| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2138 | -0.2268 | -0.1857 | -0.8054 | 0.406 | -0.1905 | -0.9992 |
| (p-val) | (0.2943 ) | (0.2249 ) | (0.3031 ) | (0 ) | (0.0994 ) | (0.4222 ) | (0.1036 ) |
| Estimates ( 2 ) | -0.2335 | -0.2121 | -0.1665 | -0.8204 | 0.4593 | 0 | -1 |
| (p-val) | (0.2364 ) | (0.2563 ) | (0.3439 ) | (0 ) | (0.0572 ) | (NA ) | (0.013 ) |
| Estimates ( 3 ) | -0.1649 | -0.1357 | 0 | -1.1404 | 0.4425 | 0 | -1.0004 |
| (p-val) | (0.3694 ) | (0.4262 ) | (NA ) | (0 ) | (0.071 ) | (NA ) | (0.0257 ) |
| Estimates ( 4 ) | -0.1155 | 0 | 0 | -0.9176 | 0.4544 | 0 | -1.0005 |
| (p-val) | (0.5008 ) | (NA ) | (NA ) | (0 ) | (0.0602 ) | (NA ) | (0.0326 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -0.9506 | 0.4829 | 0 | -1.0004 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0415 ) | (NA ) | (0.018 ) |
| 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 |
| -0.0319307086438393 |
| -0.0155555844997814 |
| -0.0312027074326357 |
| 0.0550871251422626 |
| -0.00733062705991812 |
| 0.0411282626675516 |
| 0.0180010508268200 |
| -0.0223716449829086 |
| 0.0229871484311030 |
| -0.0195961847189508 |
| 0.00253276025139647 |
| 0.0258181856326242 |
| 0.00594034259341001 |
| 0.0323424530304462 |
| 0.0227839546072932 |
| -0.0258587665727662 |
| -0.0262640333410197 |
| 0.0447809811845492 |
| 0.00667534789297938 |
| 0.0392062214095744 |
| 0.0115059473653747 |
| -0.0036517002085227 |
| 0.0360120085692342 |
| 0.0248073889980500 |
| -0.0211359553775572 |
| -0.0147569703552687 |
| 0.0254089538250361 |
| 0.0240668488091521 |
| 0.0326779147290739 |
| 0.00454636216133708 |
| -0.0539945081978361 |
| 0.00987633011215422 |
| 0.00334820857202501 |
| 0.0144834183445866 |
| -0.0127513979050410 |
| -0.0248530265115098 |
| 0.00532641754304869 |
| -0.0151147417071989 |
| 0.007889726324556 |
| -0.0153131594896542 |
| 0.0450445845449029 |
| 0.0177318255022701 |
| -0.00605975876665472 |
| -0.000198478616559833 |
| 0.0278629859480536 |
| 0.0326022408273317 |
| 0.0233142684241062 |
| -0.0546600324960782 |
