| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4751 | 0.3307 | -0.1928 | -0.9982 | -0.4264 | -0.2255 | -0.1679 |
| (p-val) | (0.0062 ) | (0.0964 ) | (0.3052 ) | (0 ) | (0.7037 ) | (0.5771 ) | (0.8998 ) |
| Estimates ( 2 ) | 0.4811 | 0.3245 | -0.1946 | -0.9837 | -0.5771 | -0.2697 | 0 |
| (p-val) | (0.0041 ) | (0.077 ) | (0.2908 ) | (0 ) | (0.0096 ) | (0.1981 ) | (NA ) |
| Estimates ( 3 ) | 0.467 | 0.2288 | 0 | -1.0055 | -0.4849 | -0.1806 | 0 |
| (p-val) | (0.0057 ) | (0.1707 ) | (NA ) | (0 ) | (0.0164 ) | (0.3658 ) | (NA ) |
| Estimates ( 4 ) | 0.4771 | 0.2149 | 0 | -1.0058 | -0.4106 | 0 | 0 |
| (p-val) | (0.0037 ) | (0.1839 ) | (NA ) | (0 ) | (0.0177 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.604 | 0 | 0 | -1.0153 | -0.3488 | 0 | 0 |
| (p-val) | (1e-04 ) | (NA ) | (NA ) | (0 ) | (0.0534 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0.6725 | 0 | 0 | -1.0027 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (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 |
| 0.000215474585494981 |
| -0.00304375272193796 |
| 0.000104010522857560 |
| 0.00159499880662245 |
| -0.00367127455683397 |
| 0.00203212495362902 |
| 0.000476003812525145 |
| 0.000834071551179147 |
| 0.00257114609236017 |
| 0.00216932439961928 |
| 0.000971587627096151 |
| 0.000828202510120518 |
| 0.00225596936579682 |
| 0.000546442659629487 |
| 0.00142731555237305 |
| -0.000395896991382792 |
| -0.000262010883547462 |
| -0.000481536023692688 |
| -0.00012246079660501 |
| 0.000965940029900976 |
| -0.000959428346751352 |
| 0.00138359527314460 |
| -2.41857931605229e-05 |
| 0.00137147682168473 |
| 0.000971104048685257 |
| -0.00258866527305445 |
| -0.00212194620067867 |
| -0.00193579539004451 |
| 0.0026907370947756 |
| -0.00115349566836246 |
| 0.00165193695029702 |
| -0.000660881123520024 |
| -0.000828787959459659 |
| -0.00133820066771112 |
| 0.0017631989465214 |
| -0.00134364844360297 |
| -0.00187852179118904 |
| -0.00125123680844828 |
| 0.00280049003987068 |
| -0.00100854865098025 |
| 0.00177314178265452 |
| -0.00102854190564954 |
| -0.000813606574107489 |
| -0.0031934268356611 |
| 0.00134449729223071 |
| -0.00190136779437697 |
| 3.90723455561403e-05 |
