| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2891 | 0.3374 | 0.5832 | 0.1811 | 0.6871 | -0.339 | -0.9993 |
| (p-val) | (0.0986 ) | (0.0015 ) | (0 ) | (0.3746 ) | (0 ) | (0.0844 ) | (0.2594 ) |
| Estimates ( 2 ) | -0.1589 | 0.3345 | 0.5319 | 0 | 0.6805 | -0.2967 | -1 |
| (p-val) | (0.1494 ) | (0.0017 ) | (0 ) | (NA ) | (1e-04 ) | (0.1341 ) | (0.1727 ) |
| Estimates ( 3 ) | -0.1524 | 0.339 | 0.5116 | 0 | -0.0566 | -0.2775 | 0 |
| (p-val) | (0.1732 ) | (0.0014 ) | (0 ) | (NA ) | (0.6753 ) | (0.1254 ) | (NA ) |
| Estimates ( 4 ) | -0.1605 | 0.3374 | 0.5208 | 0 | 0 | -0.2771 | 0 |
| (p-val) | (0.1443 ) | (0.0013 ) | (0 ) | (NA ) | (NA ) | (0.1266 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0.3261 | 0.4547 | 0 | 0 | -0.2756 | 0 |
| (p-val) | (NA ) | (0.002 ) | (0 ) | (NA ) | (NA ) | (0.1272 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0.3299 | 0.4454 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.0016 ) | (0 ) | (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 |
| 0.00124571477817238 |
| 0.00134854975574837 |
| -0.00324539258599106 |
| -0.00474056608082006 |
| 0.0519352469369582 |
| 7.79653933081112e-05 |
| -0.00813032552345922 |
| 0.0111547209380072 |
| 0.00378560129831866 |
| -0.0168133841114487 |
| 0.0162200080164706 |
| -0.00807812486768227 |
| 0.0220893356486848 |
| -0.00611215630643546 |
| 0.0274588676562425 |
| -0.0177554566591277 |
| 0.0195819558914792 |
| -0.0187874493750576 |
| -0.0105872244769379 |
| 0.015746623543303 |
| 0.00284429324507898 |
| -0.0145778398018025 |
| 0.016098762859903 |
| -0.00109617019719128 |
| 0.0153484486255436 |
| -0.0580167125333065 |
| 0.0171348748949547 |
| -0.00816352785506395 |
| 0.00710358244356782 |
| 0.0310606566082590 |
| -0.00192385564087871 |
| 0.00221603647112811 |
| -0.00596382614064606 |
| -0.00430872095303392 |
| -0.0128612388082454 |
| 0.0378390779876641 |
| 0.0138029326738336 |
| -0.0199278367755689 |
| -0.0949269217717008 |
| -0.0743236961752687 |
| -0.0726795833225498 |
| -0.155081152958447 |
| 0.0838330296588041 |
| 0.0347304895217959 |
| -0.0844737053772134 |
| 0.098096457711814 |
| -0.0651434373997947 |
| 0.054265416371726 |
| 0.0145691210239407 |
| 0.0630543809643117 |
| -0.00116556706734516 |
| 0.0104162429326667 |
| -0.00327636211025206 |
| -0.00495548788335987 |
| -0.00797438083947188 |
| 0.0123896677851145 |
| 0.0146754445438031 |
| -0.00688765781358258 |
| 0.0748317152987562 |
| -0.0342364433996061 |
| -0.0400281533725887 |
