| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0835 | 0.2618 | 0.5667 | 0.1698 | -0.1971 | -0.1599 | -0.997 |
| (p-val) | (0.6574 ) | (0.0464 ) | (2e-04 ) | (0.4226 ) | (0.3223 ) | (0.4086 ) | (0.3329 ) |
| Estimates ( 2 ) | 0 | 0.2856 | 0.5733 | 0.2428 | -0.1788 | -0.1437 | -0.9194 |
| (p-val) | (NA ) | (0.0164 ) | (1e-04 ) | (0.0517 ) | (0.5768 ) | (0.5644 ) | (0.5346 ) |
| Estimates ( 3 ) | 0 | 0.2816 | 0.5152 | 0.2467 | 0 | -0.0508 | -1 |
| (p-val) | (NA ) | (0.0184 ) | (0 ) | (0.0481 ) | (NA ) | (0.7738 ) | (0.0035 ) |
| Estimates ( 4 ) | 0 | 0.2794 | 0.5197 | 0.2505 | 0 | 0 | -1.0002 |
| (p-val) | (NA ) | (0.0186 ) | (0 ) | (0.0424 ) | (NA ) | (NA ) | (0.0022 ) |
| 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 |
| 1.62084310526658e-05 |
| -0.00035889588475233 |
| 0.00124310404732884 |
| 3.53977636235189e-05 |
| 0.000923506171332812 |
| -0.00151781188514614 |
| -0.000187830233338638 |
| -0.000145856242640528 |
| -0.000607656733638590 |
| 0.000861116893128301 |
| 0.00168302046153307 |
| 0.00076372294573375 |
| -0.00117397402957082 |
| -0.000642712111292127 |
| -4.27414191874467e-05 |
| 0.00124558721218546 |
| 0.000827643334641645 |
| -2.91115510967647e-05 |
| 0.00050172699309422 |
| -0.000755104317004394 |
| -0.000165990953387696 |
| 0.00153550180587708 |
| 5.92332822973743e-05 |
| -0.00153975466259104 |
| 0.00079797900648704 |
| -4.9808777102653e-06 |
| 0.000492957878294273 |
| -0.000398999803816778 |
| 0.000482460314565373 |
| -0.000880529622735585 |
| 0.00144690388396189 |
| -0.000433225482770243 |
| -0.00229740015263211 |
| -1.09484783323899e-05 |
| -0.00105501413697111 |
| 0.00170548402867836 |
| 0.00154878685707697 |
| 0.000358147607475656 |
| -0.000357399818596354 |
| 0.00156620131681384 |
| -0.00189382655249808 |
| 0.000836393968311721 |
| -0.00131294160732382 |
| -0.00167864128963058 |
| -0.00114943527221408 |
| 0.000636573886090766 |
| -0.000165062686830891 |
| 0.000222104633350350 |
| -0.00170455764186439 |
| -0.000584761998661028 |
| -0.00130632675306040 |
| -0.00087908618750603 |
| 8.83121015735187e-05 |
| 2.53591611502532e-05 |
| 0.000679203511106142 |
| -0.000454730837839869 |
| 0.000447891847095407 |
| 0.000172083199938683 |
| -0.000778556695485542 |
| -0.00191564990508142 |
| -0.000336752233183056 |
