| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2287 | 0.0152 | -0.0618 | -0.8599 | -0.8966 | 0.0784 | 0.9136 |
| (p-val) | (0.3498 ) | (0.9354 ) | (0.7643 ) | (2e-04 ) | (0.0224 ) | (0.7149 ) | (0.1081 ) |
| Estimates ( 2 ) | 0.214 | 0 | -0.0774 | -0.8436 | -1.5121 | 0.0166 | 1.4551 |
| (p-val) | (0.3469 ) | (NA ) | (0.698 ) | (0 ) | (0.463 ) | (0.9608 ) | (0.4969 ) |
| Estimates ( 3 ) | 0.2192 | 0 | -0.063 | -0.8544 | -0.9975 | 0 | 0.9793 |
| (p-val) | (0.3109 ) | (NA ) | (0.7411 ) | (0 ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0.2557 | 0 | 0 | -0.8885 | -0.9901 | 0 | 0.9599 |
| (p-val) | (0.1629 ) | (NA ) | (NA ) | (0 ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -0.7652 | -0.9913 | 0 | 0.9686 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (NA ) | (0 ) |
| 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 |
| -0.00254463715832013 |
| 0.0163571413831917 |
| -0.0111431632764971 |
| 0.014586131468258 |
| -0.0118730571230865 |
| 0.00456766197877505 |
| 0.00137913311903442 |
| 0.00116923003508671 |
| 0.00100117322756656 |
| 0.000859043261966319 |
| 0.000720546081043526 |
| 0.000523276444105634 |
| 4.15348077016967e-05 |
| 0.00156232788153744 |
| -0.000405870558145468 |
| 0.00142155380109483 |
| -0.000527004594431874 |
| 0.000606796293410439 |
| 0.000355201582821328 |
| 0.0101011597088425 |
| -0.00334242876420280 |
| -0.0102453515761719 |
| 0.00323788453948305 |
| 0.000470015261604419 |
| 0.000816884841387993 |
| -0.000698717917175058 |
| 0.00103062877075694 |
| -0.0007357279947625 |
| -0.0088267918515649 |
| 0.00349976657175282 |
| -0.00905869684629708 |
| -0.00487215000362268 |
| -0.00516577206437545 |
| -0.00509108615854563 |
| -0.0331858954329619 |
| -0.0123921388603073 |
| 0.00575525207799555 |
| 0.0112573287465626 |
| 0.00594829246845234 |
| -0.00302597584031492 |
| 0.00751218528948612 |
| 0.00586466070215063 |
| -0.0154169874114039 |
| 0.000722520656015125 |
| 0.00874526969966458 |
| -0.00412460530027992 |
| -0.00377746953678779 |
| 0.0078406877801851 |
| 0.00590355265450804 |
| 0.00427743056028668 |
| -0.00478225886180727 |
| -0.00374731261244066 |
| -0.000575402325985294 |
| 0.00760562860939972 |
| 0.00393080485187184 |
