| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5234 | 0.0625 | 0.0936 | -0.4472 | -0.8674 | -0.2678 | 0.9999 |
| (p-val) | (0.3905 ) | (0.7001 ) | (0.6063 ) | (0.461 ) | (0 ) | (0.1716 ) | (0.0894 ) |
| Estimates ( 2 ) | 0.6681 | 0 | 0.0853 | -0.5667 | -0.8762 | -0.2516 | 1.0009 |
| (p-val) | (0.3628 ) | (NA ) | (0.7221 ) | (0.4532 ) | (0 ) | (0.1884 ) | (0.1153 ) |
| Estimates ( 3 ) | 0.9117 | 0 | 0 | -0.8151 | -0.885 | -0.2487 | 1.001 |
| (p-val) | (0 ) | (NA ) | (NA ) | (3e-04 ) | (0 ) | (0.166 ) | (0.1037 ) |
| Estimates ( 4 ) | 0.8408 | 0 | 0 | -0.7214 | 0.1991 | 0 | -0.2595 |
| (p-val) | (0.0589 ) | (NA ) | (NA ) | (0.2162 ) | (0.8548 ) | (NA ) | (0.8104 ) |
| Estimates ( 5 ) | 0.8246 | 0 | 0 | -0.7002 | 0 | 0 | -0.0542 |
| (p-val) | (0.0677 ) | (NA ) | (NA ) | (0.228 ) | (NA ) | (NA ) | (0.751 ) |
| Estimates ( 6 ) | 0.7669 | 0 | 0 | -0.6305 | 0 | 0 | 0 |
| (p-val) | (0.0536 ) | (NA ) | (NA ) | (0.1975 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0.1793 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.1662 ) | (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 |
| 9.24213940292237e-06 |
| -5.01436247120433e-05 |
| -0.000107628855262499 |
| 7.89437033465196e-05 |
| -1.03999760701062e-05 |
| -0.000511730436151787 |
| 0.000463858746270277 |
| -0.000138911847509148 |
| -0.000135732966869185 |
| -0.000348969538818215 |
| 0.000435277890219176 |
| -0.000142107922504690 |
| -8.93489759523983e-06 |
| 0.000363808701421896 |
| -0.000469078513096003 |
| -0.00015889491567783 |
| -0.000442633184117679 |
| 6.38107302816139e-06 |
| -0.000194163665146138 |
| -0.00045116843316107 |
| 0.000243326557885233 |
| -0.000318234693021503 |
| 0.000493984555653654 |
| -0.00036621158276608 |
| -0.000819049116082925 |
| -0.000252856913737942 |
| -8.09481427817768e-05 |
| 1.65184118488919e-06 |
| -0.000155704261745119 |
| 4.71460516281883e-05 |
| 0.000346616740328420 |
| -0.000155128332265254 |
| -0.000376010452074696 |
| 0.000286587173792775 |
| -0.000249105277994040 |
| -0.00064903882504374 |
| 3.7432734785646e-05 |
| 2.4540539848893e-06 |
| -0.000542823158273806 |
| -0.000132368069829196 |
| -0.000355077086932987 |
| -0.000172685691937221 |
| -5.7506123644475e-05 |
| 7.64745770715563e-05 |
| -0.000182852720970503 |
| 0.000213405860479219 |
| 0.000296051528097605 |
| 7.9556637817437e-05 |
| 0.000953832263301986 |
| 0.000286566258669741 |
| 6.38643803455019e-05 |
| -0.000419682809513409 |
| 0.000319807750998863 |
| -0.000126403312603000 |
| 2.97700554380909e-05 |
| -0.000366183820098218 |
| 6.951813747686e-05 |
| 0.000661175568042886 |
| 8.7933125346198e-05 |
| 0.000233061814792656 |
| -0.0005137443359224 |
