| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.4782 | -0.2638 | -0.3432 | 0.002 | -0.4412 | -0.2329 | -0.1506 |
| (p-val) | (0.0754 ) | (0.1696 ) | (0.0209 ) | (0.9937 ) | (0.7503 ) | (0.6906 ) | (0.9198 ) |
| Estimates ( 2 ) | -0.4765 | -0.263 | -0.343 | 0 | -0.4424 | -0.2335 | -0.1492 |
| (p-val) | (0.0013 ) | (0.1069 ) | (0.019 ) | (NA ) | (0.7484 ) | (0.6877 ) | (0.92 ) |
| Estimates ( 3 ) | -0.4781 | -0.2622 | -0.3459 | 0 | -0.5799 | -0.286 | 0 |
| (p-val) | (0.0012 ) | (0.1069 ) | (0.0156 ) | (NA ) | (0.0013 ) | (0.1562 ) | (NA ) |
| Estimates ( 4 ) | -0.4751 | -0.191 | -0.3171 | 0 | -0.4768 | 0 | 0 |
| (p-val) | (0.0016 ) | (0.2255 ) | (0.0284 ) | (NA ) | (0.0016 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | -0.4027 | 0 | -0.2507 | 0 | -0.4535 | 0 | 0 |
| (p-val) | (0.0036 ) | (NA ) | (0.065 ) | (NA ) | (0.0025 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | -0.4235 | 0 | 0 | 0 | -0.4635 | 0 | 0 |
| (p-val) | (0.0035 ) | (NA ) | (NA ) | (NA ) | (0.0025 ) | (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 |
| -0.0142360895644960 |
| 0.292240062420289 |
| 0.151556268384138 |
| -0.0299527706780406 |
| 0.079827314200352 |
| 0.00640400105732935 |
| 0.228391517644698 |
| -0.00575074269313529 |
| 0.0585457338883744 |
| 0.126980147573382 |
| 0.0692731366187464 |
| 0.109551736896908 |
| -0.198830790399042 |
| 0.100602150873461 |
| -0.302254080578154 |
| -0.082126380367989 |
| -0.0307620603771301 |
| -0.153147461266753 |
| 0.283794900808829 |
| 0.280187699154355 |
| -0.258012438178297 |
| -0.210359917866900 |
| -0.0793948645188806 |
| 0.307706347698539 |
| -0.48293884531542 |
| -0.733074300355529 |
| 0.163410310753949 |
| -0.589779059511943 |
| 0.226761367034944 |
| -0.0731192895392807 |
| -0.349802135719290 |
| 0.232166521735362 |
| -0.919051361118776 |
| 0.152311946657375 |
| 0.697617625480652 |
| 0.341479559523638 |
| -0.744303704931103 |
| 0.167507357440347 |
| 0.097865053317284 |
| 0.497080345277717 |
| 0.0702635099060282 |
| -0.252290766625028 |
| 0.677652212053671 |
| 0.418889040314265 |
| 0.626616560942241 |
| -0.342729173777903 |
| 0.153957575398640 |
| 0.0208733499312124 |
| 0.591440128610855 |
