| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.8288 | -0.0384 | -0.1668 | -0.4435 | -0.1098 | -0.165 | -0.9997 |
| (p-val) | (0.1156 ) | (0.8872 ) | (0.2102 ) | (0.3909 ) | (0.5118 ) | (0.3791 ) | (0.0278 ) |
| Estimates ( 2 ) | 0.7667 | 0 | -0.1734 | -0.3891 | -0.1097 | -0.1611 | -1.0003 |
| (p-val) | (0.0068 ) | (NA ) | (0.183 ) | (0.2412 ) | (0.5129 ) | (0.3864 ) | (0.0291 ) |
| Estimates ( 3 ) | 0.788 | 0 | -0.1816 | -0.3852 | 0 | -0.1172 | -0.9996 |
| (p-val) | (0.0028 ) | (NA ) | (0.1564 ) | (0.2219 ) | (NA ) | (0.5244 ) | (9e-04 ) |
| Estimates ( 4 ) | 0.7956 | 0 | -0.1859 | -0.429 | 0 | 0 | -0.9998 |
| (p-val) | (0.0042 ) | (NA ) | (0.1371 ) | (0.1834 ) | (NA ) | (NA ) | (4e-04 ) |
| Estimates ( 5 ) | 0.4187 | 0 | -0.0622 | 0 | 0 | 0 | -1 |
| (p-val) | (0.0011 ) | (NA ) | (0.6096 ) | (NA ) | (NA ) | (NA ) | (2e-04 ) |
| Estimates ( 6 ) | 0.404 | 0 | 0 | 0 | 0 | 0 | -0.9992 |
| (p-val) | (0.0012 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (1e-04 ) |
| 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 |
| -6.11880022027343e-09 |
| -1.19496856687288e-07 |
| -6.79160421314159e-08 |
| 6.81365546581417e-08 |
| -4.25261042596688e-09 |
| 2.16002307336609e-07 |
| 1.12508205158148e-07 |
| 1.10070890447942e-08 |
| -1.55812979439273e-07 |
| -1.45437309312706e-07 |
| -2.12204232792234e-07 |
| 4.38539808806684e-08 |
| -1.04026439747066e-07 |
| -8.5464543853159e-08 |
| 7.0229303608783e-08 |
| -1.15981996131728e-07 |
| -2.94461015122293e-08 |
| -1.26038962140190e-07 |
| -7.1073647774536e-08 |
| -1.05888107024950e-07 |
| 1.85780508459715e-08 |
| 1.12613358790880e-08 |
| 2.35270137630757e-07 |
| 2.93368549352832e-07 |
| -1.97889649705645e-07 |
| 2.62101418924625e-07 |
| -5.07332617719993e-08 |
| 3.38144729079307e-08 |
| 2.63156224297447e-07 |
| -1.45971533640063e-07 |
| 6.6771564048605e-09 |
| 7.97748107319129e-09 |
| 1.30785372476697e-07 |
| -1.00232566640356e-07 |
| 3.7153756982838e-08 |
| -7.18006196184295e-08 |
| -1.95451171645656e-07 |
| -3.94880273131506e-08 |
| -5.60052170052752e-08 |
| 4.3108087480914e-08 |
| -7.61565787802669e-09 |
| -1.08797469590650e-07 |
| 4.18815770641455e-08 |
| -1.47230054889680e-07 |
| 9.62175816614639e-10 |
| 1.43154008151767e-07 |
| 1.28155384300056e-07 |
| -2.10062200442112e-07 |
| -4.03415958142848e-09 |
| -1.43350090463751e-08 |
| -6.49842653050994e-08 |
| 4.16805220364254e-08 |
| 2.24452129812710e-09 |
| -6.84181782699705e-08 |
| 3.70136023056446e-08 |
| 1.2049180894574e-07 |
| -7.43701763185159e-08 |
| 1.06255482520833e-07 |
| -4.55040248554671e-08 |
| 1.13664828514915e-07 |
