| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0047 | 0.2421 | -0.0569 | -0.0268 | 0.1892 | -0.0473 | -0.5105 |
| (p-val) | (0.9964 ) | (0.0799 ) | (0.8465 ) | (0.9799 ) | (0.6164 ) | (0.8013 ) | (0.1606 ) |
| Estimates ( 2 ) | 0 | 0.2423 | -0.058 | -0.0315 | 0.1894 | -0.0475 | -0.5105 |
| (p-val) | (NA ) | (0.0726 ) | (0.6563 ) | (0.8167 ) | (0.6143 ) | (0.7998 ) | (0.16 ) |
| Estimates ( 3 ) | 0 | 0.2414 | -0.0561 | 0 | 0.193 | -0.056 | -0.5162 |
| (p-val) | (NA ) | (0.0737 ) | (0.6655 ) | (NA ) | (0.5919 ) | (0.7566 ) | (0.1364 ) |
| Estimates ( 4 ) | 0 | 0.2476 | -0.0562 | 0 | 0.2584 | 0 | -0.5902 |
| (p-val) | (NA ) | (0.0622 ) | (0.6637 ) | (NA ) | (0.3753 ) | (NA ) | (0.0156 ) |
| Estimates ( 5 ) | 0 | 0.2523 | 0 | 0 | 0.2579 | 0 | -0.6017 |
| (p-val) | (NA ) | (0.0569 ) | (NA ) | (NA ) | (0.3585 ) | (NA ) | (0.0093 ) |
| Estimates ( 6 ) | 0 | 0.277 | 0 | 0 | 0 | 0 | -0.3921 |
| (p-val) | (NA ) | (0.0327 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0069 ) |
| 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 |
| 0.00328877304441515 |
| 0.0482434287645789 |
| -0.0219557839989134 |
| 0.00459356745978073 |
| -0.000638190542035152 |
| -0.00198107083877732 |
| -0.0238221847982887 |
| 0.031899382725352 |
| -0.00502835368011325 |
| -0.018870266380539 |
| 0.0274931506041994 |
| -0.00967782256337178 |
| -0.0460285013551236 |
| -0.00734080677241618 |
| 0.00767977943399532 |
| -0.0759877447729894 |
| -0.000723322969490573 |
| -0.0358289398448543 |
| -0.00679751098728317 |
| 0.0144079832451012 |
| -0.0631590075917151 |
| -0.0117308152482122 |
| -0.104416866300567 |
| 0.00657337692673393 |
| -0.0366863671101014 |
| 0.0296800045078716 |
| -0.0014149714782078 |
| 0.0253790239520492 |
| -0.0206991394330057 |
| -0.00350440776649768 |
| -0.00935522402592298 |
| 0.00529348549632792 |
| 0.0263244369293646 |
| 0.0299886438371208 |
| 0.0137886529899784 |
| -0.177868930722099 |
| -0.0106706022475137 |
| 0.0380054757775373 |
| 0.0045449951606282 |
| -0.00953115883428069 |
| -0.0221851429683788 |
| 0.00615032642605892 |
| 0.00753084318818905 |
| -0.00757062181704468 |
| -0.0137608199367842 |
| 0.0328284195540102 |
| 0.0129861769297129 |
| 0.00978319625256251 |
| 0.0395889763376095 |
| 0.00117049285858474 |
| 0.0130016691963674 |
| -0.00982487719490546 |
| -0.00830694970022087 |
| -0.0569453478261259 |
| 0.0243055640124075 |
| -0.00352020856164097 |
| 0.0213383304867704 |
| 0.0804922097431947 |
| -0.00828599172147211 |
| 0.00458501118922843 |
| -0.0525227632465673 |
| -0.000957822387733964 |
| 0.0376246476149699 |
