| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0396 | 0.053 | -0.2335 | -0.5069 | 0.3133 | 0.0454 | -0.9999 |
| (p-val) | (0.9245 ) | (0.8262 ) | (0.1989 ) | (0.1882 ) | (0.1781 ) | (0.8735 ) | (0.038 ) |
| Estimates ( 2 ) | 0 | 0.068 | -0.2313 | -0.5394 | 0.3263 | 0.035 | -0.9992 |
| (p-val) | (NA ) | (0.7028 ) | (0.2063 ) | (6e-04 ) | (0.0839 ) | (0.8948 ) | (0.0405 ) |
| Estimates ( 3 ) | 0 | 0.0701 | -0.2403 | -0.5393 | 0.3263 | 0 | -0.9992 |
| (p-val) | (NA ) | (0.6918 ) | (0.1568 ) | (6e-04 ) | (0.0824 ) | (NA ) | (0.0588 ) |
| Estimates ( 4 ) | 0 | 0 | -0.2486 | -0.5202 | 0.3402 | 0 | -0.995 |
| (p-val) | (NA ) | (NA ) | (0.1388 ) | (4e-04 ) | (0.0729 ) | (NA ) | (0.4184 ) |
| Estimates ( 5 ) | 0 | 0 | -0.1153 | -0.5266 | -0.4429 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.5068 ) | (3e-04 ) | (0.0089 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -0.5416 | -0.4638 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (4e-04 ) | (0.0044 ) | (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 |
| -0.0164428750860242 |
| -0.0155316830301091 |
| 0.000555690342322278 |
| 0.0192529514716729 |
| 0.000341437928415437 |
| 0.0180551962895798 |
| -0.00765802724657525 |
| -0.00248848383076293 |
| -0.0208592287729741 |
| 0.0087037151357579 |
| -0.00267552522629808 |
| 0.010558473651389 |
| 0.00891578276748891 |
| -0.018526063783042 |
| -0.00376896212356254 |
| -0.0042143690864373 |
| -0.00758193341077115 |
| -9.62879279936364e-05 |
| 0.00681333881514277 |
| -0.0110458049673159 |
| -0.0111191573854435 |
| 0.0117444784424985 |
| -0.00522399143108687 |
| -0.00249707310343726 |
| -0.0128355239914665 |
| -0.00229753876882602 |
| -0.0099400211820948 |
| -0.00498635481456567 |
| 0.0124439844726643 |
| 0.000978553827419401 |
| -0.000890543562633183 |
| 0.00550158793481259 |
| 0.0239904568224762 |
| 0.0137701166693986 |
| -0.0192624688709806 |
| 0.0142543162236333 |
| 0.00190332675368943 |
| 0.0109287315907292 |
| 0.0221665853926876 |
| 0.000722330375253933 |
