| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1686 | -0.0465 | 0.1666 | -0.8775 | 0.1396 | -0.2184 | -1 |
| (p-val) | (0.3034 ) | (0.7681 ) | (0.2511 ) | (0 ) | (0.3501 ) | (0.194 ) | (1e-04 ) |
| Estimates ( 2 ) | -0.1433 | 0 | 0.1854 | -1.1161 | 0.1433 | -0.2257 | -0.9999 |
| (p-val) | (0.2879 ) | (NA ) | (0.1504 ) | (0 ) | (0.3346 ) | (0.172 ) | (1e-04 ) |
| Estimates ( 3 ) | -0.1686 | 0 | 0.2206 | -0.8916 | 0 | -0.2643 | -0.9997 |
| (p-val) | (0.1924 ) | (NA ) | (0.0719 ) | (0 ) | (NA ) | (0.0854 ) | (0.0163 ) |
| Estimates ( 4 ) | 0 | 0 | 0.2536 | -1.0729 | 0 | -0.2976 | -1.0001 |
| (p-val) | (NA ) | (NA ) | (0.04 ) | (0 ) | (NA ) | (0.0457 ) | (0.0142 ) |
| 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 |
| -3.6182071008529e-05 |
| -9.47496709382475e-05 |
| -1.79540469795931e-05 |
| 0.000166447729642936 |
| 0.000184535128774444 |
| -7.35498809128704e-05 |
| -1.55483152597134e-05 |
| -0.000177652049475388 |
| 2.5412528161997e-05 |
| 4.51763934759507e-06 |
| -7.66743823200924e-05 |
| -5.89432432904884e-05 |
| 0.000116724142635718 |
| 7.90660710299211e-05 |
| -0.000103812373745753 |
| -2.26758038815289e-05 |
| -0.00015121796177388 |
| 4.58328369457965e-05 |
| 0.000270461347422675 |
| -5.03282563457519e-06 |
| -8.58978686689909e-07 |
| -9.29355912199304e-05 |
| 5.91914262516117e-05 |
| 0.000127981870224745 |
| 5.91678695626354e-05 |
| 3.72991072799623e-05 |
| -8.88970504554139e-05 |
| 0.000146207456506623 |
| -0.00018103989818159 |
| -3.7221192854357e-05 |
| 7.26043562158391e-05 |
| 1.44868520086133e-05 |
| -8.68274586816048e-05 |
| -0.000177438187103948 |
| -7.91842762081218e-05 |
| 0.000277347129918272 |
| 0.000121261042147501 |
| 3.85905271644657e-05 |
| -6.80495613922174e-06 |
| 0.000214223619929505 |
| -0.000122192430612726 |
| 0.000112242077050637 |
| 8.10105290671785e-07 |
| -0.000145264078720684 |
| 8.77936223070163e-05 |
| -5.591694813666e-05 |
| 3.7853885456748e-05 |
| 5.51047330583798e-05 |
| -9.44744594412593e-05 |
| -7.34805178175561e-05 |
| 0.000193930931288767 |
| -0.000150734632884639 |
| -7.98063018663303e-05 |
| -6.1129754039779e-05 |
| -4.9691794922624e-05 |
| 0.000209081151919466 |
| 2.55121185872477e-05 |
| 3.32830936488611e-05 |
| 1.36675656261936e-05 |
| 0.000181618918354107 |
| 9.59379134681031e-05 |
| 0.000204018591801291 |
| 8.76091703370166e-05 |
| -1.39159194822416e-05 |
| 5.25183395224315e-05 |
| 6.21940472531894e-06 |
| 2.07513887660942e-05 |
| -2.10434495648851e-05 |
| 8.80267199607161e-06 |
| 7.51448300501648e-05 |
| 4.60508448468247e-05 |
| -1.78060369139526e-05 |
