849 |
| 0.00452184931553589 |
| 0.00256640876200571 |
| -0.00202914699377752 |
| -0.00609376492308414 |
| 0.00303632792099777 |
| -0.00192270558871421 |
| -0.00448889606246449 |
| -0.00239004950746282 |
| 0.00238467961924614 |
| -0.00428326589424611 |
| 0.000912546906430878 |
| 0.00859585049271232 |
| 0.00259472320162291 |
| 0.000123954650305041 |
| -0.00323965642510196 |
| 0.00894289438250915 |
| -0.00564277445332441 |
| -0.00272108569747172 |
| -0.00496092920722917 |
| 0.000957737845311334 |
| -0.00247669862103125 |
| -0.00350554020537369 |
| 0.00373751557559357 |
| -0.00461683285035862 |
| -0.00289344310190583 |
| -0.00613411409026408 |
| 0.00235829710375928 |
| -0.00140060357311922 |
| -0.000756342269286926 |
| -0.00430913046188624 |
| -0.00227990626660683 |
| -0.00526122299180328 |
| -0.00192803115474844 |
| -0.000620282454471975 |
| 0.00713353245395809 |
| 0.00506188215649188 |
| 0.0146099707378954 |
| 0.0164433245292096 |
| 0.0135802584143527 |
| -0.00520182811965359 |
