| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4629 | -0.0512 | -0.3944 | -0.0936 | -0.6067 | -0.582 | 0.1698 |
| (p-val) | (0.061 ) | (0.8047 ) | (0.0114 ) | (0.7109 ) | (0.1353 ) | (0.0108 ) | (0.7575 ) |
| Estimates ( 2 ) | 0.4248 | 0 | -0.4181 | -0.0734 | -0.6046 | -0.5981 | 0.1972 |
| (p-val) | (0.0233 ) | (NA ) | (6e-04 ) | (0.7599 ) | (0.1261 ) | (0.0042 ) | (0.716 ) |
| Estimates ( 3 ) | 0.383 | 0 | -0.4176 | 0 | -0.6128 | -0.5812 | 0.1763 |
| (p-val) | (0.0033 ) | (NA ) | (9e-04 ) | (NA ) | (0.1381 ) | (0.0072 ) | (0.7489 ) |
| Estimates ( 4 ) | 0.3888 | 0 | -0.4101 | 0 | -0.4875 | -0.5327 | 0 |
| (p-val) | (0.0026 ) | (NA ) | (9e-04 ) | (NA ) | (0.0064 ) | (0.0054 ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
| -0.00738061875319528 |
| 0.00858515529191546 |
| 0.00568581644812317 |
| 0.00669129456332674 |
| 0.0102596392430292 |
| 0.0106430301352605 |
| 0.0212553709526789 |
| 0.0283672274850742 |
| -0.0279969301639427 |
| 0.00666067976717206 |
| -0.0603592730483582 |
| -0.0248559242942663 |
| 0.0144202095600399 |
| -0.0159220412689936 |
| 0.00212563883822749 |
| -0.028991791558381 |
| 0.00688205439641991 |
| -0.00363854842016452 |
| -0.0146404872911786 |
| 0.0147650759096653 |
| -0.00867569320963846 |
| -0.0164174338432108 |
| 0.0477839933160123 |
| -0.00861916514501192 |
| -0.0299495647766186 |
| 0.0219765969780361 |
| -0.00520483141035593 |
| 0.0184304403488817 |
| 0.00699554664945817 |
| -0.0148740702935568 |
| -0.0155636775124262 |
| 0.0095920428658449 |
| -0.0234439700151126 |
| 0.0605807057197719 |
| 0.0337427160937796 |
| -0.0212525769989747 |
| -0.00557270833319188 |
| -0.038493836267949 |
| 0.018589938564239 |
| 0.00961607541887268 |
| 0.0330216105005157 |
| 0.00627792132480002 |
| 0.0443404552315764 |
| -0.00398678881525960 |
| 0.0260916528988673 |
| 0.035195059204899 |
