| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.3397 | -0.2772 | -0.0791 | -0.0291 | 0.9218 | 0.0447 | -0.8932 |
| (p-val) | (0.5461 ) | (0.2316 ) | (0.7046 ) | (0.9581 ) | (0.0698 ) | (0.8363 ) | (0.2219 ) |
| Estimates ( 2 ) | 0.3114 | -0.2682 | -0.0873 | 0 | 0.931 | 0.0419 | -0.9056 |
| (p-val) | (0.0218 ) | (0.0655 ) | (0.5253 ) | (NA ) | (0.0366 ) | (0.8443 ) | (0.174 ) |
| Estimates ( 3 ) | 0.304 | -0.2584 | -0.0843 | 0 | 1.3093 | 0 | -1.1897 |
| (p-val) | (0.026 ) | (0.0788 ) | (0.5388 ) | (NA ) | (0.1746 ) | (NA ) | (0.339 ) |
| Estimates ( 4 ) | 0.3388 | -0.3009 | 0 | 0 | 0.9879 | 0 | -0.9442 |
| (p-val) | (0.0089 ) | (0.0235 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0 ) |
| 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 |
| 0.0013185971719996 |
| 0.00781931065374887 |
| 0.0212512305223098 |
| 0.00874689910727674 |
| 0.00860164263138327 |
| -0.00153141344774415 |
| 0.00997599534678595 |
| 0.00457807998043974 |
| 0.00592028615634509 |
| -0.00428859080012960 |
| -0.00700539473426023 |
| 0.0141994654523340 |
| 0.0102129042304227 |
| 0.0123724417911194 |
| -0.0098096485711878 |
| -0.0165453923441689 |
| 0.00288903617241458 |
| 0.0044638735506802 |
| -0.00321328409298021 |
| 0.0030376988843857 |
| -0.0139480026427060 |
| 0.0125252862777586 |
| -0.00130548571092405 |
| 0.00549626471303142 |
| 0.0078256985614164 |
| 0.00127126411294119 |
| 0.00730065582943693 |
| 0.00128434855464649 |
| 0.0111661593689814 |
| -0.00736820128400245 |
| 0.0117370597133220 |
| 0.00993155842978007 |
| -0.000495312653262475 |
| 0.0221819751704306 |
| -0.0141344471052687 |
| -0.00993046565131243 |
| 0.0100256780233412 |
| -0.00304464424002684 |
| 0.0134949274709352 |
| -0.00368894697379976 |
| -0.00765100460789797 |
| 0.0236068553297870 |
| -0.000129442551100187 |
| 0.0142635770564559 |
| 0.00196992416000309 |
| -0.0052682032397435 |
| -0.00420712686293169 |
| 0.000352246938974349 |
| 0.00706555319660693 |
| -0.0141812590009433 |
| 0.000574275251327509 |
| 0.0184648251529308 |
| -0.00446535092197855 |
| 0.00336330878466315 |
| 0.00727043392735363 |
| -0.00587533647308858 |
| -0.0169857454087846 |
| -0.0137977788199288 |
| 0.00108285271055416 |
| 0.000588874326545086 |
