| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.956 | -0.0557 | 0.0989 | -0.7625 | 0.4435 | -0.1317 | -0.989 |
| (p-val) | (0 ) | (0.7792 ) | (0.5163 ) | (0 ) | (0.0255 ) | (0.4992 ) | (0 ) |
| Estimates ( 2 ) | 0.923 | 0 | 0.0775 | -0.7575 | 0.4333 | -0.1156 | -1 |
| (p-val) | (0 ) | (NA ) | (0.563 ) | (0 ) | (0.0192 ) | (0.4972 ) | (0 ) |
| Estimates ( 3 ) | 1.0002 | 0 | 0 | -0.7999 | 0.4488 | -0.1232 | -1.0005 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.0144 ) | (0.4635 ) | (0 ) |
| Estimates ( 4 ) | 0.9945 | 0 | 0 | -0.8048 | 0.4689 | 0 | -1 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.01 ) | (NA ) | (0 ) |
| 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 |
| 0.000401212188810719 |
| -0.000116482132551091 |
| 0.000200722498405171 |
| -0.000191260471739926 |
| 0.00091061508503686 |
| -0.000590876619581892 |
| 0.000324128978845667 |
| 0.00215808176559654 |
| 0.00204419902378689 |
| 0.00147515640024068 |
| -0.000690884986220996 |
| 0.000159851717420164 |
| -0.00106871692751236 |
| -0.000243441632706169 |
| 0.000970671201117096 |
| -0.00110772011451287 |
| -0.000632520169985447 |
| 0.000114440958470631 |
| 0.00129470095008849 |
| -0.00208006839583847 |
| 0.000927731310794738 |
| -0.00158750774776819 |
| -0.000757527806775661 |
| 0.00100001186206712 |
| -0.00135953421013014 |
| 0.000803247655841658 |
| -1.46374140573446e-05 |
| -0.00150927467014992 |
| -5.93710421700832e-05 |
| -0.00167451508198682 |
| -0.000758813311792667 |
| 0.00177472703887146 |
| 0.00145007501492536 |
| -0.00166578419621955 |
| -0.000241637404420964 |
| -0.00153800215732999 |
| -0.000483836226277096 |
| 0.00020200337550718 |
| -0.00114615716577981 |
| -0.00119411749508721 |
| 0.000984340014048439 |
| 0.000217699364412224 |
| -0.00103126761614225 |
| -0.000748647187204173 |
| -0.000693470315440411 |
| 0.00012181468181696 |
| 0.00197507117406257 |
| -0.000685234480481116 |
| -0.000583073462315461 |
| -0.000622955503790863 |
| 0.0007124026867987 |
| 0.000232267780244678 |
| -0.000671196239155352 |
| 1.4216867014792e-05 |
| -0.000699426703265594 |
| 0.000781876166267173 |
| -0.00164728973422443 |
| -0.000699447725055089 |
| 8.19352635369268e-05 |
| -0.000221774302167978 |
| -0.00152151454646716 |
| -0.00112682000141002 |
| -0.000711537075532485 |
| 0.00193621742238992 |
