| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.28 | 0.1326 | -0.1929 | -0.7707 | 1.2424 | -0.2677 | -0.8645 |
| (p-val) | (0.359 ) | (0.4989 ) | (0.3366 ) | (0.0095 ) | (0.1411 ) | (0.6012 ) | (0.4421 ) |
| Estimates ( 2 ) | 0.2602 | 0.12 | -0.1954 | -0.7562 | 0.7564 | 0 | -0.3446 |
| (p-val) | (0.3686 ) | (0.5271 ) | (0.3267 ) | (0.006 ) | (0.0214 ) | (NA ) | (0.4742 ) |
| Estimates ( 3 ) | 0.2056 | 0 | -0.1959 | -0.6711 | 0.7141 | 0 | -0.2671 |
| (p-val) | (0.5104 ) | (NA ) | (0.3189 ) | (0.0138 ) | (0.03 ) | (NA ) | (0.5567 ) |
| Estimates ( 4 ) | 0.2941 | 0 | -0.1379 | -0.7372 | 0.513 | 0 | 0 |
| (p-val) | (0.2995 ) | (NA ) | (0.4437 ) | (0.0034 ) | (0.002 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.4208 | 0 | 0 | -1.1525 | 0.4753 | 0 | 0 |
| (p-val) | (0.1937 ) | (NA ) | (NA ) | (6e-04 ) | (0.0037 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -0.5209 | 0.4554 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0068 ) | (0.0042 ) | (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 |
| -0.00053326563787641 |
| -0.00262502562131543 |
| 0.00029888756314112 |
| 0.00419933590086842 |
| -0.00633482353229872 |
| 0.00549680833548704 |
| 0.000972667171025448 |
| -0.000558765017088788 |
| 0.00556389754860933 |
| 0.00539477323291402 |
| 0.000794875878238812 |
| 0.00291373602927311 |
| 0.00249703136784518 |
| 0.00130751511359538 |
| 0.00334901210544922 |
| 9.1703981627736e-05 |
| -0.00206350089027199 |
| -0.000159122839868184 |
| -0.00111845051428738 |
| 0.000562101740698445 |
| -0.00231916381614672 |
| 0.00314255925811057 |
| -0.00113719436882861 |
| 0.00319725457943904 |
| 0.000804347336217046 |
| -0.00768726326219388 |
| -0.00595234139140036 |
| -0.00418137668931536 |
| 0.00144130575002206 |
| -0.000152210860217436 |
| 0.00408127776388423 |
| -0.00149784264454235 |
| 9.79787895079678e-05 |
| -0.000326174747454713 |
| 0.0040945348359123 |
| -0.000917766366413948 |
| -0.00331134331227052 |
| -0.00513132913407014 |
| 0.00679309232891736 |
| -0.00131340022738839 |
| 0.00260996679530898 |
| -0.000587076973678453 |
| -0.00136815858281930 |
| -0.00836547061888617 |
| 0.00322747400447957 |
| -0.00165987197979053 |
| 0.00103187906713235 |
