| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.9407 | -0.1257 | 0.184 | -0.6956 | 0.0755 | -0.2592 | -0.9562 |
| (p-val) | (0 ) | (0.514 ) | (0.2585 ) | (0 ) | (0.6766 ) | (0.1543 ) | (0.0048 ) |
| Estimates ( 2 ) | 0.9019 | -0.1089 | 0.2029 | -0.6731 | 0 | -0.2826 | -1.1214 |
| (p-val) | (0 ) | (0.5548 ) | (0.203 ) | (0 ) | (NA ) | (0.0969 ) | (0.0122 ) |
| Estimates ( 3 ) | 0.8404 | 0 | 0.1678 | -0.6459 | 0 | -0.2659 | -1.0011 |
| (p-val) | (0 ) | (NA ) | (0.2492 ) | (0 ) | (NA ) | (0.1141 ) | (0.0166 ) |
| Estimates ( 4 ) | 0.992 | 0 | 0 | -0.7643 | 0 | -0.2734 | -0.7699 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.1019 ) | (0.0242 ) |
| Estimates ( 5 ) | 0.9949 | 0 | 0 | -0.7593 | 0 | 0 | -0.8827 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0355 ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (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 |
| 0.00027455296434246 |
| -0.00398032668364781 |
| 0.00483383824710264 |
| 0.00320009530494227 |
| 0.00200526018622331 |
| -0.00502258953554113 |
| -0.00345066740616465 |
| -4.65488434340584e-05 |
| -0.00140008222049374 |
| 0.00155788441112104 |
| 0.0029666007189921 |
| 0.00614524786189405 |
| -0.00352438038764 |
| -0.00487628633128091 |
| -0.00165980391258049 |
| 0.00690295551736556 |
| 0.00347511078688414 |
| -0.00324603012779162 |
| 0.00489582237288633 |
| 0.00215807406511836 |
| 0.00260507138571455 |
| 0.00458731893729928 |
| -0.00406893694768588 |
| -0.00400082925360196 |
| -0.000673260921604228 |
| 0.00180737575323265 |
| 0.00178692970991072 |
| -8.67000177324729e-05 |
| -0.0037043958043152 |
| 0.00356179945223871 |
| 0.000122271960214876 |
| -0.00082442671386916 |
| -0.00189939456278649 |
| -0.00251766718028463 |
| -0.00876445623636167 |
| 0.00299173582385595 |
| 0.00224670366233351 |
| -0.00219040341105018 |
| 0.00386092027340483 |
| 0.00267838655465034 |
| -0.0057819725425517 |
| 0.00356616119444825 |
| -0.00827365622819852 |
| -0.0137473074765197 |
| 0.00370275653437779 |
| -0.00252064288723626 |
| -0.000562930894534725 |
| -0.000578255182386891 |
| -0.010146538560259 |
| 0.000436516237133806 |
| -0.00300796758265198 |
| -0.00898205056895856 |
| -0.00118288842417346 |
| 0.00513989960233246 |
| 0.00263240236243854 |
| -0.00418997129366496 |
| 0.00185505515443677 |
| -0.00247240507954568 |
| 0.00121329232159805 |
| -0.0076434641162381 |
| 0.00404907036616315 |
