| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.8919 | -0.2088 | -0.0464 | -0.6536 | 0.0096 | -0.1408 | 0.0282 |
| (p-val) | (0.0031 ) | (0.1371 ) | (0.6336 ) | (0.0232 ) | (0.9794 ) | (0.1097 ) | (0.9391 ) |
| Estimates ( 2 ) | 0.891 | -0.2084 | -0.0465 | -0.6529 | 0 | -0.1405 | 0.0375 |
| (p-val) | (0.003 ) | (0.1365 ) | (0.632 ) | (0.0227 ) | (NA ) | (0.1057 ) | (0.6676 ) |
| Estimates ( 3 ) | 0.8798 | -0.1957 | -0.0507 | -0.6462 | 0 | -0.1408 | 0 |
| (p-val) | (0.0031 ) | (0.1471 ) | (0.5932 ) | (0.0233 ) | (NA ) | (0.1044 ) | (NA ) |
| Estimates ( 4 ) | 0.9575 | -0.2511 | 0 | -0.7144 | 0 | -0.1428 | 0 |
| (p-val) | (0 ) | (0.0036 ) | (NA ) | (7e-04 ) | (NA ) | (0.0975 ) | (NA ) |
| Estimates ( 5 ) | 0.9969 | -0.2599 | 0 | -0.7499 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.0021 ) | (NA ) | (0 ) | (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 |
| 3.29915119992922e-08 |
| -2.16228203255247e-06 |
| -2.03156975855353e-07 |
| -6.59178702023126e-06 |
| 5.00166347370902e-08 |
| 6.49637668685461e-06 |
| 1.88916698466937e-07 |
| 3.62631203814333e-06 |
| 4.74630276822511e-06 |
| 6.30230454430438e-06 |
| 2.82296655487145e-06 |
| 1.01961164142737e-06 |
| 2.04068126701031e-06 |
| -2.43482372478379e-06 |
| -4.34234688669823e-06 |
| 1.60223726016498e-06 |
| 5.50414087666895e-06 |
| 7.6808197540761e-06 |
| 2.23298966377599e-06 |
| -5.86600928698527e-06 |
| 3.04246822877326e-06 |
| -2.55883507042315e-06 |
| 3.60478522206871e-06 |
| 2.59256064600311e-06 |
| 1.10777736835320e-06 |
| -8.66880310500974e-07 |
| -1.09284941613288e-06 |
| 6.91590526155672e-06 |
| -5.5701535364166e-08 |
| 2.34492111173265e-06 |
| 5.8650379700981e-06 |
| 8.42643672239895e-06 |
| -8.26993731502732e-07 |
| -7.64339902793867e-06 |
| 2.87175334392836e-06 |
| 5.32729868227249e-06 |
| 8.12329044015164e-07 |
| 1.45689886114812e-06 |
| -1.69004710896071e-06 |
| 5.33352006002331e-06 |
| 4.58324162766127e-06 |
| 1.74414771646025e-06 |
| 1.29729652841020e-05 |
| -1.84897637620433e-05 |
| 1.00538750411136e-05 |
| 4.62487630638324e-06 |
| 6.12836477104577e-06 |
| 2.34376747989520e-06 |
| -1.67400624461222e-05 |
| 4.11984369998434e-06 |
| -4.80304740141809e-06 |
| 4.56981161518526e-06 |
| -7.05434548942393e-06 |
| 1.28841556839380e-05 |
| 1.66561862812289e-05 |
| 1.63252589501499e-06 |
| -7.56594861688284e-06 |
| -9.1771566991427e-06 |
| -9.19712133369175e-07 |
| -1.48516092284245e-06 |
| -4.27016519791229e-06 |
| 7.19431376594857e-06 |
| -3.1940093705793e-06 |
| 4.51917090266197e-06 |
| 1.78409308767942e-06 |
| 4.29951365152265e-06 |
| -8.19435968177851e-06 |
| -6.65637010677098e-07 |
| 3.07327554315919e-06 |
| 5.1453795552633e-06 |
| 3.41418769331578e-07 |
| -2.12866006609292e-06 |
| -3.73527773212483e-06 |
| 2.60479801197435e-06 |
| 7.14859722642598e-07 |
| 2.40487511704281e-06 |
| -4.64909423245249e-06 |
| -7.3771369332339e-06 |
| -1.16926554496282e-05 |
| -8.65870706467604e-06 |
| -9.00523082420314e-06 |
| 8.41891068013444e-07 |
| 2.84354301552220e-06 |
| 2.94984224496649e-06 |
| 3.45375385634616e-06 |
| -1.25781623159142e-06 |
| 4.31587124062138e-06 |
| 1.42637088467499e-06 |
| -5.03338685064837e-06 |
| 8.63784626541574e-06 |
| 8.53403382980327e-06 |
| -1.40745542820677e-05 |
| 1.66143296046607e-06 |
| 3.78168978624792e-06 |
| -9.50469657460134e-06 |
| -3.03597026792601e-06 |
| -5.4849606877294e-06 |
| -1.49132537000049e-06 |
| -6.43012784349813e-06 |
| -2.34751120978159e-06 |
| 2.06845942968777e-06 |
| 2.47801422574382e-06 |
| 1.03866464637410e-05 |
| 3.99115171464085e-06 |
| -2.97347037776134e-06 |
| 6.81747226012574e-06 |
| -6.90337537898302e-07 |
| -3.53725409133900e-07 |
| 2.8582081934866e-06 |
| -2.41649735901705e-07 |
| -8.08467009407917e-06 |
| 9.11981072437922e-06 |
| -4.17014439478589e-06 |
| -1.04612287386189e-06 |
| -4.39951415862060e-06 |
| 5.62215039791504e-06 |
| -3.31290198539539e-06 |
| 4.04407836636646e-07 |
| 5.02604256252623e-06 |
| -9.16301793718695e-06 |
| -2.52959570075598e-06 |
| -7.43255854234526e-06 |
| -7.74333574196548e-07 |
| -4.24188816724713e-06 |
| -6.83032971206011e-06 |
| 3.7306549031386e-06 |
| -4.05665737045008e-06 |
| 7.49582630773435e-06 |
| -6.77319219457266e-06 |
| -9.79628878465522e-06 |
| -2.65200483312302e-06 |
| -1.86290565299053e-06 |
| -7.54981752728836e-07 |
| -2.72367866154124e-06 |
| -1.35335644673091e-06 |
| 4.56820140890124e-06 |
| -3.00689511640791e-06 |
| -4.47391071742729e-06 |
| 2.52749437422308e-06 |
| -2.21972248301875e-06 |
| -7.01478596563826e-06 |
