| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.8222 | -0.0012 | 0.1766 | -0.7444 | 0.369 | -0.0163 | -1 |
| (p-val) | (0 ) | (0.9938 ) | (0.1634 ) | (0 ) | (0.0088 ) | (0.91 ) | (0 ) |
| Estimates ( 2 ) | 0.8218 | 0 | 0.176 | -0.7445 | 0.3685 | -0.0164 | -1 |
| (p-val) | (0 ) | (NA ) | (0.1177 ) | (0 ) | (0.0057 ) | (0.9064 ) | (0 ) |
| Estimates ( 3 ) | 0.8191 | 0 | 0.1781 | -0.7442 | 0.3684 | 0 | -1 |
| (p-val) | (0 ) | (NA ) | (0.109 ) | (0 ) | (0.0058 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0.9983 | 0 | 0 | -0.8287 | 0.4066 | 0 | -1 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.002 ) | (NA ) | (0 ) |
| 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 |
| 0.00016665898634332 |
| -0.00160781002890611 |
| 0.0079435258206867 |
| 3.27174090085824e-05 |
| -0.00372315636946658 |
| -0.000123655899571605 |
| -0.00169643397466711 |
| -0.00140410935810017 |
| 0.00190194084773379 |
| 0.00268706557479819 |
| 0.000223232796101839 |
| 0.00145618194665004 |
| 0.000746217349250713 |
| 0.00153180308694312 |
| -0.00157558064233868 |
| 0.000204653197315765 |
| 0.00440980017890921 |
| 0.00666434880280621 |
| 0.00519744777397229 |
| -0.00217226274500922 |
| -5.23628849981341e-06 |
| -0.00439873013598165 |
| -0.00127057473737283 |
| 0.0029513721395936 |
| -0.00352532369671871 |
| -0.0013486520910905 |
| 0.00223764077504971 |
| 0.00318341604904214 |
| -0.00671897151208052 |
| 0.00340222450094235 |
| -0.00616903780839167 |
| -0.003556417652589 |
| 0.00332543262449801 |
| -0.00468873676608674 |
| 0.00303536997528774 |
| 0.000450760697653453 |
| -0.0043955486339764 |
| -0.00154570720150854 |
| -0.00486698433707916 |
| -0.00142322816219796 |
| 0.00167151287456845 |
| 0.00688740218032215 |
| -0.00518202146937427 |
| -0.00139006127552052 |
| -0.00511369880402872 |
| -0.00242407122782044 |
| 0.000287357219492041 |
| -0.00302096296137963 |
| -0.00386991234037498 |
| 0.00204379266625588 |
| 0.00105930742232936 |
| -0.00286109707415731 |
| -0.00188478144772115 |
| -0.00330945482301717 |
| -0.00110309961250447 |
| 0.00636155570820531 |
| -0.00126137777282751 |
| -0.00104281432306989 |
| -0.00184304290191741 |
| 0.00123953051856372 |
| 0.00155231430942891 |
| -0.000556500688675532 |
| 0.00117856129810706 |
| -0.00202769079676265 |
| 0.00146016675713954 |
| -0.00489769055960883 |
| -0.00275760009461548 |
| -0.000201003036226764 |
| -8.39820055778067e-05 |
| -0.00444219457473925 |
| -0.00400091093238318 |
| -0.00223274909519808 |
| 0.00557640500776327 |
| 0.000355875650340983 |
| 0.00019257964794068 |
| 0.00162271553860793 |
| 0.00332451115597195 |
| -0.00079548450888352 |
| 0.0014968669212805 |
| -0.00322449143622102 |
| -0.00499069709575661 |
| 0.00148288007340527 |
| -0.00153085853644885 |
| 0.000234157274183635 |
| -0.00198272113049857 |
