| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.5763 | 0.1999 | 0.2444 | 0.8701 | 0.2496 | 0.243 | -0.4762 |
| (p-val) | (3e-04 ) | (0.1792 ) | (0.0852 ) | (0 ) | (0.805 ) | (0.3688 ) | (0.6455 ) |
| Estimates ( 2 ) | -0.5797 | 0.2025 | 0.2463 | 0.8706 | 0 | 0.1846 | -0.2267 |
| (p-val) | (2e-04 ) | (0.1725 ) | (0.082 ) | (0 ) | (NA ) | (0.3488 ) | (0.1601 ) |
| Estimates ( 3 ) | -0.5784 | 0.1921 | 0.2403 | 0.871 | 0 | 0 | -0.1865 |
| (p-val) | (3e-04 ) | (0.1981 ) | (0.0917 ) | (0 ) | (NA ) | (NA ) | (0.2211 ) |
| Estimates ( 4 ) | -0.5538 | 0.1635 | 0.1739 | 0.8893 | 0 | 0 | 0 |
| (p-val) | (6e-04 ) | (0.2754 ) | (0.2017 ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | -0.6034 | 0 | 0.1165 | 0.8715 | 0 | 0 | 0 |
| (p-val) | (3e-04 ) | (NA ) | (0.3627 ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | -0.607 | 0 | 0 | 1.1015 | 0 | 0 | 0 |
| (p-val) | (1e-04 ) | (NA ) | (NA ) | (0 ) | (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 |
| 0.000746099568952258 |
| 0.0292111461738571 |
| -0.00280267596084322 |
| -0.00184368563002967 |
| 0.0107457257770334 |
| -0.0175566443253344 |
| 0.0131165820445929 |
| -0.0324353168918367 |
| 0.0224382020922924 |
| -0.0196217959970839 |
| 0.00495492412026389 |
| 0.00168574453846993 |
| -0.00506586405101019 |
| -0.0116484658020629 |
| -0.00266112877646428 |
| 0.0179412217929573 |
| -0.0168120805195169 |
| -0.0147697069296257 |
| 0.035665172596409 |
| 0.00293868331101443 |
| -0.0145835439671676 |
| 0.0184871974956284 |
| -0.00672423964360273 |
| -0.00834464807562108 |
| 0.0169769773776811 |
| 0.0141585136611232 |
| 0.00520840412118636 |
| -0.0225065086691335 |
| 0.0221256937859677 |
| 0.008638135296458 |
| 0.0259853418092942 |
| -0.014962664383958 |
| 0.0336773377780083 |
| -0.00849413990510539 |
| -0.0229882773676451 |
| 0.0569000711376357 |
| 0.025309869239244 |
| -0.029512999542613 |
| -0.00750220761300227 |
| 0.00584857420117411 |
| 0.061296189365771 |
| -0.0463306298649301 |
| 0.0380278085379684 |
| -0.00825029078426785 |
| 0.0306190401585776 |
| -0.04367173164859 |
| -0.0556117529677963 |
| -0.0645860417354424 |
| -0.111874591444632 |
| 0.0165546744538422 |
| 0.0221480269493989 |
| -0.0314854358112557 |
| 0.000731004014562505 |
| 0.038079969509555 |
| 0.0370058066179545 |
| 0.0559163673005735 |
| 0.00562659064346704 |
| 0.0194175429404750 |
| -0.00318505854805297 |
