| 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 ) | (0.5248 ) |
| 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 | -0.9831 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (0.2097 ) | (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 |
| 0.000788165107863931 |
| 0.0132489223692724 |
| -0.0165785697867979 |
| -0.0110066873622017 |
| 0.0215690971746326 |
| -0.0127968213462950 |
| 0.0161778387108758 |
| 0.000439552418031827 |
| 0.0125201417853461 |
| -0.0117900793103594 |
| -0.0159692817364978 |
| -3.37122541320690e-06 |
| -0.00792324630806065 |
| 0.0113382928195898 |
| -0.00691491023884456 |
| -0.00211754310091083 |
| 0.00409063329692452 |
| 0.0216028228647927 |
| 0.00964238002230986 |
| -0.000625363673826006 |
| -0.000274891853028393 |
| -0.00914063005467886 |
| 0.00314846408450515 |
| 0.00655356223091216 |
| -0.00149160581005905 |
| -0.00464378824739775 |
| 0.00490188675984037 |
| -0.00101663474862561 |
| -0.0197323479863954 |
| -0.00321706970873838 |
| -0.00604566080209275 |
| -0.00442977505149558 |
| 0.00814716398821704 |
| -0.0079366339350538 |
| 0.00729100116721116 |
| -0.00174829410980596 |
| -0.00465485621017069 |
| -0.00398210683891128 |
| -0.00860925651970172 |
| 0.00513749371659032 |
| -0.005847785565199 |
| -0.0107598396161565 |
| 0.00239741916835816 |
| -0.00357246760759374 |
| -0.00788516249813652 |
| -0.0203637510132227 |
| -0.0141289641027911 |
| 0.00721802692955741 |
| -0.0102596933247649 |
| -0.00875006203359314 |
| 0.008166875446843 |
| 0.0115352699476357 |
| -0.00717480266612989 |
| 0.00605880442683495 |
| -0.00917356800091041 |
| -0.00505421669271584 |
| -0.00656851343367199 |
| -0.00232253444728074 |
| -0.0084592112410199 |
| -0.00120675466774253 |
| -0.000667858409850012 |
| 0.00824519156680215 |
| 0.00670001638617473 |
| -0.00751757370933443 |
| 0.0121030760461333 |
| 0.00358655739921207 |
| -0.0114967669063461 |
| 0.00193355946441948 |
| -0.00620179583790996 |
| -0.00151131479450288 |
| -0.0057090323047711 |
| 0.00711656838260169 |
| 0.000709332544524732 |
| 0.00160310284676664 |
| -0.00489458074280934 |
| -0.00294415988134366 |
| -0.0100643712106200 |
| 0.00227776909849715 |
| -0.00239557025648876 |
| -0.00131977593042084 |
| -0.00428893576831276 |
| -0.0106205417029663 |
| 0.00553868223206953 |
| -0.00267761581434325 |
| 0.0244914053223614 |
| 0.00447168601771026 |
| -0.00973705103529312 |
| -0.0101283165215346 |
| -0.00187723786238202 |
| 0.00982148046992348 |
| 0.00410179537633496 |
| -0.00361929809503139 |
| 0.0256274427147585 |
| 0.00252125706625349 |
| 0.00787156362577129 |
| 0.00486621670932324 |
| -0.00408344890636747 |
| 0.00112000632248195 |
| -0.00940285539340006 |
| -0.00958432397583324 |
| -0.00198051999211464 |
| -0.000655714639466027 |
| -0.00674932096305573 |
| 0.000193674493841251 |
| -0.00395396927111012 |
| 0.000662387661843991 |
| -0.00188670870024339 |
| -0.00168820536681812 |
| 0.00705549108403351 |
| -0.00298043366673840 |
| -0.00723370754639964 |
| -0.00400165324113533 |
| 0.00323516499491471 |
| 0.00270554189981615 |
| -0.000447454597084214 |
| 0.00429013238376356 |
| -0.00805483840932963 |
