| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.6487 | 0.0441 | 0.1074 | -0.5619 | 0.2191 | -0.2103 | -0.6254 |
| (p-val) | (0.2048 ) | (0.7672 ) | (0.5503 ) | (0.2661 ) | (0.4528 ) | (0.208 ) | (0.0575 ) |
| Estimates ( 2 ) | 0.7134 | 0 | 0.1152 | -0.6065 | 0.1863 | -0.2226 | -0.5925 |
| (p-val) | (0.0608 ) | (NA ) | (0.4993 ) | (0.1223 ) | (0.5019 ) | (0.1673 ) | (0.0585 ) |
| Estimates ( 3 ) | 0.7244 | 0 | 0.1249 | -0.6305 | 0 | -0.2803 | -0.3998 |
| (p-val) | (0.0245 ) | (NA ) | (0.414 ) | (0.0566 ) | (NA ) | (0.0265 ) | (0.0041 ) |
| Estimates ( 4 ) | 0.9286 | 0 | 0 | -0.8006 | 0 | -0.292 | -0.4058 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.018 ) | (0.0042 ) |
| 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 |
| -0.0213589705501054 |
| -0.00144496877008489 |
| -0.00238204184834948 |
| 0.0157086337641615 |
| -0.00369919782274206 |
| 0.00848289258899912 |
| -0.0118877476986038 |
| 0.00279933768344929 |
| -0.00137341465136888 |
| -0.0133778914427732 |
| -0.0106962333319658 |
| 0.0093977156690572 |
| 0.00138136229315516 |
| 0.00409401142327321 |
| 0.00250476591527244 |
| -0.0124149594658792 |
| 0.00318612872617455 |
| 0.00180436632172063 |
| -0.0242575958362433 |
| 0.0123962348464119 |
| 0.00728129323821113 |
| 0.0178533830504429 |
| 0.000571591139346695 |
| -0.0107627952345589 |
| -0.0192348318705958 |
| -0.00107077810762419 |
| 0.00361768879942238 |
| 0.00402340441734117 |
| 0.00422716900144315 |
| -0.00357590907790621 |
| -0.0138260699906543 |
| -0.00933735145311825 |
| 7.42463629492405e-05 |
| -0.0175745364616741 |
| 0.00237738427890723 |
| 0.00464734635033120 |
| -0.00150033266386903 |
| 0.00257207573378579 |
| -0.00414365854796178 |
| 0.00726013075171668 |
| 0.0123833091504242 |
| -0.00436082224845775 |
| -0.0208117601495522 |
| -0.00376742464020193 |
| -0.00524927538310602 |
| -0.0255197345558145 |
| -0.00377844788374530 |
| -0.0169589147834680 |
| 0.0153472950633298 |
| -0.0109600481555240 |
| -0.00776721064917192 |
| 0.00727267899600381 |
| -0.0161993925463426 |
| -0.020040509206009 |
| 0.0258612808919387 |
| 0.00778267466888647 |
| -0.0291183791542741 |
| 0.0121374719268764 |
| 0.00395300356467186 |
| 0.0212573533195653 |
| 0.00253195857186336 |
| -0.00275786305840189 |
| -0.00863539972063764 |
| 0.00790532094626462 |
| -0.0217238294873058 |
| 0.0332622485460230 |
| -0.00415889529756833 |
| -0.00519401688482705 |
| -0.00781118061300602 |
| -0.00100650887435265 |
| 0.0230448174184891 |
| 0.0191983293016073 |
| 0.0188629753674654 |
| 0.0144885078630168 |
| 0.0199674078501514 |
| 0.000137122708806400 |
| -0.00728702943470606 |
| -0.00124624698994819 |
| -0.0104793569979642 |
| -0.000558091702885093 |
| -0.0132058590789264 |
| -0.00179364204796518 |
| 0.00555991129245351 |
