| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2431 | 0.0502 | 0.2209 | 0.167 | -0.4282 | -0.2222 | -0.9975 |
| (p-val) | (0.5875 ) | (0.7481 ) | (0.1393 ) | (0.7016 ) | (0.0716 ) | (0.3706 ) | (0.2047 ) |
| Estimates ( 2 ) | -0.2784 | 0 | 0.2141 | 0.1954 | -0.4344 | -0.2127 | -0.9978 |
| (p-val) | (0.5334 ) | (NA ) | (0.1525 ) | (0.6439 ) | (0.0687 ) | (0.3935 ) | (0.2224 ) |
| Estimates ( 3 ) | -0.0798 | 0 | 0.2106 | 0 | -0.4046 | -0.186 | -0.9997 |
| (p-val) | (0.5887 ) | (NA ) | (0.1679 ) | (NA ) | (0.0859 ) | (0.4506 ) | (0.2611 ) |
| Estimates ( 4 ) | 0 | 0 | 0.2083 | 0 | -0.3883 | -0.1606 | -1.0002 |
| (p-val) | (NA ) | (NA ) | (0.1744 ) | (NA ) | (0.1034 ) | (0.5173 ) | (0.3386 ) |
| Estimates ( 5 ) | 0 | 0 | 0.22 | 0 | -0.2742 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (0.1434 ) | (NA ) | (0.1059 ) | (NA ) | (0.0504 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.2252 | 0 | -1.0008 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.1797 ) | (NA ) | (0.0528 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0013 ) |
| 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 |
| 0.000122731418385286 |
| 0.00241176062065143 |
| 0.00454140599615316 |
| -0.00402583570154451 |
| -0.00193967048183182 |
| 0.00320768442262351 |
| 0.00240051297617237 |
| 0.00248102399927561 |
| 0.00522120378512577 |
| 0.00323471226552284 |
| -0.000422193121621420 |
| 0.000205816117153402 |
| -0.000288091582987664 |
| -0.00637508628400539 |
| -0.00105104102454469 |
| 0.00743350631311348 |
| -0.00767101170632287 |
| 0.00116401249609047 |
| 0.00117753419933191 |
| 0.000733275098580065 |
| 0.00384574338623112 |
| -0.00307081652847713 |
| -0.00264416152092356 |
| -0.00279656278570905 |
| -0.000702103656141851 |
| -0.00745537201791366 |
| -0.000425836473132485 |
| -0.00293281614619538 |
| -0.00125023796047494 |
| -0.00092945793891733 |
| 0.000206465079581329 |
| 0.00164184814032768 |
| 0.00195746753848796 |
| 0.000127640171670621 |
| -0.000542978626811696 |
| 4.06913608270088e-05 |
| -0.00145098459719878 |
| 0.00219667743149766 |
| 0.000878446301642876 |
| 0.00143759416018860 |
| 8.37756048070314e-05 |
| 0.00595976943689932 |
| -0.00163768348958786 |
| 0.00246577263478245 |
| -0.000540183243434383 |
| -0.000830262865008054 |
| 0.00211426862775146 |
| 0.00164418409853329 |
| -0.00229453957395615 |
