| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0927 | 0.1968 | 0.6836 | 0.1687 | -0.0589 | -0.6217 | -0.6409 |
| (p-val) | (0.6597 ) | (0.1931 ) | (0 ) | (0.6023 ) | (0.8616 ) | (7e-04 ) | (0.5299 ) |
| Estimates ( 2 ) | 0.103 | 0.2051 | 0.6865 | 0.1772 | 0 | -0.6015 | -0.8467 |
| (p-val) | (0.6042 ) | (0.1716 ) | (0 ) | (0.581 ) | (NA ) | (1e-04 ) | (0.0736 ) |
| Estimates ( 3 ) | 0 | 0.2664 | 0.7165 | 0.31 | 0 | -0.6161 | -0.774 |
| (p-val) | (NA ) | (0.028 ) | (0 ) | (0.0419 ) | (NA ) | (0 ) | (0.3864 ) |
| Estimates ( 4 ) | 0 | 0.1202 | 0.5507 | 0.3057 | 0 | -0.5873 | 0 |
| (p-val) | (NA ) | (0.3412 ) | (1e-04 ) | (0.0446 ) | (NA ) | (2e-04 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0.5589 | 0.2784 | 0 | -0.5769 | 0 |
| (p-val) | (NA ) | (NA ) | (1e-04 ) | (0.0431 ) | (NA ) | (4e-04 ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 9.57402756144433e-08 |
| -1.23912451684754e-05 |
| -5.96973409268953e-07 |
| -4.93363055918959e-06 |
| -1.41499098266533e-05 |
| 2.31904311334582e-05 |
| 1.59983486899536e-06 |
| 3.43339113119806e-06 |
| -9.182471647276e-06 |
| -2.58406218019428e-06 |
| -1.10735542543520e-05 |
| 2.72055165444231e-07 |
| -4.24860772988267e-06 |
| 6.02405668678292e-06 |
| 3.77013386226911e-06 |
| -3.33537267867485e-06 |
| -4.26821738262014e-06 |
| -1.22636620372060e-05 |
| 5.67817716356105e-06 |
| 1.06519436811634e-06 |
| -1.09457327815682e-07 |
| -1.08330757234644e-05 |
| 4.58686919359239e-06 |
| 1.59538482532334e-05 |
| -4.61397495170856e-07 |
| -1.06848675260218e-05 |
| -2.20074435472572e-06 |
| -4.57559500922267e-06 |
| 2.68393588270288e-06 |
| 7.11800553275053e-06 |
| -7.8805217243871e-06 |
| -1.27050793955654e-05 |
| 4.69881141542528e-06 |
| -8.82402142722479e-06 |
| -4.06599165154705e-06 |
| -9.47319477466771e-06 |
| -9.3425178472175e-07 |
| 6.91479132770089e-06 |
| -5.28252531646909e-06 |
| -1.74957221367552e-06 |
| -4.43791436075886e-06 |
| -6.05233609443913e-06 |
| 6.32716511295596e-06 |
| 5.52692296429291e-06 |
| -9.05437364079068e-07 |
| -3.28863990757768e-06 |
| 2.29328087248738e-06 |
| -3.31855089097093e-06 |
| 5.1770326057397e-07 |
