| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4695 | 0.2025 | 0.2522 | -0.7176 | 0.3964 | -0.3006 | -0.9996 |
| (p-val) | (0.0082 ) | (0.087 ) | (0.0606 ) | (0 ) | (0.0034 ) | (0.0276 ) | (0 ) |
| Estimates ( 2 ) | -0.1413 | 0 | 0.3645 | -0.0218 | 0.4255 | -0.2336 | -1 |
| (p-val) | (0.6768 ) | (NA ) | (0.0033 ) | (0.9484 ) | (0.0035 ) | (0.0965 ) | (5e-04 ) |
| Estimates ( 3 ) | -0.1621 | 0 | 0.3618 | 0 | 0.427 | -0.2348 | -1 |
| (p-val) | (0.1073 ) | (NA ) | (0.002 ) | (NA ) | (0.003 ) | (0.0921 ) | (6e-04 ) |
| Estimates ( 4 ) | 0 | 0 | 0.3446 | 0 | 0.4278 | -0.2451 | -1 |
| (p-val) | (NA ) | (NA ) | (0.0037 ) | (NA ) | (0.0022 ) | (0.0805 ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | 0.4167 | 0 | 0.3929 | 0 | -0.9999 |
| (p-val) | (NA ) | (NA ) | (1e-04 ) | (NA ) | (0.0065 ) | (NA ) | (0 ) |
| 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 |
| 0.000211569838480106 |
| 0.00151584984465926 |
| 0.00133992359317835 |
| -0.00211605207044616 |
| 0.00745491000369779 |
| 0.00224596354038899 |
| -0.00231624520540095 |
| 0.00665617453590579 |
| -0.000860849319284525 |
| 0.0039530656249047 |
| -0.00234821774137239 |
| -0.000373982123619149 |
| -0.00210573909180936 |
| 0.00977512843446258 |
| -0.00121084473429285 |
| 0.00535503128510048 |
| 3.50004083537982e-05 |
| 0.00123057607582560 |
| -0.000498373418124692 |
| 0.000771703983868111 |
| -0.00322738324313808 |
| 0.00592863677788259 |
| -0.00213923966610068 |
| -0.00138833832941823 |
| 0.00303627437087866 |
| -0.00254473928018464 |
| -0.000127774029942285 |
| -0.00453599001230013 |
| 0.000427471093660428 |
| -0.00153737480113318 |
| 0.00265624067614342 |
| 0.00286764506581577 |
| 0.000674457618881785 |
| 0.000429308591789502 |
| -0.00238764259853962 |
| -0.00114898037573337 |
| -0.00236257205702231 |
| -0.0033751506380322 |
| -0.00426768658427702 |
| 0.0052161882080217 |
| -0.00287719840646044 |
| 0.00226128466562432 |
| -0.000811204705884599 |
| -0.00325852066510417 |
| 0.00277177047568515 |
| 0.00150739661452938 |
| -0.000253533150621882 |
| -0.00412014048792323 |
| -0.000373121545570635 |
| -0.000698904733907428 |
| 0.00477016105044979 |
| 0.00161185216627075 |
| -0.00129230168614473 |
| -0.00167793115110056 |
| 0.00121458321603834 |
| -0.00055848962063963 |
| 0.000318600653909354 |
| -0.00110709591462755 |
| 0.0005937874230468 |
| -0.00209207538192826 |
| -0.000191089457879563 |
| -0.00107552236599097 |
| 0.00251878913037923 |
| -0.00264498683963981 |
| -0.00159096561566420 |
| -0.000714020097051321 |
| -0.00234751520501072 |
| -0.000894802947831254 |
| 0.000368757085833215 |
| -0.00364891013627284 |
| 0.000481688954374878 |
| -0.000687207025579401 |
| -0.00270448181332188 |
| -0.00154444795499395 |
| 0.000333210799428675 |
| -0.0018489444364829 |
| 0.00478022329902309 |
| 0.000973251235647658 |
| -0.00300361162428551 |
| -0.00776719264546261 |
| 0.00103562819700392 |
| 0.000197326605996785 |
| 0.00040746220688728 |
| -0.00302686405461117 |
| 0.000258508115070789 |
