| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0043 | -0.0189 | 0.3305 | -0.513 | -0.8251 | -0.0463 | 0.658 |
| (p-val) | (0.9902 ) | (0.9359 ) | (0.068 ) | (0.1402 ) | (0.7418 ) | (0.932 ) | (0.7966 ) |
| Estimates ( 2 ) | 0 | -0.0165 | 0.3316 | -0.5172 | -0.9133 | -0.0634 | 0.749 |
| (p-val) | (NA ) | (0.927 ) | (0.0372 ) | (7e-04 ) | (0.724 ) | (0.9128 ) | (0.7804 ) |
| Estimates ( 3 ) | 0 | 0 | 0.3315 | -0.5201 | -0.9433 | -0.0764 | 0.7807 |
| (p-val) | (NA ) | (NA ) | (0.0367 ) | (5e-04 ) | (0.7375 ) | (0.897 ) | (0.7892 ) |
| Estimates ( 4 ) | 0 | 0 | 0.3322 | -0.521 | -0.597 | 0 | 0.4343 |
| (p-val) | (NA ) | (NA ) | (0.0368 ) | (5e-04 ) | (0.618 ) | (NA ) | (0.7327 ) |
| Estimates ( 5 ) | 0 | 0 | 0.3222 | -0.5102 | -0.1682 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0371 ) | (4e-04 ) | (0.3376 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0.3066 | -0.4708 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0419 ) | (4e-04 ) | (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 |
| -0.000212923517308801 |
| -0.000366405397205687 |
| -0.00557947052088672 |
| 5.39349385913969e-05 |
| 0.00152371966762789 |
| 0.00175850683193595 |
| 3.77672323594971e-05 |
| 0.00278145948179106 |
| -0.00301556173149557 |
| 0.00109580938363319 |
| -0.000724132225897542 |
| -0.000973482661448984 |
| -0.00171178063930695 |
| 0.000125644167827909 |
| -0.00610402063012358 |
| -0.000405313640416258 |
| 7.26579064577097e-05 |
| -0.00169069400551828 |
| 0.00113463103249704 |
| -0.00502021989243185 |
| 0.00290671911265335 |
| 0.0026126296789493 |
| -0.00247365301824070 |
| -0.0041985012668281 |
| 0.00220019470292948 |
| 0.00403711355294332 |
| 0.00334851349840243 |
| -0.00063160538606634 |
| -0.000495111342862893 |
| 0.0019798998189597 |
| 0.00156938199908718 |
| -0.00196786552076488 |
| 0.00453550691249892 |
| 0.000238202506318942 |
| -0.00340957657161807 |
| -0.00110204572510288 |
| -0.00571315621593679 |
| -0.000483401501108857 |
| -0.00345934859091221 |
| 0.00157507010324105 |
| -0.00404358222050192 |
| -0.00189791760312953 |
| 0.00308855952516814 |
| -0.000418917431675471 |
| 0.00131829063658993 |
| -0.000343162709266577 |
| 0.00313721513408243 |
| 0.00281275625682837 |
