| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0713 | 0.2619 | 0.1708 | -0.3532 | -0.9334 | -0.9942 | -0.0414 |
| (p-val) | (0.9069 ) | (0.3609 ) | (0.3739 ) | (0.5648 ) | (0 ) | (0 ) | (0.9298 ) |
| Estimates ( 2 ) | -0.0744 | 0.2598 | 0.1711 | -0.3494 | -0.9337 | -0.9944 | 0 |
| (p-val) | (0.9031 ) | (0.3647 ) | (0.3724 ) | (0.5701 ) | (0 ) | (0 ) | (NA ) |
| Estimates ( 3 ) | 0 | 0.2844 | 0.1599 | -0.4203 | -0.9335 | -0.9944 | 0 |
| (p-val) | (NA ) | (0.1346 ) | (0.38 ) | (0.0168 ) | (0 ) | (0 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0.2794 | 0 | -0.3966 | -0.934 | -0.9947 | 0 |
| (p-val) | (NA ) | (0.1643 ) | (NA ) | (0.0231 ) | (0 ) | (0 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -0.3037 | -0.9294 | -0.9948 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0301 ) | (0 ) | (0 ) | (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 |
| -0.0357059091648632 |
| -0.000502074078292377 |
| 0.00338677301074587 |
| -0.00211582701384288 |
| -0.00191970536021344 |
| -7.08495769407001e-06 |
| -0.000209792508443245 |
| -0.000303190977620259 |
| -0.000386662706770157 |
| -0.000402116600920872 |
| -0.000493961225729028 |
| -0.000394861273658382 |
| 0.00640992337568896 |
| -0.00304512043907335 |
| 0.000267767195289353 |
| 0.00338170013894043 |
| 0.000124426916186476 |
| -0.000854424608685758 |
| -0.000698329803406067 |
| -0.000740844246136679 |
| -0.000690892298383784 |
| -0.000926979769959672 |
| -0.000624878865380926 |
| -0.00132167846062955 |
| -0.00633827333552238 |
| -0.00396270817554828 |
| -0.00210593307497142 |
| -0.00304020988156214 |
| -0.000906672432483855 |
| 0.000622815474126422 |
| -2.07531514086812e-05 |
| -0.000433557476256932 |
| -1.21631694532177e-05 |
| 0.000754828000886945 |
| -0.000305549560203895 |
| 0.000769520273155056 |
