| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.8777 | -0.0042 | 0.1173 | -0.8668 | 0.3611 | 0.0658 | -0.9999 |
| (p-val) | (0 ) | (0.9807 ) | (0.4029 ) | (0 ) | (0.0378 ) | (0.7242 ) | (1e-04 ) |
| Estimates ( 2 ) | 0.8755 | 0 | 0.1154 | -0.8667 | 0.3614 | 0.0663 | -1 |
| (p-val) | (0 ) | (NA ) | (0.3139 ) | (0 ) | (0.0374 ) | (0.7211 ) | (1e-04 ) |
| Estimates ( 3 ) | 0.8848 | 0 | 0.1077 | -0.8694 | 0.345 | 0 | -1 |
| (p-val) | (0 ) | (NA ) | (0.3364 ) | (0 ) | (0.0379 ) | (NA ) | (8e-04 ) |
| Estimates ( 4 ) | 0.9965 | 0 | 0 | -0.9082 | 0.329 | 0 | -0.9994 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.0472 ) | (NA ) | (3e-04 ) |
| 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 |
| 1.79745334368191e-06 |
| -0.000131651586588341 |
| 0.000234822165147754 |
| 0.000154983854633977 |
| 1.25240357142574e-06 |
| -5.08691047042819e-05 |
| 5.85006700317134e-05 |
| 5.36507334278546e-05 |
| 5.94082681200621e-06 |
| 1.91901408797227e-05 |
| -2.13758754304528e-05 |
| 9.94476726691782e-05 |
| 5.91100948079937e-05 |
| -0.000118490497685356 |
| 7.21794067641975e-05 |
| 0.000113338063823883 |
| -0.000189527033672345 |
| 1.27454088367318e-06 |
| 3.91118657674889e-05 |
| -0.000117521261511878 |
| 6.48896576698195e-05 |
| -4.10674369677923e-05 |
| -1.99215111118285e-05 |
| 0.000265898510463959 |
| -0.000215574618542345 |
| -0.000153839326977791 |
| -6.46400874311923e-05 |
| -3.09025585304874e-05 |
| 1.96397114049326e-05 |
| 4.66024794510553e-05 |
| 0.000102318073042899 |
| -1.04716475917936e-05 |
| 2.61070690167163e-05 |
| -4.95040999668997e-05 |
| -9.89240817891623e-05 |
| -0.000167216632140163 |
| -7.22286489405568e-05 |
| 2.37968111154347e-05 |
| 6.43985052021997e-05 |
| 1.91682202567710e-06 |
| 2.35959130718632e-05 |
| 0.000210040522656256 |
| 2.73484448593303e-05 |
| 2.62462038267377e-05 |
| 2.85528969412573e-05 |
| -8.4100794970305e-05 |
| 0.000151902626972578 |
| 0.000129737804435094 |
| -3.02862928354239e-05 |
| -0.000289373963257038 |
| 3.6783480121668e-06 |
| -0.000205683937806636 |
| 0.000174474205470488 |
| 6.1045351990565e-05 |
| -3.69366611923267e-05 |
| -8.55557530901619e-05 |
| -2.99096985565612e-06 |
| -4.05021709549924e-05 |
| -6.22862506577825e-05 |
| -0.000218067682191005 |
| 0.000109474331396655 |
| -2.98630091703802e-05 |
| -0.000148365578720132 |
| 2.81771983240016e-06 |
| -5.14691378098148e-05 |
| -3.17199829501339e-05 |
| 5.65682743772604e-05 |
| 0.000131883899907011 |
| -9.69571264749627e-05 |
| 3.31949154060143e-05 |
| -0.000203188674794466 |
| -0.000135994620585256 |
| -0.000258501187488806 |
