| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.3312 | 0.1193 | -0.111 | -1 | -0.1346 | -0.1094 | 0.1779 |
| (p-val) | (0.0076 ) | (0.3298 ) | (0.3446 ) | (0 ) | (0.858 ) | (0.4947 ) | (0.8117 ) |
| Estimates ( 2 ) | 0.3333 | 0.1181 | -0.1124 | -1 | 0 | -0.1143 | 0.0462 |
| (p-val) | (0.0072 ) | (0.3346 ) | (0.3381 ) | (0 ) | (NA ) | (0.4561 ) | (0.7575 ) |
| Estimates ( 3 ) | 0.33 | 0.1243 | -0.1184 | -1 | 0 | -0.1158 | 0 |
| (p-val) | (0.0078 ) | (0.3014 ) | (0.3065 ) | (0 ) | (NA ) | (0.4514 ) | (NA ) |
| Estimates ( 4 ) | 0.2975 | 0.1282 | -0.1111 | -1 | 0 | 0 | 0 |
| (p-val) | (0.01 ) | (0.2822 ) | (0.3354 ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.2886 | 0.0954 | 0 | -1 | 0 | 0 | 0 |
| (p-val) | (0.0129 ) | (0.407 ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0.3196 | 0 | 0 | -1 | 0 | 0 | 0 |
| (p-val) | (0.0039 ) | (NA ) | (NA ) | (0 ) | (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 |
| -0.000321852105360857 |
| -0.0130265863188108 |
| -0.00584330401914808 |
| -0.000853844863298358 |
| 0.00903451778197577 |
| 0.0108952501580743 |
| -0.00695004247628229 |
| -0.00622930580558622 |
| -0.000694777310434546 |
| -0.00152359502558152 |
| 0.00840799619826727 |
| -0.00756042510496085 |
| 0.000433209002814514 |
| -0.0012298219964662 |
| -0.00256126336100136 |
| 0.00176538996479147 |
| -0.0042410715270557 |
| 0.000856592362911975 |
| -0.00579285604585359 |
| 0.0056052696227636 |
| -0.00355519306819669 |
| -0.0052369407708315 |
| 0.0036034625320852 |
| -0.00666067912009518 |
| 0.00910468516180393 |
| 0.0051587885148797 |
| -0.00823239421786513 |
| -0.000168543831742478 |
| -0.0068507198763941 |
| 0.00348843443258835 |
| 0.00523384365237345 |
| -0.00768531076238198 |
| 0.000161585868361800 |
| -0.00308648152945882 |
| 0.00289961419936025 |
| 0.00482756114127719 |
| 0.0030288616488591 |
| -0.00228630791299237 |
| -0.00484299855023877 |
| 0.00488461304217183 |
| -0.000538281322261824 |
| -0.00556202213752696 |
| 0.00233227552466355 |
| 0.00190127915136696 |
| -0.00266589356231655 |
| 0.00228383726238652 |
| 0.00947546693017213 |
| 0.00215564332102443 |
| -0.00202987611754295 |
| -0.00249654694601826 |
| 0.0096128959485503 |
| -0.00613491345368594 |
| -0.00212018096650514 |
| -0.00237809011634777 |
| 0.00225634115731675 |
| -0.00171881881020545 |
| -0.00282643456092136 |
| 0.00477351504668859 |
| -0.0046507968198068 |
| -0.00198032114493747 |
| -0.00350501934014063 |
| 0.00405694640673861 |
| 6.93911083878948e-06 |
| -0.000685065636623872 |
| -0.0034361826941311 |
| -0.000696512055406059 |
| -0.00434002927975729 |
| -8.00454704399067e-05 |
| 0.00182775975885197 |
| 0.00851441181737371 |
| 0.00548781459133518 |
| 0.0159101517294 |
| 0.0119189756102676 |
| 0.0095436391939044 |
| -0.00901935069274489 |
| 0.00162348442697213 |
| -0.00725286102794776 |
| -0.00229097260817724 |
| -0.00710580261009404 |
| -0.00658991046977627 |
| 0.00829715310808869 |
| -0.00571974973459488 |
| 0.00463225505564921 |
