| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3229 | 0.937 | 0.368 | 0.9822 | -0.1307 | -0.0311 | -0.4373 |
| (p-val) | (0.001 ) | (0 ) | (0 ) | (0 ) | (0.6113 ) | (0.8474 ) | (0.0769 ) |
| Estimates ( 2 ) | -0.3247 | 0.9378 | 0.369 | 0.9829 | -0.0937 | 0 | -0.473 |
| (p-val) | (8e-04 ) | (0 ) | (0 ) | (0 ) | (0.5644 ) | (NA ) | (0.0017 ) |
| Estimates ( 3 ) | -0.32 | 0.9411 | 0.362 | 0.9869 | 0 | 0 | -0.5385 |
| (p-val) | (8e-04 ) | (0 ) | (0 ) | (0 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
| 0.00477009166587944 |
| 0.00715420494180233 |
| 0.0326564399388272 |
| 0.0142528017254186 |
| -0.0148829286808569 |
| -0.0167333171169526 |
| 0.0539587618953586 |
| 0.0572032882233059 |
| 0.0170879982424757 |
| 0.012509748093225 |
| -0.0253550749271803 |
| -0.0268168886368788 |
| 0.0657527263647704 |
| 0.0770049640679455 |
| -0.0170753100466402 |
| 0.0455325028622491 |
| -0.0283425084653832 |
| 0.106622198687185 |
| -0.0628286144806802 |
| -0.0314441556493592 |
| -0.00573712313378433 |
| 0.0108894136683581 |
| 0.0226238792481803 |
| 0.0594756899731021 |
| -0.0268509750861044 |
| 0.0167236120148869 |
| -0.00379003675389631 |
| -0.0590569473612302 |
| -0.0338222851388612 |
| 0.0317689482467836 |
| 0.0825412726972132 |
| -0.0238514475631579 |
| 0.0289253491798049 |
| -0.045663423131148 |
| 0.0328135363730369 |
| 0.041244419142716 |
| -0.0176290888972356 |
| -0.0219589000707024 |
| -0.0506911319311336 |
| 0.0556853996088142 |
| 0.0885531280563663 |
| -0.00250646241084131 |
| -0.0721944549036998 |
| -0.0254822723566341 |
| 0.00751785063124684 |
| -0.0231349180262101 |
| -0.00565349402331872 |
| -0.0404702536707888 |
| -0.0384677996064954 |
| -0.0111522278405248 |
| -0.108691059292992 |
| 0.0450289565825547 |
| 0.0302105832028278 |
| 0.0479478371610768 |
| 0.0285201037889176 |
| 0.0677657408812416 |
| -0.0442790725143279 |
| -0.00841799460151233 |
| -0.015632514944304 |
| 0.021765631517441 |
| -0.00674122295470544 |
| 0.0510006513435926 |
| -0.0107564912101708 |
| -0.0357465080577685 |
| 0.0160424367942767 |
| 0.0230409924024002 |
| 0.0414343492701973 |
| 0.0662138558377494 |
| -0.0401147422476738 |
| 0.011523042949892 |
| -0.0110934510627744 |
| -0.00655557134328611 |
| 0.0261143685708331 |
| 0.0135457301998551 |
| 0.00088319729259906 |
| -0.0176270774442881 |
| -0.010682704621282 |
| 0.0167624056477843 |
| 0.0347922717318967 |
| -0.00643879926369848 |
| -0.00672332171311758 |
| -0.00896210084862397 |
| -0.0291003661972169 |
| 0.00986358209075558 |
| -0.0114076170669281 |
| -0.000905548323423143 |
| -0.0164433421654999 |
| 0.0192039571367314 |
| -0.00589518381947718 |
| 0.0126407173316136 |
| 0.0279001155321716 |
| -0.0013962879817149 |
| 0.0198516552903227 |
| -0.00731976863124831 |
| -0.0240291250593679 |
| -0.000811989877124803 |
| -0.0348309943898914 |
| -0.0249730390735238 |
| -0.0373698268187282 |
| -0.0324242315301622 |
| -0.0337052343091106 |
| 0.0231457729256623 |
| 0.0290698433079592 |
| 0.0285322566838909 |
| 0.0424500066229004 |
| -0.0708764639046823 |
| -0.00548734796666123 |
| -0.00910940200751165 |
| -0.0346887740530983 |
| 0.0316612907905655 |
| 0.0172941800366295 |
| 0.0272170747082377 |
| 0.0124081250440428 |
| 0.0351890813756854 |
| -0.0416227061718127 |
| 0.023831316191343 |
| 0.0223400695322025 |
| -0.00304307643310634 |
| -0.00416188769072131 |
| 0.0275649436194444 |
| 0.0162112964636052 |
| 0.000696222315446262 |
| -0.018031986178722 |
| -0.0841881453411113 |
| 0.0908532777653469 |
| 0.0252311464813282 |
| -0.0223368359180631 |
| 0.0111640930046829 |
| -0.0273889049550828 |
| -0.00680869180124821 |
| 0.0387248272111261 |
| -0.0259105688134846 |
| -0.0101940054678399 |
