| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5955 | 0.1867 | -0.2062 | -1 | -0.192 | -0.4478 | 0.0441 |
| (p-val) | (1e-04 ) | (0.2239 ) | (0.1455 ) | (0 ) | (0.5085 ) | (0.0074 ) | (0.8881 ) |
| Estimates ( 2 ) | 0.5987 | 0.1862 | -0.2112 | -1 | -0.1595 | -0.4466 | 0 |
| (p-val) | (1e-04 ) | (0.2252 ) | (0.1255 ) | (0 ) | (0.3609 ) | (0.0078 ) | (NA ) |
| Estimates ( 3 ) | 0.5772 | 0.18 | -0.1742 | -1 | 0 | -0.4133 | 0 |
| (p-val) | (2e-04 ) | (0.2413 ) | (0.1916 ) | (0 ) | (NA ) | (0.015 ) | (NA ) |
| Estimates ( 4 ) | -0.2949 | 0 | -0.0623 | 0.0474 | 0 | -0.4106 | 0 |
| (p-val) | (0.6142 ) | (NA ) | (0.6588 ) | (0.9399 ) | (NA ) | (0.0162 ) | (NA ) |
| Estimates ( 5 ) | -0.2516 | 0 | -0.0648 | 0 | 0 | -0.4086 | 0 |
| (p-val) | (0.0732 ) | (NA ) | (0.6372 ) | (NA ) | (NA ) | (0.0157 ) | (NA ) |
| Estimates ( 6 ) | -0.2498 | 0 | 0 | 0 | 0 | -0.4202 | 0 |
| (p-val) | (0.0764 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0113 ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | -0.5214 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (2e-04 ) | (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 |
| -0.000172382684294473 |
| -0.000167745576204072 |
| -0.0063296234842579 |
| 0.00085956933951914 |
| -0.00322094876440394 |
| 0.00436141252124362 |
| 0.00325084109994405 |
| -0.00529564386674460 |
| 0.000917764360812538 |
| -0.000964504749464986 |
| 0.00257812128417533 |
| 0.00263113505360016 |
| 0.000184187107037577 |
| -0.0032814118533879 |
| -0.00319466013408304 |
| 0.00393840132836025 |
| -0.00026383868490432 |
| -0.00365185710909544 |
| 0.00221863176790852 |
| 0.00240937892536104 |
| -0.00245558824882839 |
| 0.00189788347533573 |
| 0.00479205819430039 |
| -0.00187356658045555 |
| -0.00285487657065736 |
| -0.00206306789819501 |
| 0.00280254273871236 |
| -0.00483295375972754 |
| -0.00253873105946422 |
| 0.00144382327876362 |
| 0.00404734898919821 |
| -0.00319469232253818 |
| -0.000862743493813684 |
| 0.00347509835827645 |
| -0.00235164610090284 |
| 0.000310469529864133 |
| -0.000590022757293849 |
| 0.00226797310080804 |
| -0.00284912179686792 |
| 0.00070626433901952 |
| -0.000633603318461463 |
| -0.000728986400830856 |
| -0.000796436066241358 |
| 0.00205219481973866 |
| 0.00087008729719193 |
| 0.00670467128254388 |
| 0.00335530540956793 |
| 0.00693773742620946 |
| -0.00128069060065271 |
| -0.00284870575964538 |
| -0.00824060593039564 |
| -0.00167064058227678 |
| -0.00434164809450916 |
| -0.00176230804012001 |
| -0.00157899286516627 |
| -0.00144294765530675 |
| 0.00760478565580194 |
| -0.00236465488616082 |
| 0.00274622397441504 |
