| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0448 | 0.3879 | 0.4228 | 0.1636 | 0.1013 | 0.1531 | -0.8872 |
| (p-val) | (0.9055 ) | (0.0192 ) | (0.0488 ) | (0.6918 ) | (0.8845 ) | (0.7278 ) | (0.5402 ) |
| Estimates ( 2 ) | 0 | 0.3793 | 0.407 | 0.1185 | 0.1107 | 0.1554 | -0.9298 |
| (p-val) | (NA ) | (0.01 ) | (0.0232 ) | (0.4671 ) | (0.8721 ) | (0.7206 ) | (0.6741 ) |
| Estimates ( 3 ) | 0 | 0.3737 | 0.4134 | 0.1151 | 0 | 0.0975 | -0.7571 |
| (p-val) | (NA ) | (0.0091 ) | (0.0189 ) | (0.4767 ) | (NA ) | (0.6702 ) | (0.037 ) |
| Estimates ( 4 ) | 0 | 0.38 | 0.3912 | 0.1335 | 0 | 0 | -0.7372 |
| (p-val) | (NA ) | (0.0079 ) | (0.0208 ) | (0.3907 ) | (NA ) | (NA ) | (0.0445 ) |
| Estimates ( 5 ) | 0 | 0.3844 | 0.3862 | 0 | 0 | 0 | -0.7801 |
| (p-val) | (NA ) | (0.0073 ) | (0.0204 ) | (NA ) | (NA ) | (NA ) | (0.0544 ) |
| Estimates ( 6 ) | 0 | 0.4037 | 0.1271 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.0071 ) | (0.3844 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0.4507 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.0014 ) | (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 |
| 8.460294637011e-06 |
| 5.36471593989154e-05 |
| -0.000383957211587875 |
| -0.000195163574356706 |
| -0.000229231116156105 |
| 0.000453355062196361 |
| 0.000702535691719339 |
| 0.000321335159538991 |
| 0.000661418746014698 |
| -0.00037271139529584 |
| 6.96307349438138e-05 |
| 0.000814121375190822 |
| 0.000680091088790831 |
| 9.44676666195788e-06 |
| 0.000300685511050917 |
| 0.000202350536591252 |
| 0.000467049025429473 |
| 0.000292313534689647 |
| -0.000377915702519248 |
| -0.000178475900972563 |
| -0.000237541091688458 |
| 3.34115751174585e-05 |
| -5.33011598087942e-05 |
| -8.43062568430366e-05 |
| -0.00127373070311155 |
| 0.000377718157951627 |
| 0.000288636443643395 |
| -0.000559374177509154 |
| -0.000546745137218085 |
| 0.000226398087079409 |
| 0.000253955284742154 |
| 0.000758393654471886 |
| 0.000147115364194525 |
| -0.000192888325661302 |
| 0.000208941151906886 |
| -0.000334892885540213 |
| 0.000344674177797457 |
| -9.9669174513612e-05 |
| 0.000256466554879747 |
| 0.000631977286823292 |
| 0.000411584191864834 |
| -0.000264354029865536 |
| -0.000636085722406521 |
| -8.01754274010348e-05 |
| -0.000115717801447431 |
| 0.000159653927232449 |
| 0.000581883991506058 |
| 0.000116088183319055 |
| 0.000947153188491333 |
