| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.418 | -0.0645 | 0.2248 | 0.2844 | -0.4047 | -0.3928 | -0.4288 |
| (p-val) | (0.1852 ) | (0.7006 ) | (0.1488 ) | (0.3456 ) | (0.4734 ) | (0.2311 ) | (0.5979 ) |
| Estimates ( 2 ) | -0.3704 | 0 | 0.2487 | 0.2608 | -0.4273 | -0.42 | -0.3906 |
| (p-val) | (0.1977 ) | (NA ) | (0.0757 ) | (0.3998 ) | (0.4375 ) | (0.1755 ) | (0.6154 ) |
| Estimates ( 3 ) | -0.3713 | 0 | 0.2609 | 0.2564 | -0.7089 | -0.5397 | 0 |
| (p-val) | (0.1875 ) | (NA ) | (0.0573 ) | (0.3956 ) | (0 ) | (0.001 ) | (NA ) |
| Estimates ( 4 ) | -0.1603 | 0 | 0.2448 | 0 | -0.7165 | -0.5171 | 0 |
| (p-val) | (0.2942 ) | (NA ) | (0.1031 ) | (NA ) | (0 ) | (0.0023 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0.2406 | 0 | -0.6943 | -0.5701 | 0 |
| (p-val) | (NA ) | (NA ) | (0.1162 ) | (NA ) | (0 ) | (2e-04 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.7299 | -0.6205 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (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 |
| -0.0349270413186066 |
| -0.0596001053081093 |
| 0.102927485463034 |
| -0.0493605422998952 |
| -0.0744486964901621 |
| 0.0172122166243359 |
| -0.00547655137538673 |
| 0.0420595639658103 |
| -0.00126898252030444 |
| 0.00417814534569686 |
| 0.0502324245318664 |
| 0.0506330593271085 |
| -0.078701461734425 |
| 0.0492049563319333 |
| -0.0261690888058081 |
| -0.00393879381828204 |
| 0.07973936826098 |
| 0.0319961742697832 |
| 0.00091067709659756 |
| -0.019220682787933 |
| -0.107979686333248 |
| -0.0107667247517434 |
| 0.0806227637205843 |
| -0.0529491860051703 |
| 0.00528114849116934 |
| -0.0214345304008214 |
| -0.0369393145483388 |
| -0.0680735468724003 |
| -0.0129276272272485 |
| -0.0270496644483431 |
| 0.0254460905207515 |
| 0.0269982152250543 |
| 0.0308225338043865 |
| -0.138807729471492 |
| 0.0357776400010795 |
| -0.0228794714726368 |
| 0.0894287310745218 |
| -0.0073993180101393 |
| 0.0123959579161959 |
| 0.0122806920509619 |
| 0.0763511379220961 |
| 0.079124533029784 |
| 0.0615362876121939 |
| -0.019030572914577 |
| 0.00196369350314640 |
| -0.0458122032417219 |
| -0.0460091449745193 |
| 0.0381733992230888 |
