| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ar2 | ar3 | sar1 | sar2 |
| Estimates ( 1 ) | -0.7957 | -0.3244 | 0.0997 | 0.4411 | 0.5535 |
| (p-val) | (0 ) | (0.0425 ) | (0.4186 ) | (1e-04 ) | (0 ) |
| Estimates ( 2 ) | -0.8435 | -0.4143 | 0 | 0.4555 | 0.5395 |
| (p-val) | (0 ) | (4e-04 ) | (NA ) | (1e-04 ) | (0 ) |
| Estimates ( 3 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.0133922163847353 |
| 0.0276225502760002 |
| 0.0483484006618611 |
| 0.0830878091402555 |
| 0.0518172969904406 |
| 0.00280683251671339 |
| 0.0745476061544755 |
| 0.053528870025616 |
| -0.0797844542728872 |
| -0.0832558527853679 |
| -0.0682704773527153 |
| -0.0516298899795763 |
| -0.0319620563274001 |
| 0.0312872523713385 |
| -0.00717581279262784 |
| -0.008328451501827 |
| 0.000660225891546462 |
| 0.0109427163490043 |
| 0.0801347696323648 |
| -0.0940537380234736 |
| -0.0262462033837862 |
| 0.0415742457468842 |
| 0.032515992741817 |
| -0.134249499172746 |
| -0.0151900777513701 |
| -0.0145085335127763 |
| 0.084111387052996 |
| 0.0771785166432821 |
| -0.141888597943524 |
| 0.076729389372835 |
| -0.029744498119022 |
| 0.0939651522284483 |
| 0.0647602344626117 |
| 0.0469739857818378 |
| -0.00529194323768062 |
| 0.0332668618781916 |
| -0.00697099925346404 |
| -0.105364208348122 |
| -0.105284754410414 |
| -0.0302342359934502 |
| -0.0452430140878431 |
| -0.0232924547564705 |
| -0.0263552142634703 |
| 0.120835915956041 |
| 0.0594210612333831 |
| -0.0345128997096567 |
| -0.0715525716292993 |
| 0.050545616492456 |
| -0.0514642655489613 |
| 0.112805808740766 |
| 0.0282040355277949 |
| -0.160179529758541 |
| 0.0848244283245792 |
| -0.0121902023406853 |
| 0.0274406332264272 |
| -0.00719804580881385 |
| 0.00398388006760297 |
| -0.0290063032833514 |
| -0.0228071512093005 |
| -0.0477585528218597 |
| 0.0369656097286295 |
| -0.0426629617504405 |
| -0.0126139701694971 |
| 0.048070364053449 |
| 0.0177674142038243 |
| 0.0258335871973732 |
| -0.00225012477544562 |
| 0.0417764871045037 |
| -0.0206639206822479 |
| 0.000655940605491456 |
| -0.0145471318549741 |
| -0.0019958458974509 |
