| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3225 | -0.3246 | -0.1523 | -0.1153 | 0.2098 | -0.0316 | -0.9998 |
| (p-val) | (0.5661 ) | (0.18 ) | (0.4788 ) | (0.8386 ) | (0.2326 ) | (0.859 ) | (0.0225 ) |
| Estimates ( 2 ) | -0.3172 | -0.3225 | -0.1498 | -0.1244 | 0.2197 | 0 | -1.0003 |
| (p-val) | (0.5763 ) | (0.1889 ) | (0.4914 ) | (0.8274 ) | (0.1884 ) | (NA ) | (0.0092 ) |
| Estimates ( 3 ) | -0.4369 | -0.3673 | -0.186 | 0 | 0.2225 | 0 | -1.0003 |
| (p-val) | (5e-04 ) | (0.0048 ) | (0.1247 ) | (NA ) | (0.1819 ) | (NA ) | (0.0087 ) |
| Estimates ( 4 ) | -0.4488 | -0.3993 | -0.167 | 0 | 0 | 0 | -0.6943 |
| (p-val) | (4e-04 ) | (0.0017 ) | (0.171 ) | (NA ) | (NA ) | (NA ) | (0.001 ) |
| Estimates ( 5 ) | -0.3896 | -0.3364 | 0 | 0 | 0 | 0 | -0.6904 |
| (p-val) | (0.0012 ) | (0.0045 ) | (NA ) | (NA ) | (NA ) | (NA ) | (4e-04 ) |
| 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 |
| -0.0161470029182521 |
| -0.00217918116683174 |
| -0.00101681243616670 |
| 0.0302647333622679 |
| -0.0103707757983904 |
| -0.0316283942749492 |
| 0.0482250573853331 |
| -0.00778388055799643 |
| 0.0739213558695663 |
| -0.0355219208713483 |
| -0.0465860499274460 |
| -0.0183359518316530 |
| 0.0849309392820921 |
| -0.00472883469007533 |
| -0.0457663994501866 |
| 0.0194892368450184 |
| -0.0844586839194898 |
| 0.0158438067566118 |
| 0.0249353170013703 |
| -0.0154862498266937 |
| -0.0570963228536912 |
| 0.0194811647396338 |
| 0.0554235786483098 |
| -0.018427113570091 |
| 0.0550211856747297 |
| 0.0139860060708517 |
| 0.0180849999505009 |
| 0.0113435105938340 |
| -0.00975914308934435 |
| 0.0183856587768426 |
| 0.0651601807261849 |
| -0.00180131275205182 |
| -0.0380454827687992 |
| 0.0227023476257663 |
| -0.0233128896799136 |
| -0.0333407723402397 |
| -0.0775215154348686 |
| 0.027960622558713 |
| -0.0189672425787309 |
| 0.0261649400840672 |
| 0.0280801227799411 |
| -0.0098284114239259 |
| 0.075724541187962 |
| -0.0456789454088697 |
| -0.0274673714319090 |
| -0.0363291869024150 |
| 0.0677351534563351 |
| 0.0477360963140837 |
| 0.0230282565132794 |
| 0.0387067845426234 |
| 0.0417253858274782 |
| 0.0146246324615891 |
| 0.0227143622313661 |
| 0.0433601387042086 |
| -0.00274115647188631 |
| -0.0129603852500365 |
| -0.00934895025902284 |
| -0.0515257083474104 |
| 0.00443386040433184 |
| 0.0518640157772834 |
| 0.0171664296241636 |
| 0.0376182083782901 |
| 0.00392431908627146 |
| -0.0577965898561813 |
| -0.0146157607409300 |
| -0.0184907294869409 |
| -0.0449466842586712 |
| 0.0235491856515464 |
| -0.0513516329080804 |
