| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.4519 | -0.0475 | 0.2105 | 0.4369 | -0.1458 | 0.0471 | -0.1428 |
| (p-val) | (0.2282 ) | (0.7367 ) | (0.1341 ) | (0.2491 ) | (0.9742 ) | (0.9741 ) | (0.9746 ) |
| Estimates ( 2 ) | -0.451 | -0.0474 | 0.2098 | 0.4358 | -0.2907 | -0.0036 | 0 |
| (p-val) | (0.2312 ) | (0.7369 ) | (0.1322 ) | (0.2531 ) | (0.0466 ) | (0.985 ) | (NA ) |
| Estimates ( 3 ) | -0.4514 | -0.0473 | 0.2101 | 0.4363 | -0.2899 | 0 | 0 |
| (p-val) | (0.2292 ) | (0.7376 ) | (0.1302 ) | (0.2507 ) | (0.0376 ) | (NA ) | (NA ) |
| Estimates ( 4 ) | -0.4202 | 0 | 0.2295 | 0.4216 | -0.2911 | 0 | 0 |
| (p-val) | (0.2451 ) | (NA ) | (0.0604 ) | (0.2781 ) | (0.0368 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | -0.0455 | 0 | 0.2205 | 0 | -0.2959 | 0 | 0 |
| (p-val) | (0.722 ) | (NA ) | (0.0873 ) | (NA ) | (0.0305 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0.2215 | 0 | -0.2896 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0862 ) | (NA ) | (0.0343 ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | -0.2581 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0667 ) | (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 |
| 0.000264745899346648 |
| 0.0154451827442678 |
| -0.0206489400524461 |
| -0.00718246848038711 |
| -0.0429966013521452 |
| -0.0161510706591236 |
| 0.00191420000516423 |
| 0.0177635472141790 |
| -0.0266486899163269 |
| -0.00177076383162521 |
| -0.0163304218658427 |
| 0.00335356620919265 |
| 0.0263381412535921 |
| -0.0155576249412996 |
| 0.0104594793258780 |
| 0.0385265181439747 |
| 0.00408727347981294 |
| -0.00634658412402053 |
| -0.000584119633822905 |
| 0.00810707434854657 |
| -0.0177891624883576 |
| 0.0062868639594105 |
| 0.0327009679904781 |
| -0.00334034120489879 |
| -0.00532024265507108 |
| 0.0105307109817802 |
| 0.0131505409939515 |
| 0.0324366794720592 |
| -0.0105904219551306 |
| 0.00547855721964507 |
| 0.0123458706438301 |
| -0.00410610970569536 |
| 0.0424052798998981 |
| 0.0168392592471499 |
| 0.0198693317132017 |
| -0.00437868897067201 |
| 0.0164288083888639 |
| 0.0248520087720797 |
| 0.0406919153497064 |
| -0.00387148932027082 |
| -0.00883755173040651 |
| 0.0145163523094162 |
| -0.0072028839049893 |
| -0.0629832142240959 |
| -0.0297766659536076 |
| -0.0935563524039323 |
| -0.00158204262661302 |
| 0.0929226071979951 |
| -0.0818041079320895 |
| -0.00239401408686218 |
| 0.0551823452660805 |
| -0.00638765174897254 |
| 0.0648593099888323 |
| -0.00325412031656624 |
| 0.0122139429811137 |
| -0.0110965553325433 |
| 0.0107192675439515 |
| -0.0196340803415841 |
| 0.0192900735581612 |
| -0.0233945775174174 |
