| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.093 | 0.3543 | 0.6107 | 0.2219 | 0.2134 | -0.3634 | -0.9999 |
| (p-val) | (0.5108 ) | (3e-04 ) | (0 ) | (0.2048 ) | (0.1428 ) | (0.005 ) | (0 ) |
| Estimates ( 2 ) | 0 | 0.326 | 0.5739 | 0.1299 | 0.2181 | -0.3624 | -1.0001 |
| (p-val) | (NA ) | (3e-04 ) | (0 ) | (0.2426 ) | (0.1356 ) | (0.0051 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0.3191 | 0.564 | 0 | 0.2406 | -0.3246 | -0.9999 |
| (p-val) | (NA ) | (4e-04 ) | (0 ) | (NA ) | (0.1084 ) | (0.0125 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0.2946 | 0.6238 | 0 | 0 | -0.3186 | -1.0006 |
| (p-val) | (NA ) | (5e-04 ) | (0 ) | (NA ) | (NA ) | (0.012 ) | (0.0017 ) |
| 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 |
| 0.00450750869087398 |
| -0.0149657506674553 |
| -0.0220859233394083 |
| -0.0148439243168503 |
| 0.0676027781490227 |
| 0.0264092299234277 |
| -0.0116301716341945 |
| 0.0136476387387367 |
| -0.0197271433713688 |
| 0.0303927147155863 |
| 0.000995418935294206 |
| -0.00874063700973733 |
| -0.0231462237863890 |
| -0.00377238720197872 |
| 0.00120873614259887 |
| -0.0176359614054821 |
| 0.00250200103515695 |
| -0.0282901697726092 |
| -0.00423879675659204 |
| 0.0230884796585779 |
| -0.00859471068972903 |
| 0.0198693493392492 |
| -0.0093442264177522 |
| -0.0258281935447543 |
| 0.0198614750918193 |
| -0.0122547342511849 |
| -0.00589049815189684 |
| 0.0298004421068244 |
| 0.0434323456332011 |
| -0.0223164871309812 |
| 0.0154280097077713 |
| 0.0156548149573578 |
| 0.0365282768534479 |
| 0.0241846907151588 |
| -0.0322215315404314 |
| -0.0141831668172313 |
| 0.0254232968852305 |
| -0.0193736352949016 |
| -0.048536332661388 |
| -0.0766717425093701 |
| 0.0281974074828454 |
| 0.00917312366714304 |
| 0.0616193814776786 |
| -0.0503369625485599 |
| -0.0070958483480044 |
| 0.0252260185757131 |
| -0.0147649614724515 |
| 0.0297338279951919 |
| 0.0427693034085115 |
| 0.0334986515495981 |
| -0.00431066374073932 |
| 0.0483508046074947 |
| -0.0289633986573534 |
| 0.0411760286974008 |
| 0.00490436151035459 |
| 0.00572516695084428 |
| 0.0020827414405662 |
| 0.0152702987490803 |
| 0.0226514137977885 |
| 0.0169257233733748 |
| 0.00183213307281401 |
| 0.0147224276771016 |
| -0.00123533731905361 |
| 0.000655329694370428 |
| -0.00854895738497048 |
| -0.00289709050455367 |
| 0.0236354130433993 |
| 0.023075931765511 |
| 0.0289109594323294 |
| -0.0376782888435601 |
| 0.00381606701300569 |
| 0.0202008973428546 |
| -0.00412021969633953 |
| 0.0418280922509324 |
| 0.067769119091173 |
| -0.0525211864056023 |
| 0.0247371173448568 |
| 0.00923061642650255 |
| 0.0112743669564025 |
| -0.000125546542039254 |
| -0.0227570917899331 |
| 0.00893231402208485 |
| -0.0388414437336418 |
| -0.0884921733798761 |
| -0.0686977274158266 |
