| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.8096 | -0.1766 | -0.218 | -0.9551 | -0.2553 | 0.4884 | 0.0408 |
| (p-val) | (0 ) | (0.384 ) | (0.1971 ) | (0 ) | (0.5389 ) | (0.0819 ) | (0.9371 ) |
| Estimates ( 2 ) | 0.815 | -0.1754 | -0.2104 | -0.9722 | -0.2211 | 0.5116 | 0 |
| (p-val) | (0 ) | (0.3888 ) | (0.1976 ) | (0 ) | (0.1252 ) | (0.004 ) | (NA ) |
| Estimates ( 3 ) | 0.7244 | 0 | -0.3131 | -1.0373 | -0.1965 | 0.5396 | 0 |
| (p-val) | (0 ) | (NA ) | (0.0107 ) | (0 ) | (0.1393 ) | (0.0018 ) | (NA ) |
| Estimates ( 4 ) | 0.7575 | 0 | -0.3194 | -1.0164 | 0 | 0.6319 | 0 |
| (p-val) | (0 ) | (NA ) | (0.0046 ) | (0 ) | (NA ) | (0 ) | (NA ) |
| 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 |
| 5.22817665838978e-05 |
| -0.000463820140926281 |
| -4.40505915974873e-05 |
| 3.66701376492632e-05 |
| 8.27894181489517e-05 |
| 0.000120006006809757 |
| 0.000171017242898982 |
| -0.000279502333089345 |
| 8.75237612852431e-06 |
| -3.91501689793012e-05 |
| -0.000194144893208234 |
| -0.000313101733963577 |
| -5.08960481814131e-05 |
| -0.000233376280487795 |
| -0.000191085353174356 |
| 5.24200071684507e-05 |
| -8.82943807301144e-05 |
| 3.61935156370373e-05 |
| -8.69486245395421e-07 |
| -0.000275113058485018 |
| -0.000320465698642699 |
| -0.000253480138722013 |
| 7.7227498765784e-05 |
| 0.000267886776359312 |
| 0.000106485389860988 |
| -0.000165627713471103 |
| -7.2254564411878e-05 |
| -0.000135378139756055 |
| -0.000127539859690442 |
| -0.000213768154000569 |
| -0.00018342039892232 |
| -0.000138894755312727 |
| 6.85874943347128e-05 |
| -0.000156651547253009 |
| -1.07738256694651e-05 |
| 0.000243449321514413 |
| -4.74576674314878e-05 |
| -8.55531074017408e-05 |
| 0.000172352041347206 |
| 0.000139023530626794 |
| 6.7862815596465e-05 |
| 0.000195657674159593 |
| -0.000347965684078771 |
| 0.000294749351197024 |
| -8.77554455976112e-05 |
| -0.000337265407768624 |
| 0.000379267264700164 |
| -0.000141585653849405 |
