| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0679 | 0.2117 | -0.0792 | -0.722 | 0.5834 | 0.1983 | -0.6829 |
| (p-val) | (0.7915 ) | (0.3063 ) | (0.6135 ) | (0.0015 ) | (0.471 ) | (0.2946 ) | (0.434 ) |
| Estimates ( 2 ) | 0 | 0.1752 | -0.0899 | -0.6701 | 0.5717 | 0.1918 | -0.6717 |
| (p-val) | (NA ) | (0.2589 ) | (0.5431 ) | (0 ) | (0.5016 ) | (0.3062 ) | (0.458 ) |
| Estimates ( 3 ) | 0 | 0.1959 | 0 | -0.6971 | 0.54 | 0.2149 | -0.6602 |
| (p-val) | (NA ) | (0.2025 ) | (NA ) | (0 ) | (0.51 ) | (0.2444 ) | (0.4531 ) |
| Estimates ( 4 ) | 0 | 0.1997 | 0 | -0.7057 | 0 | 0.1299 | -0.1129 |
| (p-val) | (NA ) | (0.1931 ) | (NA ) | (0 ) | (NA ) | (0.4729 ) | (0.4211 ) |
| Estimates ( 5 ) | 0 | 0.1986 | 0 | -0.6966 | 0 | 0 | -0.0934 |
| (p-val) | (NA ) | (0.1948 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.482 ) |
| Estimates ( 6 ) | 0 | 0.2044 | 0 | -0.7106 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.1807 ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | -0.6527 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
| 9.86070730169997e-06 |
| -0.000813192179363318 |
| -0.000572796494781276 |
| -0.000511160504801407 |
| -0.000773479078640401 |
| 0.000897828619441361 |
| -0.000166968809635468 |
| 5.24709002203981e-05 |
| -0.000727466205290188 |
| 0.000195231239663317 |
| 0.000505682638148063 |
| -0.000304892689062907 |
| 0.00064237190098986 |
| -0.000417938209216958 |
| 0.00051149971422117 |
| 0.000310162008636848 |
| 0.000266581353159802 |
| -0.00141737679298456 |
| 0.000633921914257727 |
| -0.00092005675244867 |
| 0.00120346312800065 |
| 0.000476174507005594 |
| 0.000106372486604358 |
| 0.00151762714239381 |
| 0.000591547066688174 |
| -4.58858055625309e-05 |
| -0.00094984562352218 |
| -0.000957642685224756 |
| 0.000277532369050755 |
| -1.12872397660749e-05 |
| 0.000270376681026747 |
| 0.00044278821827839 |
| 0.000853167895070479 |
| -9.74249689043253e-05 |
| -0.000809550756865871 |
| -6.88512861266073e-06 |
| 0.00077931098039763 |
| -0.000464703195909664 |
| -0.000328123661410818 |
| 0.000384406353579027 |
| 0.00137474211739405 |
| 0.000410513941061772 |
| 0.000387087380723993 |
| 0.000255177127065137 |
| -0.00104459727371266 |
| 0.000401554411491927 |
| 0.000457729855171291 |
| 0.000466155576029395 |
| 0.00119479265176179 |
| 9.21307928572496e-05 |
| 0.000154764088468812 |
| 0.000882677093340039 |
| 0.000647297579824294 |
| -0.000620027874282711 |
| 0.000443397319064374 |
| -0.000418156162168105 |
| 0.000802343918595686 |
| 0.000229678548496157 |
| -0.00115928781261222 |
| -0.00118430811411263 |
