| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4694 | 0.2025 | 0.2523 | -0.7176 | 0.3964 | -0.3006 | -0.9999 |
| (p-val) | (0.0082 ) | (0.087 ) | (0.0605 ) | (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 |
| 0.00151584984643646 |
| 0.00133992359474920 |
| -0.00211605207292875 |
| 0.0074549100143709 |
| 0.00224596354237948 |
| -0.00231624520643636 |
| 0.0066561745364776 |
| -0.0008608493244254 |
| 0.00395306563580037 |
| -0.00234821775834532 |
| -0.000373982124321496 |
| -0.0021057390995242 |
| 0.0097751284483517 |
| -0.00121084473647687 |
| 0.00535503129652876 |
| 3.50003908718835e-05 |
| 0.00123057607860975 |
| -0.000498373424764391 |
| 0.000771703977265292 |
| -0.00322738324869983 |
| 0.00592863678334288 |
| -0.00213923967097721 |
| -0.00138833832714295 |
| 0.00303627436777311 |
| -0.00254473929095019 |
| -0.000127774026356709 |
| -0.00453599002915758 |
| 0.000427471094473612 |
| -0.00153737480417718 |
| 0.00265624068513702 |
| 0.00286764506662014 |
| 0.00067445762589117 |
| 0.000429308582209773 |
| -0.00238764260203296 |
| -0.00114898037548533 |
| -0.00236257206400965 |
| -0.00337515064438222 |
| -0.00426768658661349 |
| 0.0052161882180953 |
| -0.00287719840391387 |
| 0.00226128467613507 |
| -0.000811204716442122 |
| -0.00325852066597195 |
| 0.00277177047992404 |
| 0.00150739661072369 |
| -0.000253533140261967 |
| -0.00412014049458543 |
| -0.000373121549231109 |
| -0.000698904724435337 |
| 0.0047701610666307 |
| 0.0016118521647361 |
| -0.00129230167922581 |
| -0.00167793115869926 |
| 0.00121458321270567 |
| -0.000558489614156607 |
| 0.000318600650299986 |
| -0.0011070959189399 |
| 0.000593787426751548 |
| -0.00209207537843064 |
| -0.000191089456342215 |
| -0.00107552235937132 |
| 0.00251878913389567 |
| -0.00264498684802536 |
| -0.00159096560906160 |
| -0.000714020098995733 |
| -0.00234751520598817 |
| -0.000894802939755664 |
| 0.000368757082037301 |
| -0.00364891013272728 |
| 0.000481688954928543 |
| -0.000687207020623414 |
| -0.00270448180957148 |
| -0.00154444795215057 |
| 0.000333210792679641 |
| -0.00184894443105921 |
| 0.00478022331210591 |
| 0.00097325123955195 |
| -0.00300361162112006 |
| -0.00776719265596665 |
| 0.00103562819515466 |
| 0.000197326620374970 |
| 0.000407462212907115 |
| -0.00302686405758394 |
| 0.000258508120179112 |
