| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7714 | 0.0661 | 0.1477 | -0.7767 | 0.4671 | -0.117 | -0.9917 |
| (p-val) | (3e-04 ) | (0.7568 ) | (0.4148 ) | (0 ) | (0.0791 ) | (0.7134 ) | (0.277 ) |
| Estimates ( 2 ) | 0.8018 | 0 | 0.1784 | -0.7766 | 0.4631 | -0.0775 | -1.0003 |
| (p-val) | (1e-04 ) | (NA ) | (0.2308 ) | (0 ) | (0.089 ) | (0.7913 ) | (0.2359 ) |
| Estimates ( 3 ) | 0.7849 | 0 | 0.1844 | -0.7664 | 0.5025 | 0 | -0.9999 |
| (p-val) | (0 ) | (NA ) | (0.2022 ) | (0 ) | (0.0323 ) | (NA ) | (0.1056 ) |
| Estimates ( 4 ) | 1.0059 | 0 | 0 | -0.8677 | 0.4557 | 0 | -1.1332 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.0402 ) | (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 |
| -0.000302102668219973 |
| 0.000325222094641339 |
| -0.000149901571462398 |
| 0.000124870258381786 |
| -0.000285215414988831 |
| -0.000406953941678874 |
| 1.61345547339283e-05 |
| 0.000318456960756917 |
| 0.00074233107910068 |
| -0.000216782326859605 |
| 0.000411234006194472 |
| -0.000763029714194444 |
| -0.000743949462300241 |
| -3.22912547154670e-05 |
| 0.000877994105615933 |
| 0.00055175975644321 |
| 0.000273346906664448 |
| 0.00142174351704708 |
| 0.00059635512768101 |
| 0.000893712675005112 |
| -0.00274783847124347 |
| 0.00108283931352779 |
| -5.95391724120273e-05 |
| 6.18966835979939e-05 |
| 0.00166808855355998 |
| 0.00115412707240142 |
| -0.00251994365268609 |
| -0.000743574794428258 |
| 0.00104355690690588 |
| -0.000627573976357069 |
| 0.000299384364640863 |
| -0.00200742612451044 |
| -0.000399492342353869 |
| -0.000243326123052584 |
| 0.000771492578621212 |
| -0.000195721040378015 |
| 0.00234123841247594 |
| -0.00227308799146331 |
| -0.00098686362165326 |
| 0.000178643652302413 |
| -0.000116745732541624 |
| 0.000254131155025038 |
| -0.00153151461012463 |
| -0.00146140953973844 |
| -0.00105016740030441 |
| -0.00112518030483337 |
| -0.00149039226871664 |
| 1.79731075095913e-06 |
