| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3942 | 0.0168 | -0.2322 | 0.5343 | 0.2833 | -0.1576 | -0.9964 |
| (p-val) | (0.1834 ) | (0.9339 ) | (0.1396 ) | (0.0359 ) | (0.2728 ) | (0.588 ) | (0.3526 ) |
| Estimates ( 2 ) | -0.4003 | 0 | -0.2383 | 0.5317 | 0.2799 | -0.1711 | -0.9974 |
| (p-val) | (0.1658 ) | (NA ) | (0.0846 ) | (0.0361 ) | (0.2705 ) | (0.4724 ) | (0.3481 ) |
| Estimates ( 3 ) | -0.3507 | 0 | -0.2403 | 0.5121 | 0.3653 | 0 | -1.0001 |
| (p-val) | (0.2477 ) | (NA ) | (0.0904 ) | (0.0511 ) | (0.1144 ) | (NA ) | (0.0468 ) |
| Estimates ( 4 ) | 0 | 0 | -0.1745 | 0.2175 | 0.3347 | 0 | -0.9994 |
| (p-val) | (NA ) | (NA ) | (0.2843 ) | (0.1427 ) | (0.1454 ) | (NA ) | (0.1336 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0.1609 | 0.3434 | 0 | -0.9995 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.2518 ) | (0.1308 ) | (NA ) | (0.117 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | 0.3486 | 0 | -0.9996 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.1269 ) | (NA ) | (0.0268 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -0.5358 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0496 ) |
| 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 |
| -0.00818838720686892 |
| -0.0341061073431958 |
| -2.81745163359320e-06 |
| -0.0169824019756455 |
| 0.0169739014823334 |
| -5.65471232087379e-06 |
| -0.0174380793667335 |
| -0.000330372626027444 |
| -0.0179310741346357 |
| -0.0176000619994806 |
| -0.0538117463118005 |
| 0.000986258260567857 |
| -0.0341178134135478 |
| -0.0280749678229969 |
| -0.0403332548722438 |
| 0.0101899455088965 |
| -0.0545882205574206 |
| 0.0181091240380779 |
| 0.0101101100972446 |
| 0.0372666935179631 |
| -0.0291179568233882 |
| -0.0273876606008020 |
| -0.0235108323657209 |
| -0.0411288821106048 |
| 0.0103782310671543 |
| 0.0310851471239182 |
| 0.0209458648281643 |
| -0.0451401409066141 |
| -0.00499347565915411 |
| 0.0310315741884448 |
| -0.0239241251112435 |
| -0.00856817291974437 |
| -0.0457743820518824 |
| 0.00835061634699125 |
| 0.0283023015997065 |
| 0.0309893080039869 |
| 0.00213420548944095 |
| -0.0098452486238162 |
| 0.0503947231040631 |
| 0.0246001136470308 |
| -0.0117433949522032 |
| -0.0322060605019399 |
| 0.0120819872495547 |
| 0.0519218331582898 |
| -0.00217611245522791 |
| -0.000983238432438114 |
| 0.0334128965168762 |
| 0.0586032546289751 |
