| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.188 | -0.0528 | 0.2805 | 0.062 | -0.8417 | 0.1505 | 0.9358 |
| (p-val) | (0.5947 ) | (0.7064 ) | (0.0383 ) | (0.8645 ) | (9e-04 ) | (0.4672 ) | (0.0352 ) |
| Estimates ( 2 ) | -0.1318 | -0.0444 | 0.2866 | 0 | -0.8427 | 0.1489 | 0.9319 |
| (p-val) | (0.2957 ) | (0.731 ) | (0.0269 ) | (NA ) | (9e-04 ) | (0.4727 ) | (0.0306 ) |
| Estimates ( 3 ) | -0.1228 | 0 | 0.2894 | 0 | -0.8192 | 0.1705 | 0.9242 |
| (p-val) | (0.3214 ) | (NA ) | (0.0257 ) | (NA ) | (1e-04 ) | (0.3857 ) | (0 ) |
| Estimates ( 4 ) | -0.1264 | 0 | 0.2967 | 0 | -1.827 | 0 | 1.7688 |
| (p-val) | (0.3076 ) | (NA ) | (0.0225 ) | (NA ) | (0.3246 ) | (NA ) | (0.3831 ) |
| Estimates ( 5 ) | -0.1272 | 0 | 0.2801 | 0 | -0.0626 | 0 | 0 |
| (p-val) | (0.3052 ) | (NA ) | (0.0322 ) | (NA ) | (0.709 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | -0.1217 | 0 | 0.2637 | 0 | 0 | 0 | 0 |
| (p-val) | (0.3264 ) | (NA ) | (0.0329 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0.272 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0288 ) | (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 |
| 0.000509999721150405 |
| 6.74540620924265e-08 |
| 1.82558661458234e-08 |
| -1.39439743687535e-07 |
| 0.0100000000000082 |
| 0.00121744158070225 |
| 0 |
| 0.007362682960389 |
| 0.00121744158070225 |
| -0.01 |
| -0.00385475862031315 |
| 0 |
| 0.00263731703961101 |
| 0 |
| 0 |
| 0 |
| 0 |
| 0 |
| 0 |
| 0.01 |
| 0.00121744158070225 |
| 0 |
| 0.007362682960389 |
| 0.00121744158070225 |
| 0 |
| -0.0026373170396109 |
| 0 |
| 0 |
| 0 |
| 0 |
| 0 |
| 0 |
| -0.01 |
| -0.00121744158070225 |
| 0 |
| 0.00263731703961101 |
| 0 |
| 0.01 |
| 0.0112174415807023 |
| 0.00121744158070225 |
| -0.00263731703961101 |
| -0.00263731703961101 |
| 0 |
| 0 |
| 0 |
| 0 |
| 0.01 |
| 0.00121744158070225 |
| 0 |
| -0.00263731703961101 |
| 0 |
| -0.01 |
| 0.00878255841929776 |
| -0.00878255841929776 |
| 0.00141987545890876 |
| 0.00736268296038911 |
| -0.00614524137968686 |
| -0.00121744158070225 |
| -0.00263731703961101 |
| 0.00263731703961101 |
