| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4229 | -0.0219 | -0.4573 | 0.0573 | 0.0595 | -0.4382 | -0.4407 |
| (p-val) | (0.0772 ) | (0.91 ) | (0.0026 ) | (0.8195 ) | (0.8847 ) | (0.0493 ) | (0.4576 ) |
| Estimates ( 2 ) | 0.4036 | 0 | -0.4682 | 0.0733 | 0.0565 | -0.4427 | -0.4356 |
| (p-val) | (0.0151 ) | (NA ) | (1e-04 ) | (0.7233 ) | (0.8894 ) | (0.0421 ) | (0.4582 ) |
| Estimates ( 3 ) | 0.4001 | 0 | -0.4703 | 0.076 | 0 | -0.4551 | -0.3641 |
| (p-val) | (0.0144 ) | (NA ) | (0 ) | (0.7115 ) | (NA ) | (0.0162 ) | (0.1348 ) |
| Estimates ( 4 ) | 0.4416 | 0 | -0.4663 | 0 | 0 | -0.478 | -0.3355 |
| (p-val) | (1e-04 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0059 ) | (0.1405 ) |
| Estimates ( 5 ) | 0.4357 | 0 | -0.4504 | 0 | 0 | -0.5121 | 0 |
| (p-val) | (3e-04 ) | (NA ) | (1e-04 ) | (NA ) | (NA ) | (0.0015 ) | (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 |
| -0.0100287894639141 |
| 0.000351452773510653 |
| 0.0626253954605239 |
| -0.0111968889531698 |
| 0.0012021368803074 |
| 0.0278005615230581 |
| 0.0300367458442587 |
| 0.00131280626794171 |
| 0.0455377234449865 |
| -0.05872803414967 |
| -0.0110112142289526 |
| -0.0933490075024904 |
| -0.0118880646000768 |
| 0.00889763305005132 |
| -0.0330119512445669 |
| -0.0179078926479048 |
| -0.0230764714053068 |
| 0.00389986065280241 |
| -0.00890386533983628 |
| -0.0206177810722521 |
| 0.0356915468221929 |
| -0.0205359386773406 |
| -0.00084188001060575 |
| 0.0828027041492597 |
| -0.0109276485907570 |
| -0.0555081995626794 |
| 0.0471662105329771 |
| -0.0088023291370701 |
| 0.024412317211628 |
| 0.0106773860348872 |
| -0.00313395993854193 |
| -0.0345611461581785 |
| -0.00635150267707205 |
| -0.0176941564728932 |
| 0.124514987743445 |
| 0.0266526260492730 |
| -0.0524448209131409 |
| -0.00109037615122985 |
| -0.0583674284262967 |
| 0.0257299444099524 |
| 0.0199511265685191 |
| 0.0462538477781124 |
| 0.0287455526960368 |
| 0.0494605760612833 |
| 0.0394398208395243 |
| 0.0369424460891371 |
| 0.0512026545590527 |
| -0.0227435319348462 |
| 0.0327589475027189 |
