| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.9851 | -0.565 | -0.1533 | -0.4075 | 0.179 | -0.4458 | -0.9989 |
| (p-val) | (4e-04 ) | (0.0373 ) | (0.4556 ) | (0.1161 ) | (0.2558 ) | (0.0076 ) | (0.0024 ) |
| Estimates ( 2 ) | 1.1603 | -0.7528 | 0 | -0.5405 | 0.1748 | -0.4343 | -0.9994 |
| (p-val) | (0 ) | (0 ) | (NA ) | (3e-04 ) | (0.2605 ) | (0.0084 ) | (0.002 ) |
| Estimates ( 3 ) | 1.1458 | -0.7356 | 0 | -0.4992 | 0 | -0.4332 | -0.9978 |
| (p-val) | (0 ) | (0 ) | (NA ) | (0.0014 ) | (NA ) | (0.0078 ) | (0.0762 ) |
| Estimates ( 4 ) | 1.1968 | -0.7887 | 0 | -0.6213 | 0 | -0.4131 | 0 |
| (p-val) | (0 ) | (0 ) | (NA ) | (0 ) | (NA ) | (0.0074 ) | (NA ) |
| 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 |
| -0.00963174310523549 |
| 0.000224599258238291 |
| -0.0248877364601734 |
| -0.0487090374814105 |
| 0.0433650480159956 |
| -0.0127096703962152 |
| 0.042844090293405 |
| -0.00954973727720669 |
| 0.00386477809453749 |
| -0.0303687762301222 |
| 0.00481294291192467 |
| 0.00957608623753927 |
| -0.0331599947519924 |
| 0.00698947120677864 |
| 0.0124163439818481 |
| 0.0193889932237671 |
| 0.0199352536188082 |
| -0.0330861812641082 |
| -0.0127834172103538 |
| -0.00227574164881563 |
| -0.00994899628730273 |
| -0.00164405204200668 |
| 0.00425123146316203 |
| -0.0127626837453892 |
| 0.017085003802658 |
| 0.00205903844205211 |
| 0.0114038361362544 |
| 0.00692254568909296 |
| -0.000437333233418783 |
| -0.0190516793276747 |
| -0.0439051620778419 |
| 0.00591722398742781 |
| -0.0162131306163499 |
| -0.0317338320339364 |
| -0.0193782524709334 |
| -0.0183754751081271 |
| -0.0149039631897315 |
| 0.00845417901784082 |
| 0.00735312966269327 |
| 0.0486754386357042 |
| -0.0353911153549018 |
| -0.0416090237016518 |
| -0.00540470986114138 |
| -0.0357818504850544 |
| -0.0534624439125241 |
| 0.0215459792208102 |
| -0.0318828033817443 |
| -0.0076896020328364 |
| -0.0141334791380368 |
| -0.0116624820746317 |
| 0.00728296939405614 |
| -0.0226588401850974 |
| -0.0125309954957882 |
| 0.0826672814410434 |
| -0.00524846785783102 |
| -0.00440094492244975 |
| -0.0155943573270970 |
| -0.0102637753721427 |
| 0.00694335768802976 |
| 0.0117724423024711 |
