| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0064 | 0.4543 | 0.5035 | 0.3335 | 0.1405 | -0.1578 | -0.9999 |
| (p-val) | (0.9784 ) | (0.0042 ) | (2e-04 ) | (0.221 ) | (0.3484 ) | (0.3042 ) | (1e-04 ) |
| Estimates ( 2 ) | 0 | 0.4512 | 0.5011 | 0.3271 | 0.1405 | -0.1577 | -1.0002 |
| (p-val) | (NA ) | (0 ) | (0 ) | (0.0131 ) | (0.3483 ) | (0.304 ) | (1e-04 ) |
| Estimates ( 3 ) | 0 | 0.4564 | 0.5126 | 0.3363 | 0 | -0.1875 | -1 |
| (p-val) | (NA ) | (0 ) | (0 ) | (0.0101 ) | (NA ) | (0.1949 ) | (0.007 ) |
| Estimates ( 4 ) | 0 | 0.4372 | 0.5243 | 0.2779 | 0 | 0 | -1 |
| (p-val) | (NA ) | (0 ) | (0 ) | (0.0239 ) | (NA ) | (NA ) | (0.0011 ) |
| 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 ) |
| Estimated ARIMA Residuals |
| Value |
| 4.38286530113361e-07 |
| 4.89061633371374e-05 |
| 1.67265345533732e-05 |
| 1.37894550531681e-06 |
| -6.8042996595898e-05 |
| -5.3158085315235e-06 |
| 7.19293424095167e-06 |
| -8.1802518523442e-06 |
| 2.81246745274391e-05 |
| -1.07378248659871e-05 |
| -1.17646115611273e-05 |
| 1.36283414744172e-05 |
| 1.02445938004814e-05 |
| 1.65372868358445e-05 |
| 7.00932212243953e-06 |
| 3.61909923845820e-05 |
| -1.35766053162004e-05 |
| 3.94152454119291e-06 |
| 5.17586566693997e-06 |
| -2.61867212484896e-05 |
| 9.51352823646371e-05 |
| -2.02658689338797e-05 |
| 3.47655961053665e-06 |
| -1.28573477729784e-05 |
| -3.32273426796430e-05 |
| 2.19773141374728e-05 |
| 1.31467562598063e-05 |
| -4.32453068957603e-05 |
| -6.51854100768632e-05 |
| 3.39930010620256e-05 |
| -1.62269121388263e-05 |
| -4.13219376247184e-05 |
| -7.63874811343553e-05 |
| 3.57981866302331e-05 |
| 4.83981922932459e-05 |
| 4.38263660561688e-05 |
| -3.39356794455244e-05 |
| -2.35115967581124e-06 |
| 2.11767077215946e-06 |
| 1.62485862455450e-05 |
| -4.74682615718288e-06 |
| 3.27817122244229e-05 |
| -5.25736345316916e-05 |
| 3.79327739482647e-05 |
| -2.17703633091116e-05 |
| -3.06719024846608e-06 |
| 4.60255502102123e-05 |
| -2.71568681913542e-05 |
| -4.60517410067598e-05 |
| -2.35958911375903e-05 |
| 6.09369573479348e-06 |
| -1.64074082797469e-05 |
| 3.76048600688543e-05 |
| -4.50367079885662e-05 |
| -8.2453741012431e-06 |
| 4.31298882102447e-06 |
| -3.06644842030854e-05 |
| -5.15916808903879e-06 |
| -4.23357597323296e-06 |
| -7.67043750451449e-06 |
| -5.69013786316641e-06 |
| -4.02284504670001e-05 |
| 2.12175156220227e-05 |
| 2.09435852341699e-05 |
| 2.27083108709056e-05 |
| -1.94803103309229e-05 |
| -5.6960976312441e-06 |
| -6.3915013606134e-05 |
| -4.51663042721391e-05 |
