| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7233 | 0.041 | 0.1289 | -0.8147 | 0.5555 | -0.0464 | -0.9984 |
| (p-val) | (0.0035 ) | (0.8341 ) | (0.4136 ) | (0 ) | (0.0274 ) | (0.8474 ) | (0.333 ) |
| Estimates ( 2 ) | 0.726 | 0.03 | 0.1315 | -0.8093 | 0.5701 | 0 | -0.9994 |
| (p-val) | (0.0032 ) | (0.8727 ) | (0.4004 ) | (0 ) | (0.0181 ) | (NA ) | (0.1706 ) |
| Estimates ( 3 ) | 0.74 | 0 | 0.1448 | -0.809 | 0.5588 | 0 | -1.0048 |
| (p-val) | (0.0016 ) | (NA ) | (0.2763 ) | (0 ) | (0.0156 ) | (NA ) | (0.1966 ) |
| Estimates ( 4 ) | 0.188 | 0 | 0 | -0.275 | 0.5797 | 0 | -1.0007 |
| (p-val) | (0.8416 ) | (NA ) | (NA ) | (0.7647 ) | (0.0134 ) | (NA ) | (0.1439 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -0.0872 | 0.585 | 0 | -1.001 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.5746 ) | (0.0124 ) | (NA ) | (0.1389 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | 0.5563 | 0 | -0.9985 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.015 ) | (NA ) | (0.2228 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | -0.206 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.1651 ) | (NA ) | (NA ) |
| Estimates ( 8 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (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 |
| -0.000480834680952878 |
| 8.10407589381437e-05 |
| -0.000742372595993303 |
| -0.000368991858297922 |
| -0.000422077772160725 |
| 0.00049403706876426 |
| -0.000146332832652511 |
| 0.000219682389456380 |
| -0.000317373005021502 |
| -0.000580169085502865 |
| 7.3429175856399e-05 |
| 0.00045124185039182 |
| 0.000965579157681718 |
| -0.000383594031523019 |
| 0.000458779314777702 |
| -0.000993783811685572 |
| -0.00109901007535593 |
| 9.72537314480236e-05 |
| 0.00128915286038614 |
| 0.000625099799650944 |
| 0.000294307108727261 |
| 0.00220658305974470 |
| 0.00104659484971638 |
| 0.00146120601146933 |
| -0.00343379443048906 |
| 0.00214671147439012 |
| 0.000595476143860879 |
| 6.94129057313975e-05 |
| 0.00271483682986154 |
| 0.00192569320367805 |
| -0.00297731373627849 |
| -0.00038508311002472 |
| 0.00243614930823149 |
| -0.000929054024076476 |
| 0.000264276299565408 |
| -0.00259025565290555 |
| -0.000237150898008548 |
| -0.000274806529103500 |
| 0.000594781836782327 |
| -0.000376767802577116 |
| 0.00284589255150131 |
| -0.00335450566751685 |
| -0.00114865461346553 |
| 0.000607314223597083 |
| -0.000736681084925528 |
| -0.000462778371723899 |
| -0.00264811115266544 |
| -0.00234825389787405 |
| -0.00103302567250133 |
