| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -1.0954 | -0.8209 | -0.1397 | -0.9492 | 0.1697 | -0.2737 | -0.7418 |
| (p-val) | (0 ) | (4e-04 ) | (0.4174 ) | (0 ) | (0.6558 ) | (0.2954 ) | (0.2838 ) |
| Estimates ( 2 ) | -1.1136 | -0.8475 | -0.1425 | -1.0558 | 0 | -0.3322 | -0.6106 |
| (p-val) | (0 ) | (2e-04 ) | (0.4049 ) | (0 ) | (NA ) | (0.1313 ) | (0.1782 ) |
| Estimates ( 3 ) | -1.0048 | -0.7007 | 0 | -1.009 | 0 | -0.392 | -0.6466 |
| (p-val) | (0 ) | (0 ) | (NA ) | (0 ) | (NA ) | (0.0426 ) | (0.2675 ) |
| Estimates ( 4 ) | -0.9596 | -0.6132 | 0 | -1.006 | 0 | -0.289 | 0 |
| (p-val) | (0 ) | (0 ) | (NA ) | (0 ) | (NA ) | (0.1642 ) | (NA ) |
| Estimates ( 5 ) | -0.9447 | -0.5798 | 0 | -1.0133 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0 ) | (NA ) | (0 ) | (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 |
| 0.005516844006135 |
| -0.00300444661149651 |
| 0.00158611158819341 |
| -0.00680006487517121 |
| 0.0170616692597926 |
| 0.0100406887354 |
| -0.00219654332439511 |
| 0.0089582812086857 |
| 0.00123514891128313 |
| 0.00387574266114207 |
| 0.0237947951255026 |
| -0.00221668439961455 |
| 0.00529111108815798 |
| 0.0208753314869002 |
| 0.0148677302846947 |
| -0.0157077897189504 |
| 0.0148815014078745 |
| -0.00373830435826395 |
| 0.0287268156111868 |
| -0.0126307479047946 |
| -0.0106609804902156 |
| 0.00212017407243858 |
| 0.00505931014558155 |
| -0.00601980678642698 |
| -0.0196609884388738 |
| -0.0165935872573093 |
| -0.00587246530121545 |
| 0.00442638564928767 |
| -0.0116857385161487 |
| -0.0223342739687167 |
| -0.00259639039181238 |
| 0.0156556629328161 |
| -0.0209668199902089 |
| 0.00713563531485557 |
| 0.0162639530662044 |
| 0.0193657962251696 |
| -0.00612655945352213 |
| 0.0131199203668634 |
| -0.0372012939240261 |
| 0.0111351122507202 |
| 0.00709646611309214 |
| 0.0169864564112397 |
| -0.00287882427435671 |
| -0.0222004746264637 |
| 0.0135639886732831 |
| -0.00177181577969203 |
| -0.0306083612473649 |
