| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2747 | 0.1515 | 0.2075 | -0.1962 | 0.0018 | -0.1813 | -0.9998 |
| (p-val) | (0.5165 ) | (0.2135 ) | (0.1848 ) | (0.6482 ) | (0.9882 ) | (0.1316 ) | (0 ) |
| Estimates ( 2 ) | 0.2708 | 0.1516 | 0.2086 | -0.1922 | 0 | -0.1813 | -1.0001 |
| (p-val) | (0.5207 ) | (0.2132 ) | (0.1713 ) | (0.6541 ) | (NA ) | (0.1253 ) | (0 ) |
| Estimates ( 3 ) | 0.0903 | 0.1752 | 0.2479 | 0 | 0 | -0.1761 | -1 |
| (p-val) | (0.3955 ) | (0.1003 ) | (0.0233 ) | (NA ) | (NA ) | (0.1361 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0.1878 | 0.2668 | 0 | 0 | -0.1654 | -1 |
| (p-val) | (NA ) | (0.077 ) | (0.0128 ) | (NA ) | (NA ) | (0.1575 ) | (0 ) |
| Estimates ( 5 ) | 0 | 0.1726 | 0.2817 | 0 | 0 | 0 | -1 |
| (p-val) | (NA ) | (0.1039 ) | (0.009 ) | (NA ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 6 ) | 0 | 0 | 0.3128 | 0 | 0 | 0 | -0.9999 |
| (p-val) | (NA ) | (NA ) | (0.004 ) | (NA ) | (NA ) | (NA ) | (0 ) |
| Estimated ARIMA Residuals |
| Value |
| 1.57374261731945e-11 |
| -7.78930535948257e-10 |
| -9.9175708985985e-11 |
| -6.17827740269557e-10 |
| 2.80917788736100e-10 |
| -1.99763641625773e-10 |
| -5.62280802209156e-10 |
| -3.834963850376e-10 |
| -4.17216827233602e-10 |
| -5.67882584539982e-10 |
| 2.58637700997753e-10 |
| -1.90527862999576e-10 |
| -1.71577262349281e-09 |
| -3.35381605481246e-10 |
| -8.96626940018993e-10 |
| -4.10744385478952e-10 |
| -1.49797381174457e-10 |
| -1.15741365009681e-09 |
| 4.97758749117844e-10 |
| 5.61962186332171e-10 |
| -8.28837144782243e-11 |
| 3.00919401758308e-10 |
| -3.56842310474036e-10 |
| -2.65445564649461e-10 |
| 1.41088100275876e-09 |
| -1.03460467298531e-10 |
| 7.3845130614864e-11 |
| -9.69944238759222e-11 |
| 5.131852651389e-10 |
| -7.01634738041197e-10 |
| -1.38560835918767e-10 |
| -7.71959620063928e-10 |
| -7.0799159060927e-10 |
| 9.21374878678968e-10 |
| -2.34800895738451e-10 |
| -1.51898308298110e-10 |
| 4.14446046879670e-10 |
| 1.60789644435293e-10 |
| -5.59704597759589e-10 |
| -1.62599611179260e-10 |
| -2.51259688470892e-10 |
| 6.02392608325336e-10 |
| 1.40768937817837e-09 |
| 8.67663665864935e-10 |
| 2.48443566634038e-09 |
| -1.58728692714916e-10 |
| -2.38522160490848e-10 |
| 1.69115939544137e-09 |
| 4.90955643343371e-09 |
| -4.72645086787659e-11 |
| -8.42090559114202e-10 |
| -9.78841734822696e-10 |
| 5.33492432359219e-10 |
| 9.43414526915943e-10 |
| 3.41369607077995e-10 |
| 1.95723637461107e-10 |
| 3.00517747585271e-10 |
| -9.1302653563983e-10 |
| -8.67566852412382e-10 |
| 5.08551441993418e-10 |
| -4.81913846464095e-09 |
| 8.72479910544946e-10 |
| 4.49296782533904e-10 |
| 5.3731256719039e-10 |
| -7.49441166608007e-10 |
| 7.73568132392035e-10 |
| 1.67536877808481e-10 |
| 2.03569599537960e-09 |
| 5.86636632995461e-11 |
| -6.17168126334066e-10 |
| -3.4433140227747e-10 |
| -8.6322485209947e-10 |
| -3.25333745267874e-09 |
| 3.08292515576174e-10 |
| 1.19026377148694e-09 |
| 9.77788786184594e-10 |
| -4.57474202748115e-11 |
| -1.02595722322947e-10 |
| -9.7138521570781e-10 |
| 1.17167162511307e-09 |
| -1.15353929661592e-09 |
| -8.03674125843833e-10 |
| 6.27537221374364e-10 |
| -8.74606140260688e-10 |
| 1.5572731935976e-09 |
