| ARIMA Parameter Estimation and Backward Selection | ||||||||
| Iteration | ar1 | ar2 | ar3 | ar4 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1123 | -0.3474 | -0.0849 | -0.2834 | -0.5377 | 0.1991 | -0.2254 | -0.9999 |
| (p-val) | (0.6622 ) | (0.0752 ) | (0.636 ) | (0.0622 ) | (0.0384 ) | (0.2787 ) | (0.2227 ) | (0.1625 ) |
| Estimates ( 2 ) | 0 | -0.2947 | -0.0342 | -0.2536 | -0.6249 | 0.2192 | -0.2251 | -1.0002 |
| (p-val) | (NA ) | (0.0476 ) | (0.8046 ) | (0.069 ) | (0 ) | (0.2169 ) | (0.2238 ) | (0.1334 ) |
| Estimates ( 3 ) | 0 | -0.2894 | 0 | -0.2475 | -0.6336 | 0.2066 | -0.2274 | -1.0004 |
| (p-val) | (NA ) | (0.0494 ) | (NA ) | (0.0725 ) | (0 ) | (0.2272 ) | (0.218 ) | (0.1367 ) |
| Estimates ( 4 ) | 0 | -0.3035 | 0 | -0.2261 | -0.6342 | 0 | -0.3055 | -0.5694 |
| (p-val) | (NA ) | (0.0406 ) | (NA ) | (0.1035 ) | (0 ) | (NA ) | (0.0628 ) | (0.0108 ) |
| Estimates ( 5 ) | 0 | -0.2126 | 0 | 0 | -0.7025 | 0 | -0.3257 | -0.5885 |
| (p-val) | (NA ) | (0.1403 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.0502 ) | (0.009 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | -1.3074 | 0 | -0.307 | -0.5847 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.0636 ) | (0.0087 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | -1.3257 | 0 | 0 | -0.6882 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.004 ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 14 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 15 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -0.000147100219044430 |
| 0.00184092935104563 |
| 0.000857653835360875 |
| 0.000470531836175966 |
| -0.0015337250521893 |
| -0.000921223416336483 |
| 7.96641396243302e-06 |
| -0.000460284391716294 |
| 0.000536288124002936 |
| 0.000911758458788151 |
| 0.00180703303369938 |
| -0.00108310745396239 |
| -0.00131066939334205 |
| -0.000483809227141552 |
| 0.00192834746882705 |
| 0.000970572432868713 |
| -0.000888980938067589 |
| 0.00134424004129350 |
| 0.000734055092919028 |
| 0.000924997283142855 |
| 0.000992580114914237 |
| -0.00140570304159505 |
| -0.00139647124428328 |
| -0.000234607520410084 |
| 0.000472186768514362 |
| 0.000435085703063358 |
| -0.000332143100771139 |
| -0.00123189718067943 |
| 0.00100922933093734 |
| -0.000188993941392791 |
| -0.000319713652046765 |
| -0.000717336796829076 |
| -0.000844315597085965 |
| -0.00228936940408211 |
| 0.00096971686029785 |
| 0.000627662189171568 |
| -0.000675591971447276 |
| 0.00102227324760179 |
| 0.000676288240969506 |
| -0.00153546465475494 |
| 0.00090342574855794 |
| -0.00219750725746374 |
| -0.00434371833206108 |
| 0.00121522708389386 |
| -0.000379890464133707 |
| 0.000249123776890188 |
| -0.000174796495655828 |
| -0.00269413376477174 |
| 0.000375999230848094 |
| -0.000869721513731108 |
| -0.00225389392319271 |
| -3.00431118133619e-05 |
| 0.00137264616895391 |
| 0.00114285094949985 |
| -0.000918111214311814 |
| 0.000186480566146249 |
| -0.000212668028064490 |
| 0.000650338772186401 |
