| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.3531 | 0.0262 | -0.1093 | -0.7119 | 1.2172 | -0.2631 | -0.8439 |
| (p-val) | (0.297 ) | (0.8918 ) | (0.5824 ) | (0.0242 ) | (0.3091 ) | (0.66 ) | (0.5422 ) |
| Estimates ( 2 ) | 0.3418 | 0 | -0.1075 | -0.6922 | 1.783 | -0.5306 | -1.363 |
| (p-val) | (0.3241 ) | (NA ) | (0.5837 ) | (0.0226 ) | (0.6809 ) | (0.7931 ) | (0.7588 ) |
| Estimates ( 3 ) | 0.3487 | 0 | -0.1039 | -0.6997 | 0.6341 | 0 | -0.2339 |
| (p-val) | (0.3044 ) | (NA ) | (0.6114 ) | (0.0175 ) | (0.1377 ) | (NA ) | (0.6616 ) |
| Estimates ( 4 ) | 0.4137 | 0 | -0.0598 | -0.7538 | 0.4408 | 0 | 0 |
| (p-val) | (0.1971 ) | (NA ) | (0.751 ) | (0.0069 ) | (0.0082 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.4699 | 0 | 0 | -0.8095 | 0.4292 | 0 | 0 |
| (p-val) | (0.1188 ) | (NA ) | (NA ) | (8e-04 ) | (0.0086 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -0.3758 | 0.3955 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0418 ) | (0.0145 ) | (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 |
| -2.01805684748921e-07 |
| -5.15387327116155e-06 |
| 5.04921158880016e-06 |
| 1.14041000089443e-05 |
| -8.57316175939097e-06 |
| 1.20547208442990e-05 |
| 3.15572210635454e-06 |
| 1.36180861334271e-06 |
| 7.60043679890655e-06 |
| 6.7675733468169e-06 |
| 1.21006581591761e-06 |
| 4.01637909989832e-06 |
| 3.53473392996412e-06 |
| 1.97175245495408e-06 |
| 2.23774456426201e-06 |
| -2.47465701052546e-06 |
| -5.20438400967327e-06 |
| -1.33782672164712e-06 |
| -2.67712338468081e-06 |
| -4.13118716397002e-07 |
| -2.78394131061206e-06 |
| 5.69735085592484e-06 |
| -2.24218588550873e-06 |
| 6.86867953014564e-06 |
| 2.70173491474989e-06 |
| -1.80970003414973e-05 |
| -8.84244430472015e-06 |
| -4.19971039409458e-06 |
| 4.20605103359982e-06 |
| 8.88292871975644e-07 |
| 6.01464901173664e-06 |
| -2.10146298741200e-06 |
| 4.04266131772999e-07 |
| -2.07849625292519e-07 |
| 6.26806397636973e-06 |
| -1.76923501927482e-06 |
| -6.5271193606285e-06 |
| -6.04530260267594e-06 |
| 1.17935147239252e-05 |
| -2.39398549017471e-06 |
| 3.1369625635529e-06 |
| -1.19227641317814e-06 |
| -1.73041722724500e-06 |
| -9.27565354597288e-06 |
| 5.04429197947876e-06 |
| -1.43764732859884e-06 |
| 5.46513691573253e-07 |
