| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0908 | -0.1389 | -0.0788 | -0.7204 | 0.4453 | -0.1474 | -0.9997 |
| (p-val) | (0.6522 ) | (0.3992 ) | (0.6138 ) | (0 ) | (0.018 ) | (0.4181 ) | (7e-04 ) |
| Estimates ( 2 ) | 0 | -0.1072 | -0.0479 | -1.3083 | 0.4562 | -0.1704 | -1.0004 |
| (p-val) | (NA ) | (0.4719 ) | (0.7379 ) | (0 ) | (0.0137 ) | (0.3271 ) | (8e-04 ) |
| Estimates ( 3 ) | 0 | -0.0958 | 0 | -1.2891 | 0.444 | -0.1665 | -0.9999 |
| (p-val) | (NA ) | (0.5134 ) | (NA ) | (0 ) | (0.0151 ) | (0.3403 ) | (8e-04 ) |
| Estimates ( 4 ) | 0 | 0 | 0 | -1.2517 | 0.4397 | -0.1426 | -1 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0176 ) | (0.4056 ) | (7e-04 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -1.2469 | 0.4703 | 0 | -0.9999 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0111 ) | (NA ) | (0 ) |
| 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 |
| -0.032028069628956 |
| -0.00468958503105809 |
| 0.00353818200140353 |
| -0.0174544120476857 |
| 0.0125431061034792 |
| -0.00586981624989325 |
| -0.040802480182251 |
| -0.0368925552764499 |
| -0.0241119274264511 |
| 0.0186003848992267 |
| 0.00127464639665587 |
| 0.0251906248102687 |
| 0.00878988928071149 |
| -0.0150850642303122 |
| 0.0253999088151268 |
| 0.0153355895530712 |
| 0.000198515142797947 |
| -0.0228421721064721 |
| 0.0437360660556003 |
| -0.0160734676636963 |
| 0.0332936435296179 |
| 0.0162051751715642 |
| -0.0185586326514296 |
| 0.0279438887763535 |
| -0.0145290622294508 |
| 0.00189640214555609 |
| 0.0308834118590165 |
| 0.00129603771525357 |
| 0.0331308678384201 |
| 0.0144806533584163 |
| -0.0363605599932418 |
| -0.028911134932177 |
| 0.0329606452961309 |
| 0.00499364382956436 |
| 0.0302810766235723 |
| 0.00897453157969322 |
| -0.00505611476252769 |
| 0.0211085833075698 |
| 0.0225352110592706 |
| -0.0211593144031858 |
| -0.00568403846355636 |
| 0.0189033726495482 |
| 0.0135168997763465 |
| 0.011321990956839 |
| -0.00401808226080196 |
| -0.0407122333165125 |
| 0.0122717001812277 |
| 0.0106494831130269 |
| 0.0101291950410043 |
| -0.0162021476921584 |
| -0.00559779809722417 |
| 0.0118725806384183 |
| -0.00158594344765088 |
| 0.0126310389692642 |
| -0.0176808719606973 |
| 0.0308050958239544 |
| 0.0126330637738535 |
| -0.00372031011717709 |
| 0.00290538262526792 |
| 0.0284641185727726 |
| 0.0193811032625893 |
| 0.0110056271878651 |
| -0.0412282089930158 |
