| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0115 | -0.1026 | 0.1349 | -0.1117 | 0.6726 | 0.1224 | -0.6856 |
| (p-val) | (0.9892 ) | (0.527 ) | (0.4357 ) | (0.8965 ) | (0.7048 ) | (0.5978 ) | (0.7132 ) |
| Estimates ( 2 ) | 0 | -0.1039 | 0.1327 | -0.0995 | 0.7732 | 0.1151 | -0.7946 |
| (p-val) | (NA ) | (0.4249 ) | (0.3556 ) | (0.4645 ) | (0.7133 ) | (0.6511 ) | (0.7379 ) |
| Estimates ( 3 ) | 0 | -0.1088 | 0.1375 | -0.1078 | 0.0041 | 0.1232 | 0 |
| (p-val) | (NA ) | (0.4027 ) | (0.3334 ) | (0.4226 ) | (0.978 ) | (0.5197 ) | (NA ) |
| Estimates ( 4 ) | 0 | -0.1089 | 0.1392 | -0.1072 | 0 | 0.1243 | 0 |
| (p-val) | (NA ) | (0.4012 ) | (0.28 ) | (0.4187 ) | (NA ) | (0.5079 ) | (NA ) |
| Estimates ( 5 ) | 0 | -0.1116 | 0.1445 | -0.1126 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.3875 ) | (0.2592 ) | (0.3924 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | -0.1137 | 0.1463 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.3771 ) | (0.2562 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0.1573 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.2232 ) | (NA ) | (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 |
| -0.000367735702764952 |
| -0.00529211713687478 |
| -0.00445587506685537 |
| -0.0159753571153822 |
| 0.00439486331589702 |
| -0.000916595750104998 |
| 0.0227592874482772 |
| -0.00827403958362355 |
| -0.0034042162403175 |
| -0.00965432728983817 |
| 0.00812801226470528 |
| 0.0099147996466803 |
| -0.0071484047872728 |
| -0.00593172568900285 |
| 0.0246723773197813 |
| -0.00619733406851886 |
| -0.0101289742874317 |
| 0.00634534944853621 |
| -0.0107417601576913 |
| -0.0147990055262897 |
| 0.00561261320604461 |
| -0.0105992611638331 |
| 0.00944786841577855 |
| -0.000844910313802294 |
| -0.0137389707814762 |
| 0.0141784380422877 |
| 0.00749493955943226 |
| 0.00834538960879089 |
| -0.00724465542981606 |
| -0.0093134800572538 |
| -0.000330960212483744 |
| 0.00372332901861233 |
| 0.0337153092704842 |
| -0.00295989364467314 |
| 0.0206952319269372 |
| 0.0282038980828462 |
| 0.0136836404020512 |
| 0.0210529550633338 |
| 0.0356716358604187 |
| -0.0139639387708488 |
| -0.00523520174522493 |
| -8.88155168352611e-05 |
| -0.00282357576882011 |
| 0.0219752164220423 |
| -0.0164170730368836 |
| -0.000905385185273166 |
| 0.0385783612973573 |
| 0.151502122571668 |
| -0.0776436674042329 |
| -0.00491354616980573 |
| 0.0199261668374333 |
| -0.0218033634206529 |
| -0.021272252126417 |
| -0.0340101513455652 |
| 0.00641250710256597 |
| 0.0343316151148465 |
| 0.0432571019525253 |
| -0.0215842965855969 |
| 0.0134743970464182 |
| -0.0361608779103529 |
