| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1756 | 0.3188 | 0.1507 | -1 | 0.1238 | -0.098 | -0.9998 |
| (p-val) | (0.136 ) | (0.0017 ) | (0.1926 ) | (0 ) | (0.3213 ) | (0.4223 ) | (0 ) |
| Estimates ( 2 ) | 0.1433 | 0.318 | 0.1747 | -1 | 0.1204 | 0 | -1.0001 |
| (p-val) | (0.1844 ) | (0.0016 ) | (0.1093 ) | (0 ) | (0.3336 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | 0.1042 | 0.313 | 0.2083 | -0.9795 | 0 | 0 | -1.0003 |
| (p-val) | (0.3409 ) | (0.0037 ) | (0.0494 ) | (0 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0 | 0.307 | 0.2224 | -1.0548 | 0 | 0 | -1 |
| (p-val) | (NA ) | (0.0062 ) | (0.0372 ) | (0 ) | (NA ) | (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 |
| -2.19976131732713e-05 |
| -8.30492468147387e-05 |
| 0.000123840616835991 |
| -0.000209771679863355 |
| -4.0439027353274e-05 |
| -0.000124903221954073 |
| 0.000407818206652814 |
| 0.000466775993229004 |
| 0.000205261379576287 |
| 0.000402342249558321 |
| -0.00040584700523436 |
| 4.86412399029011e-05 |
| 0.000438734911975791 |
| 0.000271729122598280 |
| -0.000137073033078966 |
| -5.49895534463837e-05 |
| -0.000101074381080185 |
| 0.000139530789149960 |
| 0.000223744668273884 |
| -0.000208293161052011 |
| -0.000159370051050878 |
| -0.000107474111896538 |
| -0.000258615807561066 |
| -0.000129142405074516 |
| 0.000152193056404161 |
| -0.000943132357269538 |
| 0.000376384965957176 |
| 7.66734815859705e-05 |
| -0.000420311828614929 |
| -0.000347529654459349 |
| 0.000412759495516254 |
| 9.13726282211281e-05 |
| 0.000585679660060649 |
| -3.45932336459299e-05 |
| -0.000335186823419074 |
| 1.25647336547972e-05 |
| -0.000212955543139545 |
| -0.000371424819457817 |
| 8.50860061945147e-05 |
| 0.000343960628274086 |
| 0.000111323951612846 |
| 2.55539493866521e-05 |
| -1.60276545518539e-05 |
| -0.000549335790532618 |
| 0.000352100230614941 |
| -0.000176874218167768 |
| -8.51566066230883e-05 |
| 0.000472187082257477 |
| -0.000123680442139067 |
| 0.000524418948614439 |
| -0.000437344793847834 |
| -0.000502218342180714 |
| -0.000489123772653818 |
| 0.000152863817615319 |
| -0.000307731902626560 |
| 9.62865995568943e-05 |
| 0.000370113842623311 |
| 8.80339755240355e-05 |
| 6.35879584388313e-05 |
| 6.2917468636998e-05 |
| -3.33019837644147e-05 |
| 0.00100964218473050 |
| -0.000439650646522757 |
| -0.000423494533565927 |
| -0.000339148276316752 |
| 7.98396859637043e-05 |
| -0.000299701240020489 |
| -0.000339559988970156 |
| -0.000167570939858569 |
| -0.000119232349077630 |
| -0.000131278551557773 |
| -0.000246156633971255 |
| -0.000236368792377785 |
| -0.000180813967269275 |
| 3.54152810841433e-05 |
| -0.000142029006984110 |
| 0.000133242093046809 |
| -0.000374515773336457 |
| -0.000188138486222568 |
| -0.000194688792556037 |
| 8.03039247604053e-05 |
| 0.000141608667335235 |
| -0.000115945953587584 |
| 3.46172645743845e-05 |
| 0.000591869775634742 |
| 7.45330210189688e-05 |
| 0.000230343613085205 |
| 0.000102379713154134 |
| -5.52553530835098e-05 |
| -0.000167285236863062 |
| 0.000247098544348442 |
| -2.52674765771826e-05 |
| -0.000176420828581629 |
| -8.29294710125633e-05 |
| -0.000252539050437542 |
| -0.000109607176527637 |
| -0.000237004773678807 |
