| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0468 | 0.1566 | 0.2381 | -1 | -0.4883 | -0.3064 | -0.3292 |
| (p-val) | (0.7487 ) | (0.2506 ) | (0.0981 ) | (0 ) | (0.2391 ) | (0.3016 ) | (0.5096 ) |
| Estimates ( 2 ) | 0 | 0.1636 | 0.25 | -1 | -0.4923 | -0.2841 | -0.3167 |
| (p-val) | (NA ) | (0.219 ) | (0.0703 ) | (0 ) | (0.275 ) | (0.3556 ) | (0.5508 ) |
| Estimates ( 3 ) | 0 | 0.1637 | 0.2752 | -0.9933 | -0.7461 | -0.4161 | 0 |
| (p-val) | (NA ) | (0.2436 ) | (0.044 ) | (0.0096 ) | (0 ) | (0.0079 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0 | 0.2535 | -1.0587 | -0.7477 | -0.47 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0621 ) | (0 ) | (0 ) | (0.0012 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -1.1184 | -0.7477 | -0.5117 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (2e-04 ) | (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 |
| -5.23768826874202e-05 |
| -0.000125172548467403 |
| 5.71473962258312e-05 |
| 3.08363711084571e-05 |
| 2.07567947982004e-05 |
| -4.0666901082478e-06 |
| -0.000205335088659362 |
| 0.000272809676840626 |
| 1.47423291271665e-05 |
| -0.000110958943397613 |
| -8.08309912089694e-05 |
| 0.000454021670353361 |
| 6.31806761029705e-05 |
| 0.000224238746699179 |
| -0.000257366560075935 |
| -0.000214965701377389 |
| 0.000426041269214409 |
| -0.000322517521762942 |
| 0.00022390467940642 |
| -0.000331572881165422 |
| -0.000292515154557432 |
| -0.000233668907803863 |
| -0.000263667701547452 |
| -0.000367159060882438 |
| -0.000165657706795911 |
| 0.000233900816667447 |
| 0.000352265917175786 |
| 0.000218409278464843 |
| 0.000435645676097759 |
| 0.000152571345130309 |
| 0.000192762263418767 |
| -0.00017376461653566 |
| -0.000175515491628586 |
| -2.24903872618397e-05 |
| 0.000132240541820969 |
| -3.02059441375439e-06 |
| 0.000341432265452541 |
| -0.000334799680189057 |
| -0.000105611657002772 |
| 0.000464990608049223 |
| -0.000104691315329379 |
| 0.000184610815025545 |
| 4.46769179167987e-05 |
| -0.000209424001496104 |
| -0.000105843128766385 |
| -8.39532301046018e-06 |
| 6.23614529672405e-05 |
| -8.83327141889795e-06 |
| -0.000148583780892009 |
| 0.000225213961946725 |
| 0.000283590051145133 |
| 0.000171309710410452 |
| -1.50514072016985e-05 |
| 7.67715574332779e-05 |
| 7.92780433285437e-06 |
| -0.000110694714393586 |
| 6.92288717333279e-05 |
| 2.33988444500956e-05 |
| 0.000179424620192645 |
| 0.000145896508165056 |
