| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0527 | 0.2626 | 0.3318 | 0.5103 | 0.2354 | -0.189 | -0.9869 |
| (p-val) | (0.9066 ) | (0.3097 ) | (0.0224 ) | (0.3014 ) | (0.2888 ) | (0.3269 ) | (0.5304 ) |
| Estimates ( 2 ) | 0 | 0.2369 | 0.3342 | 0.4543 | 0.225 | -0.19 | -1.0007 |
| (p-val) | (NA ) | (0.0782 ) | (0.0199 ) | (0.0017 ) | (0.2564 ) | (0.3226 ) | (0.6165 ) |
| Estimates ( 3 ) | 0 | 0.2114 | 0.3165 | 0.4532 | -0.3925 | -0.3948 | 0 |
| (p-val) | (NA ) | (0.1154 ) | (0.0243 ) | (0.0015 ) | (0.0135 ) | (0.0101 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0 | 0.3506 | 0.3938 | -0.3605 | -0.3984 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0199 ) | (0.0014 ) | (0.031 ) | (0.0096 ) | (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 |
| 3.94974572336069e-05 |
| -0.00144285039931173 |
| 0.00227806822057968 |
| 0.000781283402394154 |
| 0.000980281163700764 |
| -0.00277555151343162 |
| -0.000683843522271399 |
| -7.84983841795861e-05 |
| -0.000183389644450966 |
| 0.000802816524970126 |
| 0.000756344363369062 |
| 0.00250732135718776 |
| -0.00246335363755635 |
| -0.00127092752820422 |
| -0.000974088948841037 |
| 0.00334004748802749 |
| 0.00072851730787631 |
| -0.00118022741029581 |
| 0.00163211064153812 |
| 0.000547092801128476 |
| 0.00171425442941705 |
| 0.000765706535388515 |
| -0.00203077821417294 |
| -0.00122322642965690 |
| -3.22788945118158e-05 |
| 0.0018260417425497 |
| 0.000844559285228466 |
| -0.00033588703719351 |
| -0.00151931524194748 |
| 0.00208953573659595 |
| -0.000381064493465666 |
| 0.000295751188630359 |
| -0.0012552942818595 |
| -0.000507329043667735 |
| -0.00275894092349781 |
| 0.00224040251978606 |
| 0.000485182980683121 |
| -7.5663388702545e-05 |
| 0.000451184679692277 |
| 0.000259040594941959 |
| -0.00199906418580435 |
| 0.00164728249648337 |
| -0.00335348628179853 |
| -0.00458018752540769 |
| 0.00202344866003066 |
| -0.000874730705893963 |
| 0.00147603976266582 |
| -0.00237773353214547 |
| -0.00317522518020245 |
| 0.000536094482558924 |
| -0.00212089197534290 |
| -0.00324994463171756 |
| -0.000431519992465934 |
| 0.000835011263776726 |
| 0.000902893719374687 |
| -0.00198461536419599 |
| -0.00112420482370817 |
| -0.00148833185481730 |
| 0.000916383467790535 |
