| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2166 | 0.0843 | 0.3984 | -0.602 | 1.3952 | -0.3959 | -0.9227 |
| (p-val) | (0.6885 ) | (0.8475 ) | (0.1154 ) | (0.2886 ) | (0 ) | (0.1037 ) | (0.0029 ) |
| Estimates ( 2 ) | -0.3195 | 0 | 0.3546 | -0.4951 | 1.3433 | -0.3481 | -0.8071 |
| (p-val) | (0.0631 ) | (NA ) | (0.0036 ) | (0.0042 ) | (0 ) | (0.1494 ) | (0 ) |
| Estimates ( 3 ) | -0.3371 | 0 | 0.3675 | -0.482 | 0.9738 | 0 | -0.4293 |
| (p-val) | (0.047 ) | (NA ) | (0.0023 ) | (0.005 ) | (0 ) | (NA ) | (0.08 ) |
| Estimates ( 4 ) | -0.3569 | 0 | 0.367 | -0.5079 | 0.9154 | 0 | 0 |
| (p-val) | (0.0274 ) | (NA ) | (0.0025 ) | (0.0022 ) | (0 ) | (NA ) | (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 |
| 0.000638277123871601 |
| 0.00131802120323886 |
| -0.00364220212903316 |
| -0.000806113537915996 |
| -0.000960114274069253 |
| -0.000886317631750925 |
| 0.00057954936602919 |
| 0.00139833583188633 |
| 0.00118758593503361 |
| -0.00166143741868614 |
| -0.00626608206589451 |
| -0.00269455333259701 |
| 0.00422915724843676 |
| 0.00100553857508720 |
| 0.000241155391078001 |
| -0.00291289848654855 |
| -0.00445865294151964 |
| 0.00530445038740695 |
| -0.000471577364159123 |
| -0.00182666598899888 |
| 0.00374280039106476 |
| 0.00265750822580500 |
| 0.00317059347441028 |
| 0.00547760309163341 |
| 0.00216876504431275 |
| 0.00290111687588611 |
| -0.00217507990805960 |
| -0.000961350334388178 |
| 0.00286876444173756 |
| -0.00328962385017417 |
| 0.00232900782724878 |
| -0.000253569691189335 |
| 0.00144815550878842 |
| -0.00233706001664538 |
| 0.00333399802130875 |
| 0.00127608115401180 |
| 0.00218272546757666 |
| 0.00509289388987478 |
| -0.000581349080057626 |
| -0.00456570953479711 |
| 0.00122454938480138 |
| -0.00036305959109293 |
| 0.00274713290367550 |
| 0.00129732632737378 |
| -0.00199209773324603 |
| -0.00187911837848085 |
| 0.00482049319179409 |
| -3.92323299893776e-05 |
| 0.000509100446255272 |
| 0.00213329026557705 |
| -0.00177633420216694 |
| 0.00203370412594431 |
| -0.00378668735634143 |
| 0.00349575904107586 |
| 3.49048955556094e-05 |
| 0.00192122053291301 |
| -0.00540300674591069 |
| -0.000448557953021614 |
| -0.00229463890428716 |
| -0.00107326128023869 |
