| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3967 | -0.1656 | 0.1712 | 0.322 | 0.7008 | -0.0469 | -1 |
| (p-val) | (0.229 ) | (0.2534 ) | (0.239 ) | (0.3224 ) | (4e-04 ) | (0.7998 ) | (0.008 ) |
| Estimates ( 2 ) | -0.3837 | -0.1662 | 0.1681 | 0.3016 | 0.6983 | 0 | -0.9997 |
| (p-val) | (0.2538 ) | (0.2512 ) | (0.2466 ) | (0.3555 ) | (4e-04 ) | (NA ) | (0.0027 ) |
| Estimates ( 3 ) | -0.1019 | -0.1317 | 0.2006 | 0 | 0.6855 | 0 | -1 |
| (p-val) | (0.4246 ) | (0.3066 ) | (0.1127 ) | (NA ) | (5e-04 ) | (NA ) | (0.0056 ) |
| Estimates ( 4 ) | 0 | -0.1163 | 0.2163 | 0 | 0.7037 | 0 | -1 |
| (p-val) | (NA ) | (0.3594 ) | (0.085 ) | (NA ) | (3e-04 ) | (NA ) | (0.0026 ) |
| Estimates ( 5 ) | 0 | 0 | 0.2282 | 0 | 0.7357 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (0.0699 ) | (NA ) | (1e-04 ) | (NA ) | (0.0031 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | 0.7498 | 0 | -1.0004 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (1e-04 ) | (NA ) | (0.0098 ) |
| 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 |
| 0.000458952960624484 |
| 0.0022660821963452 |
| -0.00834861164621785 |
| -0.015913281578066 |
| -0.0328922328528692 |
| 0.0151006459350739 |
| 0.005297185809377 |
| -0.00507932451972648 |
| 0.00432618101560918 |
| 0.0463324640850922 |
| 0.0292337304876911 |
| 0.115179891854088 |
| -0.00843931485145255 |
| -0.100601863899618 |
| 0.0593443105455965 |
| 0.0129847128998732 |
| -0.039925719742555 |
| -0.0151796928255211 |
| -0.0633337769149658 |
| 0.00990696555087943 |
| -0.000268280995568728 |
| 0.0111119650775929 |
| -0.0189133859612743 |
| 0.00626570390988837 |
| -0.0120708673121225 |
| 0.0273366898553882 |
| 0.0396163428924887 |
| 0.0319783794181232 |
| -0.0105958440401159 |
| 0.00549622431913398 |
| 0.0755645471551941 |
| 0.00302179792828286 |
| -0.0734264789393001 |
| 0.0164496377755451 |
| -0.0814467467750081 |
| 0.0134516249710272 |
| 0.0574576926671044 |
| -0.0184356515753659 |
| -0.00939589453032406 |
| -0.0202599671239653 |
| -0.0273610433789442 |
| -0.0344065063630677 |
| 0.0368502086950539 |
| 0.00272384189775026 |
| 0.0101763935580526 |
| -0.0116030612079732 |
| 0.0539510525441803 |
| -0.027924184256975 |
| 0.053060063895808 |
| 0.0169218468241641 |
| -0.0044142136319989 |
| -0.0307716909351109 |
| -0.0131656667318287 |
| 0.010596180580926 |
| 0.0892511425466715 |
| -0.0185623143443117 |
| 0.0210183397224363 |
| -0.0459379207497407 |
| -0.0256294900186337 |
| -0.00883878506355821 |
| 0.0223114771333985 |
