| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.8382 | -0.0097 | 0.1695 | -0.751 | 0.3923 | -0.033 | -0.9998 |
| (p-val) | (0 ) | (0.9511 ) | (0.181 ) | (0 ) | (0.0054 ) | (0.8199 ) | (0 ) |
| Estimates ( 2 ) | 0.8328 | 0 | 0.1656 | -0.7501 | 0.389 | -0.0311 | -1 |
| (p-val) | (0 ) | (NA ) | (0.1388 ) | (0 ) | (0.0036 ) | (0.8245 ) | (0 ) |
| Estimates ( 3 ) | 0.8282 | 0 | 0.1691 | -0.7498 | 0.3889 | 0 | -1 |
| (p-val) | (0 ) | (NA ) | (0.1255 ) | (0 ) | (0.0037 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0.9984 | 0 | 0 | -0.8297 | 0.4218 | 0 | -1 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.0014 ) | (NA ) | (0 ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
| 0.000160492886677851 |
| -0.000400638699817885 |
| 0.00188269700037548 |
| 1.58964030937698e-05 |
| -0.000913564431126772 |
| 7.54577701595097e-06 |
| -0.000398174144975849 |
| -0.000350449775094703 |
| 0.000487573060572663 |
| 0.000650802378816036 |
| 4.72855729193678e-05 |
| 0.000337329681588532 |
| 0.000183075985612112 |
| 0.000388610418635062 |
| -0.00038998808933171 |
| 5.73147752279748e-05 |
| 0.00106792274789169 |
| 0.00164458857281663 |
| 0.00122317623922938 |
| -0.000528894621137989 |
| 1.59347982840446e-05 |
| -0.00106342699633298 |
| -0.000300506112264576 |
| 0.000671469709551302 |
| -0.000862400159027233 |
| -0.000335150475231247 |
| 0.000511610981535841 |
| 0.00078176668005007 |
| -0.00164361189932846 |
| 0.000825540909632378 |
| -0.00148788291978876 |
| -0.00089170974384052 |
| 0.000833461054112136 |
| -0.00114377260524043 |
| 0.00074221691320341 |
| 9.2667337036457e-05 |
| -0.00106760205226815 |
| -0.000374837552220036 |
| -0.00113478489148279 |
| -0.000364169598737602 |
| 0.000429653482273236 |
| 0.00163579971412755 |
| -0.00127207502444050 |
| -0.000359779409978831 |
| -0.00127581525923265 |
| -0.000576130787767019 |
| 6.1963595014706e-05 |
| -0.000705998083617304 |
| -0.00094354048805475 |
| 0.000513946787346222 |
| 0.000294807321004902 |
| -0.000747018030411324 |
| -0.000456550842754252 |
| -0.000831255815987518 |
| -0.000242989399612134 |
| 0.00159041235632065 |
| -0.000350574325110392 |
| -0.0002645160658033 |
| -0.000476073566483921 |
| 0.000343374910255782 |
| 0.000417906596383022 |
| -0.000157656502719031 |
| 0.000323303303938166 |
| -0.000512419748287924 |
| 0.00037904332058343 |
| -0.00123689416427851 |
| -0.000670382229348956 |
| -9.35307251719927e-05 |
| -3.35679479631212e-05 |
| -0.00114066783625040 |
| -0.00103761185615223 |
| -0.0004968368611737 |
| 0.00140675345104683 |
| 7.7398059494514e-05 |
| 9.83029039833241e-05 |
| 0.000420783673442791 |
| 0.000835417023260402 |
| -0.000189956295657475 |
| 0.000401006455648098 |
| -0.000877574822042673 |
| -0.00132919273621722 |
| 0.000421685361684147 |
| -0.00038036458704417 |
| 0.000119311079696386 |
| -0.000500726844652884 |
