| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0961 | -0.136 | -0.0746 | -0.7215 | 0.431 | -0.1347 | -0.9995 |
| (p-val) | (0.6315 ) | (0.4085 ) | (0.6312 ) | (0 ) | (0.0219 ) | (0.4597 ) | (6e-04 ) |
| Estimates ( 2 ) | 0 | -0.1025 | -0.0425 | -1.3033 | 0.4435 | -0.1592 | -0.9997 |
| (p-val) | (NA ) | (0.4917 ) | (0.7666 ) | (0 ) | (0.0162 ) | (0.3602 ) | (7e-04 ) |
| Estimates ( 3 ) | 0 | -0.0922 | 0 | -1.2865 | 0.4329 | -0.1556 | -1 |
| (p-val) | (NA ) | (0.5287 ) | (NA ) | (0 ) | (0.0175 ) | (0.3731 ) | (6e-04 ) |
| Estimates ( 4 ) | 0 | 0 | 0 | -1.2511 | 0.4276 | -0.1329 | -1 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0203 ) | (0.4384 ) | (6e-04 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -1.2474 | 0.4568 | 0 | -0.9995 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.013 ) | (NA ) | (0 ) |
| 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 |
| -3.60593959722636e-05 |
| 2.34799531539502e-05 |
| -1.91555588736802e-05 |
| 8.86159973222824e-05 |
| -6.64231657659329e-05 |
| 3.02076007889851e-05 |
| 0.000212532129136052 |
| 0.000187080477290026 |
| 0.000128286194854522 |
| -9.68621279767517e-05 |
| -8.42067158427556e-06 |
| -0.000129468461314375 |
| -4.62471497247313e-05 |
| 8.30882292376498e-05 |
| -0.000132852400855296 |
| -7.88834081018089e-05 |
| 4.01288928840675e-08 |
| 0.000117279129773872 |
| -0.000225843212273347 |
| 8.49140800997773e-05 |
| -0.000173220737456653 |
| -8.20435645310622e-05 |
| 9.46484569607066e-05 |
| -0.000145202707485573 |
| 7.4033565171636e-05 |
| -8.61081533010845e-06 |
| -0.000161324441034618 |
| -7.7978342419585e-06 |
| -0.000177222056187428 |
| -7.17967843914367e-05 |
| 0.000184776262630884 |
| 0.000149917692026811 |
| -0.000171093200505232 |
| -2.3689914138558e-05 |
| -0.000151323112229772 |
| -4.73221724551214e-05 |
| 2.66159304229679e-05 |
| -0.000113717863479698 |
| -0.000115547830150541 |
| 0.000108467125651959 |
| 2.48305481766775e-05 |
| -9.37239585026904e-05 |
| -6.83612137110216e-05 |
| -5.86980381954581e-05 |
| 1.85329945252522e-05 |
| 0.000206768154527503 |
| -5.94538743016286e-05 |
| -5.28831586715766e-05 |
| -4.93118249933725e-05 |
| 7.89184422558866e-05 |
| 2.65053278381695e-05 |
| -5.69250959947098e-05 |
| 4.53229196956851e-06 |
| -6.16161431076672e-05 |
| 8.80127821516968e-05 |
| -0.000154162010350188 |
| -6.33175154743789e-05 |
| 2.4689285060649e-05 |
| -1.25741350763591e-05 |
| -0.000140267484935943 |
| -9.43496754474059e-05 |
| -6.27751284641578e-05 |
| 0.000207779401925261 |
