| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.8618 | -0.4401 | -0.23 | -0.239 | 0.1255 | -0.3252 | -0.6405 |
| (p-val) | (0.0052 ) | (0.1298 ) | (0.2719 ) | (0.4052 ) | (0.7358 ) | (0.151 ) | (0.3138 ) |
| Estimates ( 2 ) | 0.8715 | -0.4557 | -0.2235 | -0.2338 | 0 | -0.3594 | -0.4713 |
| (p-val) | (0.005 ) | (0.1181 ) | (0.2902 ) | (0.4206 ) | (NA ) | (0.0507 ) | (0.0677 ) |
| Estimates ( 3 ) | 0.6717 | -0.2986 | -0.324 | 0 | 0 | -0.316 | -0.4939 |
| (p-val) | (0 ) | (0.0805 ) | (0.0205 ) | (NA ) | (NA ) | (0.0753 ) | (0.053 ) |
| Estimates ( 4 ) | 0.5023 | 0 | -0.4991 | 0 | 0 | -0.3898 | -0.5789 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0174 ) | (0.0653 ) |
| Estimates ( 5 ) | 0.5337 | 0 | -0.5104 | 0 | 0 | -0.3039 | 0 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0819 ) | (NA ) |
| Estimates ( 6 ) | 0.5112 | 0 | -0.5144 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (0 ) | (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 |
| -0.00947771142285477 |
| -0.0471689622621186 |
| -0.066146887641104 |
| -0.00313938483967454 |
| -0.00208273113140608 |
| 0.00262477204966543 |
| 0.000961337568094881 |
| -0.0339129639381219 |
| 0.0323471549005968 |
| 0.0166393612266193 |
| 0.00681473700669925 |
| 0.0310216796752538 |
| -0.0427359746944126 |
| -0.00606786528372353 |
| -0.0538779373613202 |
| 0.00569544022629716 |
| 0.00935894710195642 |
| -0.0296456882388885 |
| -0.031047486037612 |
| -0.0198458010472625 |
| 0.00190337165349589 |
| 0.0149916732678194 |
| -0.000783913684851074 |
| 0.0315575645287943 |
| -0.0411030703225253 |
| -0.039582762771166 |
| 0.0398985782326382 |
| -0.0405479028505217 |
| -0.0662691533395674 |
| 0.0586187105191105 |
| -0.00152833517279460 |
| -0.0117916501111115 |
| -6.11876760173783e-05 |
| -0.0231206451772386 |
| 0.00264827189871172 |
| -0.0637605870213847 |
| 0.0120644974923532 |
| 0.152302455163415 |
| 0.0116628883486395 |
| -0.020535662759742 |
| 0.0356561616822426 |
| -0.0249537214351414 |
| 0.0307910631827934 |
| 0.0377230931009941 |
| 0.0620413183099652 |
| -0.00521737471805084 |
| 0.0158636759528639 |
| 0.0682345263868621 |
| 0.00890432077417993 |
| -0.0341489525459018 |
| -0.0366455228566971 |
| 0.0335505941229517 |
| 0.00389457811703187 |
