| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5968 | -0.2393 | -0.3699 | -0.0931 | 0.2129 | 0.1525 | 0.35 |
| (p-val) | (0.0194 ) | (0.2462 ) | (0.0204 ) | (0.7395 ) | (0.8085 ) | (0.7635 ) | (0.6866 ) |
| Estimates ( 2 ) | 0.5918 | -0.2373 | -0.3728 | -0.0805 | 0 | 0.2872 | 0.5517 |
| (p-val) | (0.0199 ) | (0.2512 ) | (0.0196 ) | (0.7731 ) | (NA ) | (0.1424 ) | (0 ) |
| Estimates ( 3 ) | 0.5297 | -0.1929 | -0.403 | 0 | 0 | 0.3062 | 0.5506 |
| (p-val) | (0 ) | (0.127 ) | (4e-04 ) | (NA ) | (NA ) | (0.0964 ) | (0 ) |
| Estimates ( 4 ) | 0.4154 | 0 | -0.511 | 0 | 0 | 0.2578 | 0.5717 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.1565 ) | (0 ) |
| Estimates ( 5 ) | 0.3851 | 0 | -0.4883 | 0 | 0 | 0 | 0.5275 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) | (0 ) |
| 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 |
| 0.000550811024394998 |
| -0.00428342995455699 |
| 0.00339673145099957 |
| -0.00372649242793305 |
| -0.00726989156399925 |
| 0.00348566119699974 |
| -0.00409886441736162 |
| -0.00283394632579576 |
| 0.003475190745174 |
| 0.00562043319903541 |
| 0.00894400455920674 |
| 0.00345027827807759 |
| -0.000896278601188556 |
| -0.0123160640206944 |
| 0.00229460224738143 |
| 0.00136127649721414 |
| 0.00172045504314305 |
| -0.00531330391609327 |
| -0.00212259570152691 |
| 0.00278564233984600 |
| 0.0013446918107882 |
| -0.00486804323345781 |
| -0.00178981724973750 |
| -0.00427160228931984 |
| 0.00939182178194947 |
| -0.00174795297669730 |
| 0.00102353817187588 |
| 0.00228642419459820 |
| -0.00457797144094523 |
| 0.00295629408498880 |
| -0.00272825632890699 |
| -0.00406747823168714 |
| -0.00228720113764166 |
| -0.000275501969078123 |
| -0.00384990979346545 |
| 0.00666133877535484 |
| 0.00516545794987933 |
| 0.0086671989343135 |
| 0.00470014057509443 |
| -0.000427668882995335 |
| 0.00428900298701203 |
| 0.00266476705234024 |
| 0.000167053471489422 |
| -0.00177477879133710 |
| 0.00234757009532834 |
| 0.00304887583184340 |
| -0.00447644778809439 |
| 0.0039401572493344 |
| 0.00545822958794418 |
| -0.0158323395031745 |
| 0.00463698016347818 |
| 0.00908844566566047 |
| -0.00441163486206208 |
| 0.00119753722579685 |
| -0.00534141439418525 |
| -0.00101223315704481 |
| 0.00333390294620673 |
| 0.00475957055150988 |
| 0.00319131391706399 |
| 0.00187286230654344 |
| -0.0130687536626593 |
| -0.0122646672942610 |
| 0.00959031539800746 |
| 0.000380912866120618 |
| 0.00507436294340124 |
| -0.00265560956255140 |
| -0.00682997395955223 |
| -0.00583392488989228 |
| -0.00168643977920321 |
| -0.00797246981444464 |
| -0.00628401276782538 |
| -0.00493981942538266 |
| -0.00232661378133221 |
