| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0019 | 0.4338 | 0.4418 | 0.1943 | -0.8618 | -0.5714 | 0.0316 |
| (p-val) | (0.9959 ) | (0.016 ) | (0.0318 ) | (0.6384 ) | (0.0782 ) | (0.0648 ) | (0.9613 ) |
| Estimates ( 2 ) | 0 | 0.4331 | 0.4409 | 0.1926 | -0.8608 | -0.5709 | 0.0302 |
| (p-val) | (NA ) | (3e-04 ) | (5e-04 ) | (0.1939 ) | (0.0782 ) | (0.0652 ) | (0.963 ) |
| Estimates ( 3 ) | 0 | 0.4328 | 0.4428 | 0.1933 | -0.8395 | -0.5587 | 0 |
| (p-val) | (NA ) | (3e-04 ) | (2e-04 ) | (0.1887 ) | (0 ) | (0.001 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0.4407 | 0.4491 | 0 | -0.8769 | -0.5942 | 0 |
| (p-val) | (NA ) | (5e-04 ) | (4e-04 ) | (NA ) | (0 ) | (2e-04 ) | (NA ) |
| 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 |
| 1.79107859021298e-05 |
| 0.000138728535727582 |
| 0.000224547666249002 |
| -0.000319241632828344 |
| -0.000328512059590659 |
| -0.000526329861785845 |
| 0.000888083170501231 |
| 0.000218454288195754 |
| -0.00188615110818742 |
| -0.00100181635825822 |
| -0.000830935032910334 |
| 0.00213618960731566 |
| 0.00120366273867487 |
| 7.74611886162361e-05 |
| -0.000300275255119025 |
| 0.00145982092889395 |
| -0.00222908024524237 |
| 0.000654339798658481 |
| -0.0011737804764273 |
| -0.00163934135703749 |
| -0.000305858060662572 |
| 0.000125554738359736 |
| -9.84809626379396e-05 |
| 0.000670844846202007 |
| -0.00207596289142128 |
| -0.000952737127371792 |
| -0.000466798468531198 |
| -0.00129786490746951 |
| -0.000482737379248448 |
| 0.000382416616390358 |
| 0.00039585738762578 |
| -1.30892245976479e-05 |
| 0.000988312291046777 |
| -0.000323978550514942 |
| -0.000780336147565442 |
| -0.00134040927948425 |
| -0.000921380230844953 |
| 0.00112591973709668 |
| 9.99734904957466e-06 |
| -0.0011784993041438 |
| -0.0008091623648303 |
| 0.00117082201876626 |
| 0.000218854979119802 |
| -0.00165718400447196 |
| 0.00169840132947248 |
| -5.86327705238672e-05 |
| 0.00198765671823542 |
| 0.00012793340025131 |
