| 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 |
| 0.000138728535736934 |
| 0.000224547666265248 |
| -0.000319241632833904 |
| -0.000328512059565506 |
| -0.000526329861744203 |
| 0.00088808317048105 |
| 0.000218454288183391 |
| -0.00188615110824611 |
| -0.00100181635814358 |
| -0.000830935032881036 |
| 0.00213618960710898 |
| 0.00120366273862070 |
| 7.7461188481094e-05 |
| -0.00030027525497772 |
| 0.00145982092894323 |
| -0.00222908024526854 |
| 0.000654339798711514 |
| -0.00117378047624357 |
| -0.00163934135729317 |
| -0.000305858060473804 |
| 0.000125554738171236 |
| -9.84809628657433e-05 |
| 0.000670844846177728 |
| -0.00207596289160648 |
| -0.000952737127579183 |
| -0.00046679846862116 |
| -0.00129786490785418 |
| -0.000482737379425407 |
| 0.000382416616160106 |
| 0.000395857387220714 |
| -1.30892248396824e-05 |
| 0.000988312290826988 |
| -0.000323978550745689 |
| -0.000780336147767521 |
| -0.00134040927957894 |
| -0.000921380231080933 |
| 0.00112591973687493 |
| 9.9973487502035e-06 |
| -0.00117849930445959 |
| -0.000809162364912113 |
| 0.00117082201849701 |
| 0.000218854978805690 |
| -0.00165718400471675 |
| 0.00169840132935615 |
| -5.86327707569091e-05 |
| 0.00198765671787527 |
| 0.000127933400305253 |
