| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.4564 | 0.5544 | 0.5047 | 0.2847 | 0.3132 | -0.5652 | 0.2847 |
| (p-val) | (0.0766 ) | (0 ) | (0.0025 ) | (0.5708 ) | (0.0849 ) | (1e-04 ) | (0.5708 ) |
| Estimates ( 2 ) | -0.4194 | 0.5758 | 0.4761 | 0 | 0.353 | -0.5518 | 0.4854 |
| (p-val) | (0.1429 ) | (0 ) | (0.0055 ) | (NA ) | (0.0382 ) | (1e-04 ) | (0.1712 ) |
| Estimates ( 3 ) | -0.014 | 0.4846 | 0.2619 | 0 | 0.4203 | -0.5205 | 0 |
| (p-val) | (0.95 ) | (2e-04 ) | (0.1856 ) | (NA ) | (0.0412 ) | (0.001 ) | (NA ) |
| Estimates ( 4 ) | 0 | -0.3903 | -0.1474 | 0 | 0.423 | 0.3737 | 0 |
| (p-val) | (NA ) | (0.0057 ) | (0.224 ) | (NA ) | (0.0012 ) | (0.0084 ) | (NA ) |
| Estimates ( 5 ) | 0 | -0.3735 | 0 | 0 | 0.4079 | 0.3457 | 0 |
| (p-val) | (NA ) | (0.019 ) | (NA ) | (NA ) | (0.0022 ) | (0.0283 ) | (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 |
| 0.00754999465498984 |
| -4.3853248947864e-06 |
| 0.0385160303319353 |
| -0.0180966857946573 |
| 0.000787953203209202 |
| -0.0206420111982160 |
| 0.000131961975524691 |
| 0.0174661400616118 |
| 0.00189444253436832 |
| 0.0402647397410218 |
| -0.0160052328724625 |
| 0.116320961075633 |
| -0.0546461950247279 |
| -0.00689373855683151 |
| 0.00567476496958363 |
| 0.0307885455679022 |
| 0.0781782224281962 |
| -0.0457104996954927 |
| -0.00132390343397315 |
| 0.135013043504764 |
| 0.000350975568187195 |
| 0.038355192178253 |
| -0.0150013369062965 |
| -0.0399552220290964 |
| -0.0280821576402133 |
| -0.0119653021123902 |
| -0.00279953753395645 |
| -0.0051658292916521 |
| 0.00998851904597942 |
| 0.0135117190986467 |
| -0.0109264840722005 |
| 0.00960309460795017 |
| 0.133334877780248 |
| 0.0462362557814817 |
| 0.0345108136147179 |
| -0.0365755943908805 |
| -0.0303186298341327 |
| 0.0079742673699581 |
| -0.0296316692852674 |
| -0.00797445701296517 |
| -0.000542004909217297 |
| 0.0114958805546390 |
| -0.0127441988438015 |
| -0.000220064073651827 |
| -0.000353682636797359 |
| 0.0458363609365193 |
| 0.0377503301391116 |
| -0.0145509184853978 |
| 0.00587833554306094 |
| 0.0344655947440700 |
| 0.00359557758742568 |
| -0.0116550480475546 |
| 0.0129150104801550 |
| -0.0299611274727543 |
| -0.0066977026774282 |
| 0.0251959982574519 |
| -0.0172264427011335 |
| 0.0214763310200592 |
| 0.0115610207447840 |
| -0.0143739779688943 |
