| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.053 | 0.0834 | 0.2279 | -1 | -0.36 | -0.167 | -0.9989 |
| (p-val) | (0.7257 ) | (0.5906 ) | (0.1434 ) | (0 ) | (0.1509 ) | (0.5214 ) | (0.2657 ) |
| Estimates ( 2 ) | 0 | 0.0844 | 0.2286 | -1 | -0.3515 | -0.151 | -0.9986 |
| (p-val) | (NA ) | (0.5883 ) | (0.1456 ) | (0 ) | (0.1644 ) | (0.5629 ) | (0.3126 ) |
| Estimates ( 3 ) | 0 | 0 | 0.23 | -1 | -0.3486 | -0.1213 | -0.9983 |
| (p-val) | (NA ) | (NA ) | (0.1431 ) | (0 ) | (0.1754 ) | (0.6412 ) | (0.3933 ) |
| Estimates ( 4 ) | 0 | 0 | 0.2387 | -0.9998 | -0.259 | 0 | -0.9977 |
| (p-val) | (NA ) | (NA ) | (0.1223 ) | (0 ) | (0.144 ) | (NA ) | (0.0912 ) |
| Estimates ( 5 ) | 0 | 0 | 0.1954 | -0.9999 | 0 | 0 | -0.9998 |
| (p-val) | (NA ) | (NA ) | (0.1855 ) | (0 ) | (NA ) | (NA ) | (0.002 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -1.1004 | 0 | 0 | -0.9999 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0031 ) |
| 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 |
| -0.000544562533953979 |
| 0.00167778210990684 |
| -0.00683520645903155 |
| -0.00327652028271313 |
| 0.00223071144826903 |
| 0.00279086559446549 |
| 0.00212885580928342 |
| 0.00378544430606368 |
| 0.00124815101256183 |
| -0.00267770783317489 |
| -0.0020834052098937 |
| -0.00289027839555069 |
| -0.00811453634713673 |
| -0.00202827285337967 |
| 0.0077959645293791 |
| -0.00698626539336513 |
| 0.000754847129031548 |
| -0.00107417830967970 |
| 0.00153840497405484 |
| 0.00260790243036105 |
| -0.00428350018295715 |
| -0.00303107355346559 |
| -0.00330264878042353 |
| 0.000186144624842240 |
| -0.00509579906798915 |
| 0.00139588546424194 |
| -0.00382295236710384 |
| 0.00213087353539932 |
| -0.000123579974810493 |
| 0.00186253621747638 |
| 0.00231125522574173 |
| 0.00236312715491125 |
| 0.00132185124095961 |
| -0.00021611393317681 |
| 0.000765847505559667 |
| -0.00129305650278713 |
| 0.00379067282854625 |
| 0.000999409695403517 |
| 0.00271979204342513 |
| -0.00092456511544344 |
| 0.00597050768374178 |
| -0.00235287094579824 |
| 0.00197626336614673 |
| -0.00210246879498279 |
| -0.0009100334793666 |
| 0.00131183642577522 |
| 0.00142503620659966 |
| -0.00219195750404669 |
