| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.66 | -0.0041 | 0.212 | -0.7299 | 0.5539 | -0.1823 | -0.9817 |
| (p-val) | (0.0203 ) | (0.9821 ) | (0.1763 ) | (0.0025 ) | (0.055 ) | (0.4103 ) | (0.646 ) |
| Estimates ( 2 ) | 0.6599 | 0 | 0.2099 | -0.7313 | 0.5542 | -0.1824 | -0.9716 |
| (p-val) | (0.0136 ) | (NA ) | (0.1189 ) | (0.0025 ) | (0.0706 ) | (0.4127 ) | (0.6382 ) |
| Estimates ( 3 ) | 0.6263 | 0 | 0.2206 | -0.6929 | -0.1702 | -0.3121 | 0 |
| (p-val) | (0.0146 ) | (NA ) | (0.1019 ) | (0.0031 ) | (0.3293 ) | (0.1135 ) | (NA ) |
| Estimates ( 4 ) | 0.5498 | 0 | 0.239 | -0.6381 | 0 | -0.2606 | 0 |
| (p-val) | (0.0511 ) | (NA ) | (0.074 ) | (0.0154 ) | (NA ) | (0.1836 ) | (NA ) |
| Estimates ( 5 ) | 0.5435 | 0 | 0.2408 | -0.6013 | 0 | 0 | 0 |
| (p-val) | (0.0697 ) | (NA ) | (0.086 ) | (0.0375 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | -0.0604 | 0 | 0 | 0.0294 | 0 | 0 | 0 |
| (p-val) | (0.9626 ) | (NA ) | (NA ) | (0.9817 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | -0.03 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.8391 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (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 |
| -0.000149722354551639 |
| 3.21676804164756e-05 |
| -5.06256304752183e-05 |
| -3.32515641548874e-05 |
| -5.90358765925976e-05 |
| 0.000163465101210200 |
| 9.49986153415816e-05 |
| 0.000321519438314597 |
| 0.000107338188224045 |
| 0.000455140373839507 |
| 1.21242537129845e-05 |
| -3.42765306519104e-05 |
| -1.72371812329556e-06 |
| 3.44707687996688e-05 |
| 0.000178412896899876 |
| -0.000173535238398859 |
| -0.000189407618002672 |
| 6.83558778545937e-05 |
| 0.000181144170742054 |
| 6.8440958853222e-05 |
| 0.000163085462184381 |
| 0.000564909527715318 |
| 0.000237216751139628 |
| 0.000413558600193154 |
| -0.000276933158863540 |
| 0.000345991376390992 |
| 0.000333776031410306 |
| 3.98045618132253e-05 |
| 0.000599820430104356 |
| 0.000546702019717488 |
| -0.000688032634766939 |
| -0.000205486820387985 |
| 0.000684907491255778 |
| -0.00045064011954446 |
| -8.78958658811838e-05 |
| -0.000513070702927186 |
| 7.85698320629469e-06 |
| -7.03568078005493e-05 |
| -8.75844537156362e-06 |
| -0.000109111980787814 |
| 0.000361726899451381 |
| -0.00095458816016892 |
| 7.00540867348276e-05 |
| 0.000135104789186269 |
| -0.000216156342684681 |
| -9.56581412190627e-05 |
| -0.000545967417799512 |
| -0.000453286346400981 |
