| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0201 | -0.281 | -0.112 | -0.0734 | 0.077 | -0.0421 | -0.999 |
| (p-val) | (0.9678 ) | (0.0374 ) | (0.5615 ) | (0.8801 ) | (0.7106 ) | (0.8518 ) | (0.0431 ) |
| Estimates ( 2 ) | 0 | -0.2813 | -0.1177 | -0.0544 | 0.0766 | -0.0428 | -1.0015 |
| (p-val) | (NA ) | (0.0368 ) | (0.3609 ) | (0.6887 ) | (0.7117 ) | (0.849 ) | (0.0437 ) |
| Estimates ( 3 ) | 0 | -0.279 | -0.1174 | -0.0587 | 0.0932 | 0 | -1.0005 |
| (p-val) | (NA ) | (0.0373 ) | (0.3622 ) | (0.6608 ) | (0.6234 ) | (NA ) | (0.0235 ) |
| Estimates ( 4 ) | 0 | -0.2788 | -0.1144 | 0 | 0.0934 | 0 | -1.0005 |
| (p-val) | (NA ) | (0.0372 ) | (0.3746 ) | (NA ) | (0.6234 ) | (NA ) | (0.016 ) |
| Estimates ( 5 ) | 0 | -0.2641 | -0.1088 | 0 | 0 | 0 | -1.0043 |
| (p-val) | (NA ) | (0.0437 ) | (0.3977 ) | (NA ) | (NA ) | (NA ) | (0.3946 ) |
| Estimates ( 6 ) | 0 | -0.2639 | 0 | 0 | 0 | 0 | -1.003 |
| (p-val) | (NA ) | (0.0459 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.3852 ) |
| Estimates ( 7 ) | 0 | -0.3524 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.0072 ) | (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 |
| -0.00150733669995938 |
| 0.000499545485855129 |
| 0.0045201421428217 |
| 0.00866292878158381 |
| 0.000405579231562303 |
| -0.00073083416410452 |
| 0.000669849091488942 |
| -0.0013974136351465 |
| 0.00554047791574152 |
| -0.00463725591085902 |
| -0.00272217868721134 |
| 0.0005110395798701 |
| -0.000438275973204295 |
| 0.00336254135236361 |
| -0.00468892043129305 |
| -0.00177351936417969 |
| -0.00392499812993904 |
| 0.00123359766523676 |
| -0.000896861296016099 |
| -0.00099718864735227 |
| 0.000261513583165544 |
| -0.00366118859636742 |
| 0.00204945890698299 |
| 0.00523376062869109 |
| 0.000169534036913408 |
| 0.0028917596494249 |
| -0.00601110734380009 |
| -0.000640108933943436 |
| 0.00293590843799623 |
| -0.0050997216918644 |
| 0.00132881664910713 |
| -0.00301749432788713 |
| 7.95711725638944e-06 |
| 0.00504616578134849 |
| 0.000109532543817212 |
| 0.00042116074009155 |
| -0.00057420959420454 |
| 0.00345562819287311 |
| 0.00114259490219270 |
| -0.0058472049472821 |
| -0.000511938656930133 |
| 0.000399113800018945 |
| -0.00154783627378565 |
| 0.00378468217943406 |
| 0.00599340527223498 |
| 0.00462904568463745 |
| -0.00133952874809401 |
| -0.000458365952572038 |
| 0.00938247052106769 |
| -0.00183258736229711 |
| 0.00202033456708434 |
| -0.00381933234300218 |
| 0.000503553930924297 |
| -0.00209999443808401 |
| 0.0015115751831335 |
