| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0108 | 0.198 | 0.0913 | -0.0061 | -0.2792 | -0.4402 | -0.0632 |
| (p-val) | (0.9901 ) | (0.2054 ) | (0.6938 ) | (0.9944 ) | (0.7704 ) | (0.1425 ) | (0.9554 ) |
| Estimates ( 2 ) | 0.0047 | 0.1982 | 0.0925 | 0 | -0.2809 | -0.4408 | -0.0612 |
| (p-val) | (0.9744 ) | (0.1989 ) | (0.5566 ) | (NA ) | (0.7685 ) | (0.1382 ) | (0.9566 ) |
| Estimates ( 3 ) | 0 | 0.1985 | 0.093 | 0 | -0.2859 | -0.4425 | -0.0542 |
| (p-val) | (NA ) | (0.1965 ) | (0.5508 ) | (NA ) | (0.7621 ) | (0.1313 ) | (0.9612 ) |
| Estimates ( 4 ) | 0 | 0.1976 | 0.0928 | 0 | -0.331 | -0.4527 | 0 |
| (p-val) | (NA ) | (0.1948 ) | (0.5524 ) | (NA ) | (0.0323 ) | (0.0211 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0.2132 | 0 | 0 | -0.3139 | -0.4902 | 0 |
| (p-val) | (NA ) | (0.1549 ) | (NA ) | (NA ) | (0.0365 ) | (0.0059 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.3248 | -0.4295 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0416 ) | (0.0183 ) | (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 |
| -0.0173048550615281 |
| 0.00970821286152053 |
| -0.00079996540379326 |
| -0.00892066473015527 |
| -0.0141008132138289 |
| 0.00759339542659559 |
| -0.00535785170826649 |
| 0.0122184275141973 |
| 0.0162622652747317 |
| -0.00273973183483127 |
| -0.0246245251960173 |
| -0.00939313017474595 |
| -0.00118110304103207 |
| -0.0310066632805764 |
| -0.0122299234249117 |
| -0.0131151854993210 |
| 0.0547412915989603 |
| -0.0262297232767024 |
| -0.0177472894511915 |
| 0.00677361015670445 |
| -0.0342326146132618 |
| -0.0263917601072953 |
| 0.0345414780136525 |
| 0.00934818751456624 |
| -0.04291732548152 |
| 0.0229871189215208 |
| 0.00583061899185308 |
| 0.033403678623598 |
| 0.00323736391037539 |
| -0.00232346094165913 |
| -0.0128854409654862 |
| 0.0132916562626398 |
| -0.033685507227119 |
| 0.043812485956927 |
| 0.00677871591310374 |
| -0.0269603234365068 |
| 0.00612710347230793 |
| -0.00195884473559086 |
| 0.0366963052514831 |
| 0.0344551911103022 |
| 0.0386513683774856 |
| 0.0181809583929349 |
| 0.0375555506713487 |
| 0.00753090985514504 |
| -0.0174691093854333 |
| 0.00463114466519787 |
| -0.0278211608566847 |
| 0.0082690870152522 |
