| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0835 | -0.0547 | -0.0282 | -1 | -0.7733 | -0.0255 | 0.8133 |
| (p-val) | (0.5346 ) | (0.6777 ) | (0.8322 ) | (0 ) | (0.8987 ) | (0.9389 ) | (0.8968 ) |
| Estimates ( 2 ) | 0.0845 | -0.0538 | -0.0266 | -1 | -0.9201 | 0 | 1.0001 |
| (p-val) | (0.5243 ) | (0.6815 ) | (0.8392 ) | (0 ) | (0 ) | (NA ) | (0.2424 ) |
| Estimates ( 3 ) | 0.087 | -0.0552 | 0 | -1 | -0.9171 | 0 | 1.0002 |
| (p-val) | (0.5109 ) | (0.6737 ) | (NA ) | (0 ) | (0 ) | (NA ) | (0.2657 ) |
| Estimates ( 4 ) | 0.0845 | 0 | 0 | -1 | -0.919 | 0 | 1.0001 |
| (p-val) | (0.5235 ) | (NA ) | (NA ) | (0 ) | (0 ) | (NA ) | (0.3145 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -1 | -0.9171 | 0 | 0.9954 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (1e-04 ) | (NA ) | (0.3368 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -1 | 0.0385 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.7684 ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | -1 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
| -0.00191853889532074 |
| -3.03572438546684e-06 |
| -1.75267921594655e-06 |
| -1.23933213549827e-06 |
| -9.59982864549172e-07 |
| 0.00912114285802458 |
| 0.0354627396600902 |
| -0.00667713534954044 |
| -0.00588868033649098 |
| -0.00526699614176858 |
| -0.00476422977356347 |
| -0.00434917976885568 |
| -0.00386024105022839 |
| -0.00359299156890321 |
| -0.00336036826904655 |
| -0.00315604816023797 |
| -0.00297516001114657 |
| -0.00318907337789424 |
| -0.00415222094108715 |
| -0.00244446243807366 |
| -0.00233050324105847 |
| -0.00222669867652449 |
| -0.00213174905979980 |
| -0.00204456746966447 |
| -0.00196423791432873 |
| -0.00188998299622191 |
| -0.00182113865068609 |
| -0.00175713421636223 |
| -0.00169747656881910 |
| -0.00164173738259052 |
| -0.00158954282478723 |
| -0.00154056515538547 |
| -0.00149451583493355 |
| -0.00145113983321074 |
| -0.00141021090155030 |
| -0.00137152762368963 |
| 0.0874718081737314 |
| 0.00623048718843031 |
| -0.00380151434230466 |
| -0.00370754771873532 |
| -0.00361811474245473 |
| 0.00635004042952394 |
| 0.00620391617497524 |
| -0.00382380606562164 |
| 0.00615093242587343 |
| -0.00387442915199157 |
| -0.00379278821185672 |
| 0.00618283852537492 |
| 0.00262335114448856 |
| -0.00427656751769532 |
| 0.00609161030214667 |
| -0.00392965963249606 |
| -0.00385614971352648 |
| -0.00416730212123377 |
| -0.00409215834443484 |
| 0.00627424592909866 |
| -0.00413046057602454 |
| -0.00367760110441939 |
| -0.00361574904629497 |
