| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4793 | -0.07 | 0.0872 | -0.206 | -0.9107 | -0.1651 | 0.9998 |
| (p-val) | (0.502 ) | (0.7667 ) | (0.5133 ) | (0.771 ) | (0 ) | (0.3585 ) | (0.0416 ) |
| Estimates ( 2 ) | 0.2758 | -0.0134 | 0.0843 | 0 | -0.9159 | -0.1629 | 0.9988 |
| (p-val) | (0.042 ) | (0.923 ) | (0.5219 ) | (NA ) | (0 ) | (0.3653 ) | (0.0343 ) |
| Estimates ( 3 ) | 0.2725 | 0 | 0.0805 | 0 | -0.9151 | -0.1669 | 1.0001 |
| (p-val) | (0.0375 ) | (NA ) | (0.5223 ) | (NA ) | (0 ) | (0.3417 ) | (0.0324 ) |
| Estimates ( 4 ) | 0.2818 | 0 | 0 | 0 | -0.9251 | -0.1755 | 1 |
| (p-val) | (0.0317 ) | (NA ) | (NA ) | (NA ) | (0 ) | (0.3087 ) | (0.0191 ) |
| Estimates ( 5 ) | 0.2897 | 0 | 0 | 0 | 0.0134 | 0 | -0.0779 |
| (p-val) | (0.0266 ) | (NA ) | (NA ) | (NA ) | (0.9908 ) | (NA ) | (0.9462 ) |
| Estimates ( 6 ) | 0.2895 | 0 | 0 | 0 | 0 | 0 | -0.0649 |
| (p-val) | (0.0266 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.6748 ) |
| Estimates ( 7 ) | 0.2777 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0296 ) | (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 |
| 9.21658481064732e-06 |
| -0.00029788936701127 |
| -0.000237595445619398 |
| 0.000176386639516741 |
| -0.000354517420077153 |
| -0.000704448564633498 |
| 0.000513049322447122 |
| -0.000153768338800356 |
| -0.000165495788075780 |
| 0.000140072526121174 |
| 0.000346620687208592 |
| 0.000161916908058288 |
| -0.000165099254299721 |
| -1.69432824053433e-06 |
| -0.000354149939969856 |
| -0.000342774975550734 |
| -4.96908925173395e-06 |
| 0.000111232688614015 |
| -5.71770531287065e-05 |
| -0.000121692129730065 |
| 0.000224672210051711 |
| -0.000246864010604340 |
| 0.000322726843768265 |
| -4.30529292240296e-05 |
| -0.000418419406504748 |
| -0.000378004975610374 |
| -3.24021390863647e-05 |
| -2.7363752224343e-05 |
| -0.000183622849538695 |
| 9.90770631009303e-05 |
| 0.000173737572911515 |
| -0.000202839888158976 |
| -0.000286608152931299 |
| 4.11099519259386e-05 |
| 3.30589617581101e-05 |
| -0.00050937217008082 |
| -1.86226730255005e-05 |
| -0.000118364395817495 |
| -0.000351397442503670 |
| -0.000205285906638802 |
| -0.000344501241171445 |
| 4.54893857804128e-05 |
| 0.000109739140624292 |
| -2.35892220696581e-05 |
| -0.000303095753286898 |
| 0.000127032893461342 |
| 0.000362429017832127 |
| 9.35340989467158e-05 |
| 0.00092306316611607 |
| -2.51463122583867e-05 |
| -4.81959851185288e-06 |
| -0.000551396477544085 |
| 0.000275472153350846 |
| 4.66854128330299e-05 |
| -0.000300923258584334 |
| -0.000370178149715601 |
| 7.01982462032013e-06 |
| 0.00042811187175734 |
| -0.000220158172407577 |
| 0.000276271760846798 |
| -0.000249130118572832 |
