| 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 |
| 0.000138728535819199 |
| 0.000224547666403286 |
| -0.000319241633023025 |
| -0.000328512059982401 |
| -0.000526329862124562 |
| 0.000888083170719008 |
| 0.00021845428889054 |
| -0.00188615110969525 |
| -0.00100181635942860 |
| -0.000830935033047995 |
| 0.00213618960777986 |
| 0.00120366274074481 |
| 7.74611887585582e-05 |
| -0.000300275256090441 |
| 0.00145982092866557 |
| -0.00222908024217006 |
| 0.000654339797982961 |
| -0.00117378047588807 |
| -0.00163934135830939 |
| -0.000305858056369611 |
| 0.000125554739610927 |
| -9.84809619284108e-05 |
| 0.000670844841164995 |
| -0.00207596289346536 |
| -0.000952737128946611 |
| -0.000466798467699242 |
| -0.00129786491459810 |
| -0.000482737375025755 |
| 0.000382416612201499 |
| 0.00039585739270869 |
| -1.30892197961706e-05 |
| 0.000988312285191054 |
| -0.000323978553943405 |
| -0.000780336150626538 |
| -0.00134040927532457 |
| -0.000921380222472007 |
| 0.00112591973847819 |
| 9.99734848703887e-06 |
| -0.00117849929779849 |
| -0.000809162372199966 |
| 0.00117082201908738 |
| 0.000218854973467585 |
| -0.00165718401112828 |
| 0.00169840132554358 |
| -5.86327684693432e-05 |
| 0.00198765671840787 |
| 0.000127933406881544 |
