| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.8196 | 3e-04 | 0.1777 | -0.7434 | 0.3652 | -0.0136 | -1 |
| (p-val) | (0 ) | (0.9987 ) | (0.1607 ) | (0 ) | (0.0096 ) | (0.9249 ) | (0 ) |
| Estimates ( 2 ) | 0.8199 | 0 | 0.1778 | -0.7436 | 0.3651 | -0.0139 | -1.0001 |
| (p-val) | (0 ) | (NA ) | (0.1144 ) | (0 ) | (0.0062 ) | (0.9205 ) | (0 ) |
| Estimates ( 3 ) | 0.8177 | 0 | 0.1795 | -0.7433 | 0.365 | 0 | -0.9999 |
| (p-val) | (0 ) | (NA ) | (0.1066 ) | (0 ) | (0.0062 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0.9983 | 0 | 0 | -0.8286 | 0.4042 | 0 | -1 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.0021 ) | (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 |
| 0.000133216359439313 |
| -0.00143778413392440 |
| 0.00716246985099311 |
| 2.48300092345321e-05 |
| -0.00333774635335303 |
| -0.000133628029063804 |
| -0.00153155910186827 |
| -0.00125538652848430 |
| 0.00169252978280978 |
| 0.00241388139034531 |
| 0.000204403702534059 |
| 0.00131767416366142 |
| 0.00066919713358622 |
| 0.00136556279925499 |
| -0.00141033043011901 |
| 0.000179183720192895 |
| 0.0039622729978499 |
| 0.005968452526444 |
| 0.0046911568879254 |
| -0.00194961289652031 |
| -1.44563498177021e-05 |
| -0.00395220320000344 |
| -0.00114549000935154 |
| 0.00267903272452251 |
| -0.00316185529048037 |
| -0.00120654606019691 |
| 0.00202959359992704 |
| 0.00285296270294757 |
| -0.00602657465066293 |
| 0.00305491532912487 |
| -0.00554565625067089 |
| -0.00317718450476432 |
| 0.00297040628613138 |
| -0.00420761581454329 |
| 0.00272192867300274 |
| 0.000415499813791943 |
| -0.00394744999700909 |
| -0.00138833735122273 |
| -0.00439982860358741 |
| -0.00126720136732096 |
| 0.00148619113475457 |
| 0.00620680066561087 |
| -0.00464567636681238 |
| -0.00123461521854264 |
| -0.00457108634209104 |
| -0.00218415016608806 |
| 0.000262699322932669 |
| -0.00273048189138104 |
| -0.00347332751122309 |
| 0.00182437834201825 |
| 0.000927183300680205 |
| -0.00253831321609617 |
| -0.00169329973121332 |
| -0.0029546380121911 |
| -0.00100566954160549 |
| 0.0056854753794533 |
| -0.00110668369318397 |
| -0.000929847099113322 |
| -0.00163729966226628 |
| 0.00108679433148619 |
| 0.00136931583435922 |
| -0.000486679567151434 |
| 0.00103490852391008 |
| -0.00180808498926169 |
| 0.00129634555763192 |
| -0.00436923821875264 |
| -0.00247567777584583 |
| -0.000153350985043506 |
| -6.7088000467885e-05 |
| -0.00395205747382792 |
| -0.00355338647840133 |
| -0.00203281147725537 |
| 0.00497525974445468 |
| 0.00032404407235747 |
| 0.000140028099532907 |
| 0.00144193157747214 |
| 0.00296810794079085 |
| -0.00071558406362995 |
| 0.00132206501442459 |
| -0.00283882159361381 |
| -0.00441164056252553 |
| 0.00129686880003621 |
| -0.00136868309951464 |
| 0.000171147662907077 |
| -0.00176925372893924 |
