| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1842 | -0.0913 | 0.0424 | 0.3408 | -0.3772 | -0.1807 | -0.5227 |
| (p-val) | (0.9006 ) | (0.7209 ) | (0.8729 ) | (0.8169 ) | (0.416 ) | (0.5951 ) | (0.3534 ) |
| Estimates ( 2 ) | 0 | -0.1178 | 0.0681 | 0.1573 | -0.3835 | -0.182 | -0.517 |
| (p-val) | (NA ) | (0.3788 ) | (0.6056 ) | (0.2345 ) | (0.399 ) | (0.5889 ) | (0.3493 ) |
| Estimates ( 3 ) | 0 | -0.1162 | 0 | 0.1578 | -0.3746 | -0.1789 | -0.5435 |
| (p-val) | (NA ) | (0.385 ) | (NA ) | (0.2398 ) | (0.4012 ) | (0.5919 ) | (0.3271 ) |
| Estimates ( 4 ) | 0 | -0.1111 | 0 | 0.1619 | -0.1728 | 0 | -0.851 |
| (p-val) | (NA ) | (0.405 ) | (NA ) | (0.2281 ) | (0.4584 ) | (NA ) | (0.1737 ) |
| Estimates ( 5 ) | 0 | -0.1126 | 0 | 0.1726 | 0 | 0 | -1 |
| (p-val) | (NA ) | (0.3947 ) | (NA ) | (0.2032 ) | (NA ) | (NA ) | (0.0054 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0.1875 | 0 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.2189 ) | (NA ) | (NA ) | (0.0028 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0037 ) |
| 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 |
| 0.00134163939770439 |
| -0.0262714926405587 |
| -0.0804048460023032 |
| -0.0469932884436842 |
| -0.0586778283429608 |
| 0.225853922526325 |
| 0.131136943621978 |
| -0.120038798067735 |
| 0.0472067668615723 |
| -0.0335482311956441 |
| -0.0450257546818901 |
| 0.221657903749728 |
| -0.132816783919876 |
| -0.106129300845835 |
| -0.000188951282306577 |
| 0.0477811950758698 |
| 0.0800567079049744 |
| 0.00768013423730393 |
| 0.0720926360645443 |
| 0.0347377564260513 |
| 0.00774331525294689 |
| 0.0330932823603397 |
| -0.0120639219210462 |
| -0.0777938794589574 |
| -0.0144217022554416 |
| 0.0475259826252551 |
| -0.0230417114500292 |
| 0.0380822777094449 |
| -0.108813038305139 |
| 0.148354843355936 |
| 0.0768881413968986 |
| -0.0601279763134151 |
| -0.00630797558858637 |
| -0.00263824700109209 |
| -0.123307421835643 |
| -0.0980592203722448 |
| 0.094363133311503 |
| 0.0489361769355854 |
| -0.150079395214587 |
| 0.0881054623761517 |
| -0.095277069626155 |
| 0.116976334716698 |
| -0.121027135189781 |
| -0.0127090763104384 |
| -0.0112371608020693 |
| -0.0408609440323543 |
| -0.00972850401748594 |
| 0.176308051428416 |
| 0.223262406652068 |
| 0.0656197558395306 |
| -0.0268046405349751 |
| 0.0782109193852163 |
| 0.103835389836619 |
| -0.00498305498037155 |
| 0.133160027689178 |
| 0.083051977408226 |
| -0.00782462210011523 |
| -0.129652479248329 |
| 0.0296663129746614 |
| -0.00397168442619766 |
| -0.156485586356161 |
