| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 1.0228 | -0.6405 | -0.0942 | -0.4574 | 0.355 | -0.3471 | -0.9996 |
| (p-val) | (0.0011 ) | (0.0309 ) | (0.6898 ) | (0.1145 ) | (0.1221 ) | (0.1151 ) | (0.014 ) |
| Estimates ( 2 ) | 1.1314 | -0.7525 | 0 | -0.5397 | 0.3634 | -0.3347 | -1.0004 |
| (p-val) | (0 ) | (0 ) | (NA ) | (0.0037 ) | (0.117 ) | (0.133 ) | (0.0132 ) |
| Estimates ( 3 ) | 1.0976 | -0.7601 | 0 | -0.4349 | 0.4232 | 0 | -1.0003 |
| (p-val) | (0 ) | (0 ) | (NA ) | (0.0185 ) | (0.0698 ) | (NA ) | (8e-04 ) |
| Estimates ( 4 ) | 1.0857 | -0.7714 | 0 | -0.3883 | 0 | 0 | -1.9343 |
| (p-val) | (0 ) | (0 ) | (NA ) | (0.0336 ) | (NA ) | (NA ) | (0.1218 ) |
| Estimates ( 5 ) | 1.1089 | -0.7587 | 0 | -0.4424 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0 ) | (NA ) | (0.0173 ) | (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 |
| -0.00761147186696747 |
| 0.00636762349637865 |
| 0.0112751576314674 |
| 0.0166378593548583 |
| 0.00252594920013167 |
| -0.0141541634332029 |
| -0.00901847092916634 |
| 0.00319429041860078 |
| -0.00757261908410923 |
| 0.000841145055291637 |
| -0.00140520712287252 |
| -0.0107693560900575 |
| 0.0125923667950032 |
| 0.00250959756416946 |
| 0.00833776732252895 |
| 0.0167941246170185 |
| -0.0142036703096840 |
| -0.00249192174523545 |
| -0.0307298356939173 |
| 0.00750860435072849 |
| -0.0113061476273988 |
| -0.00662037043041732 |
| -0.00991218598439084 |
| -0.009905269662922 |
| 0.00449630819690178 |
| 0.0021002221418568 |
| -0.000446886236046904 |
| 0.0196947735056983 |
| -0.0240373821555603 |
| -0.00574480617073648 |
| 0.00241693384317304 |
| -0.0178951956981470 |
| -0.0210021988414849 |
| 0.0146233653953599 |
| -0.0150957650183932 |
| 0.00348284116241908 |
| -0.00456928891698232 |
| -0.00540550826733649 |
| -0.00251635262635342 |
| -0.0224576858779156 |
| -0.00115544383872962 |
| 0.0451543630316878 |
| 0.00917000150366578 |
| 0.00103799947787929 |
| 0.00971757931810344 |
| -0.00102012498912990 |
| 0.0087641038925948 |
| 0.00832199565271464 |
