| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.5379 | 0.1504 | 0.3003 | 0.5814 | -0.4858 | -0.3333 | -0.3147 |
| (p-val) | (0.1577 ) | (0.289 ) | (0.0213 ) | (0.153 ) | (0.2456 ) | (0.2522 ) | (0.5263 ) |
| Estimates ( 2 ) | -0.5003 | 0.1409 | 0.3186 | 0.5288 | -0.7328 | -0.4509 | 0 |
| (p-val) | (0.1428 ) | (0.3111 ) | (0.0117 ) | (0.142 ) | (0 ) | (0.0044 ) | (NA ) |
| Estimates ( 3 ) | -0.5859 | 0 | 0.2528 | 0.567 | -0.7327 | -0.4688 | 0 |
| (p-val) | (0.1245 ) | (NA ) | (0.032 ) | (0.1291 ) | (0 ) | (0.0024 ) | (NA ) |
| Estimates ( 4 ) | -0.0023 | 0 | 0.2381 | 0 | -0.7129 | -0.4725 | 0 |
| (p-val) | (0.9869 ) | (NA ) | (0.0668 ) | (NA ) | (0 ) | (0.0019 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0.2377 | 0 | -0.7129 | -0.4735 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0629 ) | (NA ) | (0 ) | (8e-04 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.7121 | -0.4998 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (3e-04 ) | (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 |
| 0.000254772840686337 |
| 8.35466974385409e-05 |
| -0.000867948716954303 |
| -1.07804810131223e-05 |
| -1.80306585098256e-05 |
| -9.99297970512132e-05 |
| -0.000197205880769463 |
| -0.00172780012789408 |
| 0.00154071093511481 |
| -5.3877639061098e-05 |
| -0.000799871480893578 |
| -0.000715031552441108 |
| 0.00227234799687978 |
| 0.000349412257232085 |
| 0.00137796176997354 |
| -0.00121018018665465 |
| -0.00129516745785325 |
| 0.00264120598181007 |
| -0.00185171569853116 |
| 0.00156553741948812 |
| -0.00206612764258573 |
| -0.00184671209186126 |
| -0.00165378195868629 |
| -0.00177966790282031 |
| -0.00253115659993235 |
| -0.00182808799497184 |
| 0.000111849373510942 |
| 0.00107728601990478 |
| 0.000608550400179676 |
| 0.00205836439381272 |
| 0.000733659900759174 |
| 0.00101610646778303 |
| -0.00110506692708072 |
| -0.00116865164705954 |
| -0.00038507698495435 |
| 0.000551726592872745 |
| -4.97682101825558e-05 |
| 0.00164169732181014 |
| -0.00189709980676955 |
| -0.000923042277045677 |
| 0.00259254837263792 |
| -0.000799244546429267 |
| 0.00088654498590171 |
| 0.000422260499151533 |
| -0.00154915221926871 |
| -0.000757888967839099 |
| -0.000273043940845846 |
| 0.000180332031902042 |
| -0.000220675681250504 |
| -0.000992552139804814 |
| 0.00113463163816729 |
| 0.00156802323639196 |
| 0.000917313312891022 |
| 7.96671946436955e-05 |
| 0.000560775296386013 |
| 0.00019812306332051 |
| -0.000664031689619871 |
| 0.000455786692850624 |
| 0.000203863896325485 |
| 0.00110177034855852 |
| 0.000887767761336034 |
