| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2102 | 0.1751 | 0.613 | 0.1163 | 0.0738 | -0.4067 | -0.9563 |
| (p-val) | (0.4179 ) | (0.2861 ) | (3e-04 ) | (0.7588 ) | (0.669 ) | (0.0167 ) | (0.0071 ) |
| Estimates ( 2 ) | 0.2851 | 0.1375 | 0.5757 | 0 | 0.0857 | -0.3881 | -0.95 |
| (p-val) | (0.0152 ) | (0.2149 ) | (0 ) | (NA ) | (0.6138 ) | (0.015 ) | (0.0057 ) |
| Estimates ( 3 ) | 0.2908 | 0.1599 | 0.6348 | 0 | 0 | -0.3533 | -0.8599 |
| (p-val) | (6e-04 ) | (0.1479 ) | (0 ) | (NA ) | (NA ) | (0.0882 ) | (0.0034 ) |
| Estimates ( 4 ) | 0.3302 | 0 | 0.6457 | 0 | 0 | -0.4415 | -0.7859 |
| (p-val) | (9e-04 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0023 ) | (0.1151 ) |
| Estimates ( 5 ) | 0.2997 | 0 | 0.3813 | 0 | 0 | -0.3556 | 0 |
| (p-val) | (0.0109 ) | (NA ) | (0.0012 ) | (NA ) | (NA ) | (0.0272 ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 2.63383023906365e-07 |
| -2.12724957341461e-06 |
| 1.11145990158439e-06 |
| 6.06446785057319e-06 |
| -1.37588507896428e-05 |
| 1.20738295666909e-06 |
| 6.92228925384252e-06 |
| -1.57535723513145e-05 |
| 1.68823239834255e-05 |
| -1.19397763501339e-05 |
| 1.43928472175625e-05 |
| 1.34886080132243e-07 |
| -1.07630020966675e-05 |
| -3.06161526716000e-05 |
| -1.30911272715202e-05 |
| -9.06365005929178e-06 |
| 1.52988099592148e-06 |
| 2.53441970486608e-05 |
| -4.29554295931197e-06 |
| -1.48551521099363e-05 |
| -1.60348682631196e-05 |
| -2.27073138096518e-05 |
| 1.12905122342851e-05 |
| -6.2329561760363e-06 |
| -3.04759110044193e-05 |
| 4.46018796097233e-05 |
| -1.75993774573041e-06 |
| 9.41069528084842e-06 |
| -2.23459939490042e-05 |
| -1.81141837482745e-06 |
| -2.06462591808771e-05 |
| -1.09187103837244e-05 |
| -1.00481870320785e-05 |
| 5.88137172185396e-06 |
| 3.33988812928877e-05 |
| -1.07447499300917e-05 |
| -2.40014685786465e-05 |
| -2.04806602781412e-05 |
| 8.55237717499551e-06 |
| 1.18322020693733e-05 |
| -4.00987450860678e-06 |
| -6.94507772718998e-06 |
| 4.70242017595275e-06 |
| 3.20026093772931e-05 |
| -8.8713772665134e-06 |
| -1.2599125574824e-05 |
| 1.22616139016723e-05 |
| -1.55732486160653e-05 |
| 2.80852245003877e-07 |
| -5.9767032270486e-06 |
| -1.19811342898369e-05 |
| -1.92569683179217e-05 |
| 9.82114201369398e-06 |
| -2.38366599506079e-05 |
| 7.34804806744506e-06 |
| 5.22690443500935e-06 |
| -6.77254891631298e-06 |
| 1.25580047881986e-05 |
| -9.9105930620492e-07 |
| -8.37705071613006e-06 |
| -4.60965879429323e-06 |
