| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.252 | -0.0279 | 0.1333 | -0.4761 | -0.5063 | -0.0552 | -0.0595 |
| (p-val) | (0.6789 ) | (0.8854 ) | (0.387 ) | (0.4253 ) | (0.7721 ) | (0.9528 ) | (0.973 ) |
| Estimates ( 2 ) | 0.2506 | -0.0285 | 0.1326 | -0.4745 | -0.5651 | -0.0858 | 0 |
| (p-val) | (0.6818 ) | (0.883 ) | (0.3874 ) | (0.4286 ) | (2e-04 ) | (0.6008 ) | (NA ) |
| Estimates ( 3 ) | 0.3016 | 0 | 0.1334 | -0.5301 | -0.5627 | -0.0854 | 0 |
| (p-val) | (0.4847 ) | (NA ) | (0.3367 ) | (0.187 ) | (2e-04 ) | (0.6019 ) | (NA ) |
| Estimates ( 4 ) | 0.2867 | 0 | 0.1444 | -0.5192 | -0.5206 | 0 | 0 |
| (p-val) | (0.4798 ) | (NA ) | (0.288 ) | (0.1675 ) | (0 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0.1005 | -0.258 | -0.5149 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.4483 ) | (0.0684 ) | (0 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -0.2524 | -0.5196 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.067 ) | (0 ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | -0.47 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (1e-04 ) | (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 |
| 0.000816495986064032 |
| -0.0410329790889227 |
| 0.0101081992594331 |
| -0.0360798110911782 |
| -0.0563432727052785 |
| -0.0142183277305241 |
| -0.0298052633325197 |
| -0.0602942433388665 |
| 0.0145527194433094 |
| 0.00367243539668562 |
| 0.0239313164299128 |
| 0.00603903744694586 |
| 0.0196650209507765 |
| -0.00554984596295429 |
| -0.00498694306016242 |
| 0.00815491699717673 |
| 0.0567902270440178 |
| 0.0143312031557586 |
| 0.0741604805929497 |
| -0.0133803979618741 |
| -0.045833752309627 |
| 0.0170913480004510 |
| -0.119743603166854 |
| -0.047258986198743 |
| -0.00422550286539092 |
| 0.08407727862222 |
| -0.0946114581379 |
| -0.0337013395843897 |
| 0.0766087188610801 |
| 0.00451311933236909 |
| -0.0260799360406518 |
| -0.0258397586422158 |
| 0.0395455475475366 |
| 0.0864801984092718 |
| 0.0335536914394249 |
| -0.0654807605873451 |
| 0.0485688401176023 |
| 0.0286107744350892 |
| 0.0972226583801824 |
| -0.111757800037146 |
| -0.00651122741554178 |
| -0.0744367847698600 |
| -0.0916911861910863 |
| 0.0221447173828979 |
| -0.0094130033839226 |
| -0.0518466432349798 |
| -0.0192782746495473 |
| -0.0203555382811873 |
| 0.0192986311877937 |
| -0.0554818928154829 |
| 0.0618149207262586 |
| 0.0646289188191846 |
| -0.0185318681379408 |
| -0.0385004545073152 |
| 0.0067253003069302 |
| -0.00441392504770799 |
| 0.00499720959127403 |
| 0.117033549693058 |
| 0.0297066687489206 |
| -0.0325086186512087 |
| 0.0970109130719323 |
