| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0105 | 0.0148 | 0.0771 | 0.0944 | 1.4507 | -0.4512 | -0.9203 |
| (p-val) | (0.9912 ) | (0.9224 ) | (0.5615 ) | (0.9211 ) | (0 ) | (0.0825 ) | (0.0754 ) |
| Estimates ( 2 ) | 0 | 0.0091 | 0.0803 | 0.0866 | 1.3651 | -0.3695 | -0.7524 |
| (p-val) | (NA ) | (0.9442 ) | (0.5463 ) | (0.5118 ) | (0 ) | (0.13 ) | (1e-04 ) |
| Estimates ( 3 ) | 0 | 0 | 0.0798 | 0.0871 | 1.3536 | -0.3578 | -0.754 |
| (p-val) | (NA ) | (NA ) | (0.5491 ) | (0.5052 ) | (0 ) | (0.1352 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0 | 0 | 0.0889 | 1.3903 | -0.3944 | -0.7744 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.5022 ) | (0 ) | (0.0917 ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0 | 1.3851 | -0.3895 | -0.7617 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0985 ) | (0 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | 0.9761 | 0 | -0.3042 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.1737 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0.9454 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
| 0.000232174598075034 |
| 0.000502314034948776 |
| 0.000872440386656214 |
| 0.000920206082957485 |
| 0.000972802551034031 |
| -0.000199023622932401 |
| -0.00593431331292153 |
| -0.00106791756598176 |
| 0 |
| 0.00134659273819448 |
| 0.00147126961638041 |
| 0.000789049866139946 |
| 0.00117171104089132 |
| -0.00039034039721548 |
| 0.000848640596251955 |
| -0.000919530554721441 |
| -0.00101233208276811 |
| -4.00021048495911e-05 |
| 0.000605800743081764 |
| 0.000524358087486434 |
| 0.000429165585097266 |
| 0.00294347693236366 |
| 0.0014033563542373 |
| 0.00168867940075446 |
| -0.00405947104217536 |
| 0.00257906160903177 |
| 0.000854344198806107 |
| 6.33212188149247e-05 |
| 0.00318234719564922 |
| 0.00225223353887921 |
| -0.00382557448000195 |
| -0.000484700602719435 |
| 0.002993350703252 |
| -0.000789332325263362 |
| 0.000524058299180805 |
| -0.00287958297451456 |
| -0.000580921280287567 |
| -4.04873499285986e-05 |
| 0.00090788766426522 |
| -0.000457544597195192 |
| 0.00366874720796226 |
| -0.00368231552135587 |
| -0.00209533402668436 |
| 0.00065728227267287 |
| -0.000514863829268956 |
| -0.000348102946456315 |
| -0.00289816910784914 |
| -0.00295514185442972 |
| -0.00153926505726838 |
| -0.00284403106074688 |
| -0.0035789261103587 |
| -0.00104754466519134 |
| -0.000848176245524824 |
| -0.0013902766199024 |
| 0.00317230862258572 |
| -0.000518514990946192 |
| -0.000915799627133792 |
| 0.000799677229822739 |
| -4.60908185342837e-05 |
| -0.00132818061186425 |
| 0.000863021820396201 |
