| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.5339 | -0.1559 | 0.3029 | -0.0375 | 0.3605 | -0.2872 | -0.9999 |
| (p-val) | (0.0998 ) | (0.5255 ) | (0.063 ) | (0.91 ) | (0.0015 ) | (0.0129 ) | (2e-04 ) |
| Estimates ( 2 ) | -0.569 | -0.1807 | 0.2879 | 0 | 0.361 | -0.2896 | -0.9999 |
| (p-val) | (0 ) | (0.1204 ) | (0.0034 ) | (NA ) | (0.0015 ) | (0.0109 ) | (2e-04 ) |
| Estimates ( 3 ) | -0.4738 | 0 | 0.3859 | 0 | 0.3632 | -0.3254 | -1.0001 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (9e-04 ) | (0.0023 ) | (0 ) |
| 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 |
| -0.0320280598455725 |
| -0.00707848019268445 |
| 0.0411646449665963 |
| -0.00910704590349148 |
| -0.0154314784919375 |
| -0.00958991913918406 |
| 0.00464709117737207 |
| 0.0841207769294039 |
| 0.0282145125895061 |
| 0.00353512646864695 |
| 0.0202771899879487 |
| 0.0288801779295295 |
| 0.00134684334246187 |
| 0.0566048828686169 |
| 0.00257230098843164 |
| -0.0460929081593997 |
| 0.0976068662059025 |
| -0.0824573805164177 |
| -0.00624124497328889 |
| -0.0310789537344248 |
| 0.0349851130021884 |
| 0.0321657664886428 |
| -0.00695366564669148 |
| -0.0367026920803429 |
| 0.0572754492141446 |
| -0.0411094681783406 |
| -0.0187654430242101 |
| -0.0699886736528101 |
| 0.000614470635717494 |
| 0.00886309733901559 |
| 0.0200816036779581 |
| 0.0158418004973328 |
| -0.0801576894032118 |
| -0.0199577418775806 |
| -0.0162420972325907 |
| -0.0418435393046339 |
| 0.00874186603051985 |
| 0.0251132235367171 |
| 0.0137426547191668 |
| 0.0563422256167706 |
| 0.0222477235582909 |
| -0.0674786943923874 |
| 0.0159726888210241 |
| -0.00232406920230467 |
| 0.0340272139092396 |
| 0.0267924677314333 |
| 0.00172588289101745 |
| -0.0458413225096475 |
| 0.0248405960938469 |
| 0.0142111286805513 |
| -0.0148745710645472 |
| -0.0311327443301367 |
| -0.00198422047003124 |
| 0.00694765321245712 |
| 0.00567137930452178 |
| -0.0638229031406638 |
| 0.0125941080520211 |
| 0.0164765718637855 |
| 0.00244393952365526 |
| 0.00491927344289845 |
| -0.00727866217539711 |
| 0.0139333139370604 |
| 0.0302333663557624 |
| 0.0439007304778044 |
| -0.0707851569851297 |
| 0.0311428838626339 |
| 0.0133126861593162 |
| 0.068675752304137 |
| -0.0320137664590077 |
| -0.0131360242875086 |
| 0.0364840043134420 |
| 0.0279824821963338 |
| -0.0343614695198738 |
| -0.0422416964430605 |
| -0.0164150655284020 |
| 0.0273297677164043 |
| -0.0203537917181847 |
| -0.0273720100944337 |
| -0.0627887061879652 |
| 0.0500640708699034 |
| 0.0213625185139523 |
| -0.0531474402040019 |
| 0.0419382668620977 |
| 0.0728202373588849 |
| 0.0197344784885117 |
| -0.0597064357937142 |
| 0.0215311779529775 |
| -0.072242469794223 |
| 0.0561543160497717 |
| 0.0400843731727911 |
| 0.0259656689280292 |
| -0.00764285961983172 |
| -0.0491863520481024 |
| 0.0170320969420591 |
| 0.00907731170166363 |
| -0.0537839001718289 |
| 0.0312732969577425 |
| -0.0124694001818605 |
| -0.00385705021087471 |
| -0.0164576913824841 |
| 0.0137765710718638 |
| 0.00831916351024847 |
| 0.00702766526900327 |
| 0.0386268485503998 |
| -0.0669046250729656 |
| 0.0212746119362194 |
| 0.0225536232909353 |
| -0.0199364728875513 |
| 0.065522855110024 |
| 0.0648170749538975 |
| -0.0746244757908191 |
| 0.0317114394163866 |
| -0.0250118389083578 |
| 0.0899792421265283 |
| -0.0255719405219005 |
| -0.0137618110669872 |
| -0.0662586041778617 |
| -0.0646754128858941 |
| -0.163055901127974 |
| -0.0925675613154455 |
