| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2292 | 0.0665 | 0.3071 | 0.2015 | 0.3725 | -0.2166 | -0.9504 |
| (p-val) | (0.2545 ) | (0.4717 ) | (0.0022 ) | (0.3184 ) | (0.0072 ) | (0.0702 ) | (0.0506 ) |
| Estimates ( 2 ) | -0.2559 | 0 | 0.2902 | 0.214 | 0.3847 | -0.2156 | -1 |
| (p-val) | (0.2166 ) | (NA ) | (0.0031 ) | (0.2797 ) | (8e-04 ) | (0.0661 ) | (0.1072 ) |
| Estimates ( 3 ) | -0.0494 | 0 | 0.2878 | 0 | 0.3877 | -0.2134 | -0.9593 |
| (p-val) | (0.5893 ) | (NA ) | (0.005 ) | (NA ) | (0.0051 ) | (0.0761 ) | (0.1013 ) |
| Estimates ( 4 ) | 0 | 0 | 0.2813 | 0 | 0.3835 | -0.2217 | -0.9962 |
| (p-val) | (NA ) | (NA ) | (0.0052 ) | (NA ) | (7e-04 ) | (0.0583 ) | (0.1673 ) |
| Estimates ( 5 ) | 0 | 0 | 0.3643 | 0 | -0.2848 | -0.2687 | 0 |
| (p-val) | (NA ) | (NA ) | (1e-04 ) | (NA ) | (0.0085 ) | (0.0123 ) | (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 |
| 0.000932570451110904 |
| -0.0179350912823047 |
| -0.00389748590878778 |
| 0.00148645858051572 |
| -0.00392751698943547 |
| -0.0114663956025524 |
| 0.0259553424630215 |
| 0.000929185042780768 |
| -0.00152130367827873 |
| -0.0053362261282204 |
| -0.0204564021147283 |
| -0.0473018674625519 |
| -0.0294967858047081 |
| -0.00870674267251415 |
| -0.0116632876515646 |
| 0.00908187458883646 |
| 0.021274503562833 |
| -0.0325544368479944 |
| 0.00605816506637759 |
| -0.0127075981251901 |
| 0.00808418610595929 |
| -0.00576084950379804 |
| -0.0427794963255517 |
| -0.0067172143934619 |
| 0.00571838300673297 |
| -0.0170958649899139 |
| -0.00353143143803517 |
| 0.019341342694593 |
| -0.0181455179570385 |
| 0.0367663086751663 |
| -0.0376258500548689 |
| -0.0220124470932463 |
| 0.0108397766141001 |
| 0.0301412577329144 |
| -0.0139225153312025 |
| -0.0134304560764801 |
| -0.0341208403104449 |
| -0.0217593722674654 |
| -0.00194578645017292 |
| 0.0250580771465898 |
| -0.00265662260572021 |
| -0.00466926346713422 |
| 0.008687893562463 |
| 0.00538080836344976 |
| 0.00234085907680236 |
| -0.029581987334701 |
| -0.0103387903535513 |
| 0.000798151323300493 |
| -0.00384329866826504 |
| 0.000731007305010229 |
| -0.0137853407990613 |
| 0.0142151045540162 |
| 0.012394430891894 |
| 0.0180655584151956 |
| -0.0159595441189612 |
| 0.00894544372696984 |
| 0.00348053750809631 |
| -0.00536491148749547 |
| 0.00865871431502457 |
| -0.0158007827449837 |
| -0.0223926512957871 |
| -0.0138538278979174 |
| -0.00173993240737163 |
| 0.0104427592345406 |
| 0.012832977941783 |
| 0.0137822228583592 |
| -0.00350760460669922 |
| -0.000623559608613227 |
| 0.00111186364905794 |
| -0.0123322004972064 |
| -7.05988341411071e-05 |
| -0.0392913649246548 |
| -0.015086259947064 |
| 0.000745236175104745 |
| 0.013336865378545 |
| 0.0154752950053277 |
| 0.0164305292002313 |
| -0.0119027812334734 |
| 0.031819425204697 |
| 0.0030903232133295 |
| 0.00351833624037564 |
| 0.0121125212447711 |
| -0.0167143573344598 |
| 0.000457474179278293 |
| 0.0173806737371167 |
| 0.0195119339701125 |
| 0.00154892150929775 |
| 0.00727930425706111 |
| 0.0182258567973806 |
| -0.00497368722918339 |
| 0.017848645839057 |
| -0.0135863773172936 |
| 0.0195625772695037 |
| 0.0244995534764494 |
| 0.0169843556228311 |
| -0.0146786806114507 |
| 0.0339196624179369 |
| -0.0311993667551201 |
| 0.0215953454737422 |
| 0.010624519902557 |
| -0.00923377895219689 |
| 0.0050091648571991 |
| 0.0177664464119756 |
| -0.00697898727629811 |
| 0.00433340031478951 |
| 0.00516146830006451 |
| -0.030641863677301 |
| 0.0024755686177235 |
| -0.0379495940897352 |
| 0.0090291172129512 |
| 0.0130883883073365 |
| 0.0220067888597666 |
| -0.017223688952656 |
| -0.00272502499311128 |
| -0.0366825688104698 |
| 0.0138975181214635 |
| -0.0061607377471806 |
| -0.020087561804305 |
| -0.000734905246005602 |
| -0.00623846542602318 |
| 0.000479414300358259 |
