| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.159 | 0.3153 | 0.524 | 0.3125 | -0.1571 | 0.1106 | -0.2221 |
| (p-val) | (0.59 ) | (0.2048 ) | (0.0016 ) | (0.3687 ) | (0.9912 ) | (0.9854 ) | (0.9872 ) |
| Estimates ( 2 ) | -0.1591 | 0.3139 | 0.5239 | 0.3122 | 0 | 0.1759 | -0.3761 |
| (p-val) | (0.5842 ) | (0.0452 ) | (6e-04 ) | (0.3647 ) | (NA ) | (0.3956 ) | (0.113 ) |
| Estimates ( 3 ) | 0 | 0.277 | 0.4864 | 0.1414 | 0 | 0.1777 | -0.38 |
| (p-val) | (NA ) | (0.0452 ) | (7e-04 ) | (0.3557 ) | (NA ) | (0.3912 ) | (0.1114 ) |
| Estimates ( 4 ) | 0 | 0.2813 | 0.4657 | 0.1453 | 0 | 0 | -0.339 |
| (p-val) | (NA ) | (0.0415 ) | (0.001 ) | (0.3321 ) | (NA ) | (NA ) | (0.1175 ) |
| Estimates ( 5 ) | 0 | 0.2963 | 0.4687 | 0 | 0 | 0 | -0.3908 |
| (p-val) | (NA ) | (0.0346 ) | (0.0012 ) | (NA ) | (NA ) | (NA ) | (0.0728 ) |
| Estimates ( 6 ) | 0 | 0.2127 | 0.3879 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.1108 ) | (0.0058 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0.4424 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0016 ) | (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 |
| 3.93412375970333e-07 |
| 0.000108232757060403 |
| 7.03543539189384e-05 |
| 0.000117729200488866 |
| 2.99465765359042e-05 |
| -5.47848598444469e-05 |
| 3.69881847070792e-05 |
| -2.14417644764466e-05 |
| -0.000174532670320473 |
| 7.99099764402353e-05 |
| -7.69619548506895e-05 |
| 0.000101490764420640 |
| 9.82420302830915e-05 |
| 0.000125586177201521 |
| 1.62878352720288e-05 |
| -1.12958724502656e-05 |
| 6.24238488932799e-05 |
| 4.23850069543487e-05 |
| 2.12351823278904e-05 |
| 7.0198921503335e-05 |
| 4.44474790283005e-05 |
| 5.18442917063213e-05 |
| -5.53824534123617e-05 |
| -4.85764883227352e-05 |
| 5.41654287628328e-05 |
| -0.000101965184046082 |
| -2.89220988036285e-05 |
| -3.52841174990449e-05 |
| -5.2649788974272e-05 |
| -3.86763264072007e-05 |
| 7.04574648465877e-05 |
| -0.000104621085543154 |
| -6.34460820787472e-06 |
| 9.22090469882687e-05 |
| 2.92387921953840e-05 |
| 6.4926396619938e-05 |
| -0.000123759244005106 |
| 7.90396618739505e-05 |
| 0.000105574419555391 |
| 3.26443618867958e-06 |
| 4.42487292938863e-05 |
| 5.61739658723339e-05 |
| 9.76867377750597e-05 |
| 0.000105526104797458 |
| 8.85419786440659e-06 |
| -0.000220409314137872 |
| -0.000157297424322304 |
| 6.50782702129066e-05 |
| 4.10434441696105e-05 |
