| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.3194 | 0.3166 | 0.1761 | -0.1007 | 0.2889 | 0.0108 | -0.9999 |
| (p-val) | (0.6711 ) | (0.1955 ) | (0.6026 ) | (0.8957 ) | (0.0737 ) | (0.9447 ) | (0.005 ) |
| Estimates ( 2 ) | 0.3278 | 0.3159 | 0.1715 | -0.1063 | 0.2873 | 0 | -1 |
| (p-val) | (0.6697 ) | (0.2108 ) | (0.6178 ) | (0.8928 ) | (0.072 ) | (NA ) | (0.0064 ) |
| Estimates ( 3 ) | 0.2262 | 0.347 | 0.2127 | 0 | 0.2901 | 0 | -1 |
| (p-val) | (0.0391 ) | (0.001 ) | (0.078 ) | (NA ) | (0.0675 ) | (NA ) | (0.0116 ) |
| Estimates ( 4 ) | 0.3111 | 0.3837 | 0 | 0 | 0.4168 | 0 | -0.9997 |
| (p-val) | (0.0021 ) | (3e-04 ) | (NA ) | (NA ) | (0.0039 ) | (NA ) | (0.0075 ) |
| 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 ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (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 |
| 6.36370957016677e-06 |
| 6.79181591707136e-05 |
| 0.000257217011627749 |
| -0.000219233775821513 |
| -1.06352010388675e-06 |
| 0.000528755413560844 |
| 4.3010908073163e-05 |
| 0.000332435275981345 |
| 0.00028700637116566 |
| 0.000149273840964399 |
| -6.49301239472753e-06 |
| -0.000285201193543707 |
| -0.000351255311450684 |
| -9.85242366481708e-05 |
| 0.000295862253863361 |
| -0.000234982752854308 |
| -7.47943691664368e-05 |
| 3.77578711970517e-05 |
| 0.000166483239012079 |
| -0.000162719496529976 |
| 4.98779813221367e-05 |
| -0.000124807132389032 |
| 0.000485326271639246 |
| 0.000441507641497086 |
| 9.95194227697645e-05 |
| 0.000479341429455046 |
| -0.000363317243485774 |
| -2.18205787032879e-05 |
| 0.000520529815578381 |
| 0.000550871525872856 |
| -6.73789487939324e-05 |
| 0.000131139513336703 |
| 5.0412615736106e-05 |
| 0.000295172646290927 |
| 0.000300936875518321 |
| -0.000260552983196245 |
| -0.000183523129415822 |
| -4.87588039973139e-05 |
| -6.11913449059198e-05 |
| -0.000137057782328319 |
| 0.000219858221633899 |
| -0.000850861894694608 |
| 0.00060709768896168 |
| 0.000189465850139976 |
| -0.00029468060393952 |
| -0.000274826450314269 |
| 0.000541955136894342 |
| 0.000175086585132785 |
| 0.000658224391075583 |
| 4.90962911978437e-05 |
| -0.000227296947002287 |
| 4.88286384999254e-05 |
| -0.000188384660195318 |
| 1.98260771938039e-05 |
| 9.42342614750648e-05 |
| 0.000445184532419148 |
| 0.000304170291991172 |
| 0.000181251526360605 |
| 5.74816420996364e-06 |
| -0.00054085980713701 |
| 0.000287208895038679 |
| -8.50682193540849e-05 |
| 8.13699548064071e-05 |
| 0.000509741346743757 |
| -1.64266655912585e-05 |
| 0.000775511882571083 |
| -0.000422822361557382 |
| -0.000469290367385308 |
| -0.000389889555194752 |
| 0.000280677588182216 |
| -0.000160651219862462 |
| 0.000342294095923665 |
| 0.000339381887852226 |
| 0.000222018763987193 |
| 0.000140948855750268 |
| -4.15312668459422e-05 |
| 8.57275048530531e-05 |
| 0.00101544270497398 |
| -0.000306947559964678 |
| -0.000170464744695534 |
| -0.000103586084843516 |
| 0.000142793148375744 |
| -7.7383197301071e-05 |
| -0.000290112646313162 |
| -0.000157843267457182 |
| -5.98623885003382e-06 |
| -5.33356929118646e-05 |
| -0.000190205488147152 |
