| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1136 | -0.1387 | -0.1175 | 0.3918 | -0.7604 | -0.2201 | 0.9998 |
| (p-val) | (0.9114 ) | (0.6629 ) | (0.6783 ) | (0.6995 ) | (2e-04 ) | (0.2764 ) | (0.018 ) |
| Estimates ( 2 ) | 0 | -0.1724 | -0.0914 | 0.3051 | -1.2031 | -0.1211 | 1.1808 |
| (p-val) | (NA ) | (0.2359 ) | (0.4836 ) | (0.0212 ) | (0 ) | (0.5428 ) | (0.003 ) |
| Estimates ( 3 ) | 0 | -0.1571 | -0.0966 | 0.3093 | -0.7544 | 0 | 1 |
| (p-val) | (NA ) | (0.2748 ) | (0.461 ) | (0.0187 ) | (2e-04 ) | (NA ) | (4e-04 ) |
| Estimates ( 4 ) | 0 | -0.1635 | 0 | 0.2943 | -0.7579 | 0 | 1 |
| (p-val) | (NA ) | (0.2605 ) | (NA ) | (0.0221 ) | (2e-04 ) | (NA ) | (4e-04 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0.3407 | -0.0023 | 0 | -0.0053 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0112 ) | (0.9997 ) | (NA ) | (0.9993 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0.3406 | 0 | 0 | -0.008 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0091 ) | (NA ) | (NA ) | (0.9618 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0.3414 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0084 ) | (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 |
| 0.00103686815394173 |
| 0.00834733710937131 |
| -0.000708423765095596 |
| 0.00262098107540149 |
| 0.0411730323086628 |
| -0.00944748503978113 |
| -0.013282257092925 |
| -0.0088093647157665 |
| 0.00776321748258574 |
| 0.0240625190249336 |
| -0.00763295984706111 |
| 0.0351828504936167 |
| 0.00600781555264014 |
| -0.000172280933009928 |
| -0.0210296406360528 |
| -0.00820563768032223 |
| 0.00435941313682005 |
| 0.00584131789445553 |
| 0.00497043021134265 |
| -0.00678359437052101 |
| 0.00467641420268679 |
| 0.0136179099397524 |
| 0.0226511936503071 |
| 0.0149363123865304 |
| -0.0204315026230477 |
| 0.00131385194351741 |
| 0.00945254455627784 |
| -0.0175207153928429 |
| -0.0072762968860235 |
| -0.0265594742099779 |
| 0.0019868108879175 |
| 0.0134292485961111 |
| -0.00654551770794553 |
| -0.011031404902828 |
| -0.0088400881963362 |
| 0.00712082651500491 |
| 0.0112387333894 |
| -0.0130709683143993 |
| 0.00910887590978163 |
| 0.010716255920016 |
| 0.0236100970199835 |
| -0.0148164459914652 |
| 0.00684633405440953 |
| 0.00469581384118053 |
| -0.00618588397347278 |
| -0.00433071008706893 |
| 0.0160760484927887 |
| 0.012466731551205 |
| -0.0156604899484633 |
| 0.0093075757360773 |
| 0.00589888550477304 |
| 0.0127344545354948 |
| -0.00438535745468729 |
| -0.00346115608252481 |
| 0.016966335427921 |
| -0.0107001865512328 |
| 0.0180781778934584 |
| 0.0111193613881204 |
| 0.0199920464351579 |
| -0.0125410311365287 |
