| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5805 | -0.3122 | -0.351 | -0.894 | -0.6641 | -0.5474 | 0.1579 |
| (p-val) | (0.001 ) | (0.0818 ) | (0.0238 ) | (0 ) | (0.2496 ) | (0.0292 ) | (0.8279 ) |
| Estimates ( 2 ) | 0.5673 | -0.2972 | -0.357 | -0.8939 | -0.5423 | -0.5031 | 0 |
| (p-val) | (6e-04 ) | (0.0712 ) | (0.019 ) | (0 ) | (0.0015 ) | (0.0039 ) | (NA ) |
| Estimates ( 3 ) | 0.3975 | 0 | -0.5306 | -0.8949 | -0.5034 | -0.5146 | 0 |
| (p-val) | (0.0024 ) | (NA ) | (0 ) | (0 ) | (0.0018 ) | (0.0026 ) | (NA ) |
| 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 |
| 0.0118804371223336 |
| -0.0395196173419541 |
| 0.00693586020904916 |
| -0.0205693326436841 |
| -0.00915829130193831 |
| 0.00773136199617819 |
| -0.0507838188513711 |
| -0.00849237765781824 |
| -0.0656632956501966 |
| 0.00348898223201921 |
| -0.00102056467897530 |
| -0.00791647868974277 |
| -0.000737442599826001 |
| -0.0157040857625484 |
| 0.0144917307928255 |
| 0.0116146708476363 |
| 0.000715797265544792 |
| 0.0426635302739238 |
| -0.0467622326659216 |
| -0.0149368483436325 |
| 0.0194452176195815 |
| -0.0428986816272148 |
| -0.0372912811766529 |
| 0.0586494537200611 |
| 0.00752335980179252 |
| 0.000621983857189027 |
| 0.0111793388442297 |
| -0.00939314721806103 |
| 0.000277249389759087 |
| -0.0461305371265258 |
| -0.00671624454478242 |
| 0.136258742942791 |
| 0.0241955871396378 |
| -0.00713393268642339 |
| 0.013268211793778 |
| -0.0129909523479095 |
| 0.000882739841543627 |
| 0.00850518797849965 |
| 0.0483103471447935 |
| -0.0188752797798123 |
| 0.0321896414243108 |
| 0.0203143901803112 |
| -0.00104539365499880 |
| 0.0202376215444126 |
| -0.0337146228212133 |
| 0.00672385153974887 |
| -0.008905776590394 |
