| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0146 | 0.1664 | 0.2521 | -1 | -0.5464 | -0.3412 | -0.1657 |
| (p-val) | (0.9171 ) | (0.2115 ) | (0.0718 ) | (0 ) | (0.2489 ) | (0.2384 ) | (0.7616 ) |
| Estimates ( 2 ) | 0 | 0.1655 | 0.2492 | -1 | -0.5427 | -0.3458 | -0.1715 |
| (p-val) | (NA ) | (0.2144 ) | (0.0699 ) | (0 ) | (0.2382 ) | (0.2169 ) | (0.747 ) |
| Estimates ( 3 ) | 0 | 0.1647 | 0.263 | -1 | -0.6833 | -0.4124 | 0 |
| (p-val) | (NA ) | (0.2172 ) | (0.0443 ) | (0 ) | (0 ) | (0.0075 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0 | 0.2445 | -1.0377 | -0.6878 | -0.463 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0674 ) | (0 ) | (0 ) | (0.0015 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -1.0812 | -0.6935 | -0.4903 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (6e-04 ) | (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 |
| -0.0491112418043347 |
| 0.0260778833850262 |
| -0.0123396363299063 |
| -0.00684794429315092 |
| -0.0022619665753493 |
| 0.0014717382132712 |
| 0.0654482477322037 |
| -0.0778763182422436 |
| -0.0040762061785068 |
| 0.0225934815460505 |
| 0.0196219502232126 |
| -0.0951051882860914 |
| -0.0163207122105081 |
| -0.0499366090659168 |
| 0.0527000090470844 |
| 0.0509386367956448 |
| -0.108684913984388 |
| 0.0781724937428013 |
| -0.0679857716959289 |
| 0.0904886999349446 |
| 0.0684763319593099 |
| 0.0562971439587324 |
| 0.0514967313804331 |
| 0.0764345810177373 |
| 0.0273760111225889 |
| -0.0430763767272277 |
| -0.0754266909694504 |
| -0.0469424087597161 |
| -0.0962281685498847 |
| -0.0415061743920605 |
| -0.0481146408683833 |
| 0.0389307091539934 |
| 0.037133104808586 |
| 0.00510012601100059 |
| -0.0328623337666794 |
| -0.00921177511908203 |
| -0.0684219131795066 |
| 0.0687101800401963 |
| 0.0302854933484584 |
| -0.110904650604668 |
| 0.0307194893645405 |
| -0.0380976085329091 |
| -0.0204016855682022 |
| 0.0628507207890091 |
| 0.0251509022366406 |
| 0.00691981170798025 |
| -0.0136834409688712 |
| 0.00217364635505982 |
| 0.0328827485793355 |
| -0.0522947717436318 |
| -0.0658633789560936 |
| -0.0352372194166633 |
| -0.00607027315518142 |
| -0.0214214175372223 |
| -0.0087031072427586 |
| 0.029204915937986 |
| -0.017557530248664 |
| -0.0068824494012654 |
| -0.0414798682620778 |
| -0.0292486495829348 |
