| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 1.2386 | -0.1768 | -0.3057 | -0.7173 | -0.1456 | -0.4741 | -0.1203 |
| (p-val) | (0 ) | (0.4567 ) | (0.037 ) | (1e-04 ) | (0.6038 ) | (0.0034 ) | (0.7215 ) |
| Estimates ( 2 ) | 1.2431 | -0.1789 | -0.2951 | -0.7294 | -0.2229 | -0.4798 | 0 |
| (p-val) | (0 ) | (0.4597 ) | (0.0393 ) | (2e-04 ) | (0.2147 ) | (0.0023 ) | (NA ) |
| Estimates ( 3 ) | 1.1187 | 0 | -0.3849 | -0.6705 | -0.2369 | -0.4614 | 0 |
| (p-val) | (0 ) | (NA ) | (0 ) | (2e-04 ) | (0.1688 ) | (0.0036 ) | (NA ) |
| Estimates ( 4 ) | 1.1502 | 0 | -0.3648 | -0.752 | 0 | -0.4075 | 0 |
| (p-val) | (0 ) | (NA ) | (0 ) | (0.0026 ) | (NA ) | (0.0137 ) | (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 |
| 0.000133557827165828 |
| 0.00198296032228790 |
| 0.000859057467424275 |
| -0.0048508762021452 |
| 0.000705790621371638 |
| -0.00211252373108607 |
| 0.00294525263585268 |
| 0.00335579187838849 |
| -0.00536216612789633 |
| -0.0006898846297545 |
| -0.000890496778766303 |
| 0.00132885532896364 |
| 0.00232320115403332 |
| -5.77347995686475e-05 |
| -0.0033401316102074 |
| -0.00465908949519001 |
| 0.00290955695906036 |
| -0.000544875314842228 |
| -0.00429040009767705 |
| 0.00109520210861160 |
| 0.00110642485688791 |
| -0.00294453687211878 |
| 0.000692499766134325 |
| 0.00543414110977689 |
| 4.47627048362138e-05 |
| -0.00223442723372083 |
| -0.00189959599013837 |
| 0.00241635806225241 |
| -0.00235690374018484 |
| -0.00328308088967675 |
| -6.23754953906554e-05 |
| 0.00367982094644821 |
| -0.00341414853338201 |
| -0.00382806535921207 |
| 0.00220988675493045 |
| -0.00177667033078632 |
| -0.00196288741048323 |
| -0.00246208780625535 |
| 2.76251237271176e-05 |
| -0.00248121237792019 |
| -0.00215604768847191 |
| -0.00231220974134239 |
| -0.0029845533231338 |
| -0.00236979011155241 |
| -0.000477367769942396 |
| -0.00174321541558868 |
| 0.00521776568364299 |
| 0.00279482307185673 |
| 0.0066963084475039 |
| 0.00190696661905090 |
| 0.00131680860812031 |
| -0.00322767996948674 |
| 0.00132387902233798 |
| -0.000406262726541156 |
| -9.51027083682847e-05 |
| -0.00124526370021146 |
| -0.00253039311394009 |
| 0.00556423288461158 |
| -0.00178268904998429 |
| -0.000209839312638519 |
