| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.8522 | 0.1915 | -0.244 | -0.7954 | 0.7162 | -0.014 | -0.7663 |
| (p-val) | (0.2212 ) | (0.3005 ) | (0.0792 ) | (0.2613 ) | (0.6823 ) | (0.948 ) | (0.6669 ) |
| Estimates ( 2 ) | 0.8408 | 0.191 | -0.243 | -0.7821 | 0.8392 | 0 | -0.8961 |
| (p-val) | (0.2139 ) | (0.2989 ) | (0.0815 ) | (0.2508 ) | (0.6215 ) | (NA ) | (0.6126 ) |
| Estimates ( 3 ) | 0.8326 | 0.1786 | -0.2403 | -0.7614 | 0 | 0 | -0.0427 |
| (p-val) | (0.2497 ) | (0.3264 ) | (0.0866 ) | (0.2974 ) | (NA ) | (NA ) | (0.7897 ) |
| Estimates ( 4 ) | 0.9189 | 0.1603 | -0.2445 | -0.8413 | 0 | 0 | 0 |
| (p-val) | (0.0939 ) | (0.3671 ) | (0.0538 ) | (0.1379 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 1.1285 | 0 | -0.1626 | -0.9997 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (0.06 ) | (0.0011 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0.5729 | 0 | 0 | -0.4447 | 0 | 0 | 0 |
| (p-val) | (0.1052 ) | (NA ) | (NA ) | (0.2323 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0.0976 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.4505 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (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 |
| 0.000634799679548875 |
| -0.000796244297860988 |
| -0.00477193503141481 |
| -0.0069967311279745 |
| -0.00767106835587006 |
| -0.00356031782989408 |
| 9.74057029838882e-05 |
| 0.0181822017995399 |
| -0.00558109897469339 |
| 0.00139178441286958 |
| -0.00564953283494141 |
| 0.00228157571953425 |
| -0.00369979130666487 |
| -0.00464553832613401 |
| 0.00461693024152721 |
| -0.0020630104003021 |
| 0.0143219848098066 |
| 0.0144382500561071 |
| -0.00689373475369959 |
| -0.00184794052261117 |
| -0.00550873253057715 |
| -8.9883850427519e-05 |
| 0.00721342778697243 |
| 0.00438229434330262 |
| 0.0144442874495073 |
| 0.0112021367117401 |
| 0.0115446218721974 |
| 0.00522291212691017 |
| 0.023568649566597 |
| -0.0133414652995910 |
| -0.000718558306218586 |
| -0.00108532963279884 |
| -0.00213704767448408 |
| 0.000920533536242663 |
| -0.00491830684750882 |
| 0.00965326887202556 |
| -0.0107057955144729 |
| -0.0142927283227692 |
| -0.00417188653641476 |
| -0.00536769034728568 |
| 0.00682768076750317 |
| -0.0078998825670431 |
| 0.00219136702619915 |
| 0.00351557980812423 |
| 0.0115228527687395 |
| 0.0089807352165645 |
| 0.00619052652322916 |
| -0.00432063309301922 |
| 0.00402324398283149 |
| -0.00934812304336774 |
| 0.00352725508443485 |
| -0.0096585902084263 |
| 0.00197726338083282 |
| -0.0151434360833704 |
| 0.0200776214093324 |
| -0.00410598633162751 |
| -0.00744653902743542 |
| 0.00451844788627542 |
| -0.00240788116444046 |
| 8.90656698829817e-05 |
