| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7734 | -0.2592 | -0.3834 | -0.2083 | 0.6305 | -0.4312 | -0.9991 |
| (p-val) | (0.002 ) | (0.3069 ) | (0.0511 ) | (0.3673 ) | (0.0104 ) | (0.038 ) | (0.0605 ) |
| Estimates ( 2 ) | 0.6191 | -0.1415 | -0.4467 | 0 | 0.6298 | -0.3775 | -0.9991 |
| (p-val) | (1e-04 ) | (0.4272 ) | (0.0049 ) | (NA ) | (0.0111 ) | (0.0681 ) | (0.0483 ) |
| Estimates ( 3 ) | 0.5331 | 0 | -0.5419 | 0 | 0.5646 | -0.428 | -1.0008 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (0.0115 ) | (0.0213 ) | (0.0347 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| -0.0103300713948907 |
| 0.0172533968472339 |
| 0.0196067396143908 |
| 0.0320019785489148 |
| 0.0108443254671923 |
| -0.0320877876086163 |
| -0.0280796496337229 |
| 0.0163261002302966 |
| -0.00607546889800517 |
| -0.00234102816651867 |
| -0.00108968433944987 |
| -0.0183990358743887 |
| 0.0244327856928740 |
| 0.00414182049966157 |
| -0.00662350790828261 |
| 0.0182860842260222 |
| -0.0308516754679345 |
| -0.0082413781760827 |
| -0.0263315692504549 |
| 0.00593186423869672 |
| -0.00281674388478043 |
| -0.0224648638217991 |
| -0.0106601863055719 |
| -0.0164625516585728 |
| -0.00615951022764526 |
| 0.0138080451628643 |
| 0.00924610938140012 |
| 0.0241181577583362 |
| -0.0426210150042388 |
| -0.0148147347231626 |
| 0.017576351873454 |
| -0.04003126623812 |
| -0.0284752524128026 |
| 0.0445515597784160 |
| -0.0274874230251455 |
| 0.00123603976186112 |
| 0.00554090228882863 |
| -0.0132840951412899 |
| -0.0147909971500316 |
| 0.0118061504635958 |
| -0.018900809640912 |
| 0.075419516595027 |
| 0.0136662868315430 |
| 0.0298263804856347 |
| 0.0123137048945288 |
| -0.0100905191801733 |
| 0.0197935429261671 |
| 0.0269829430163845 |
