| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2723 | -0.3061 | 0.0386 | -0.4785 | 0.1441 | -0.1415 | -0.9987 |
| (p-val) | (0.813 ) | (0.7239 ) | (0.9532 ) | (0.6614 ) | (0.724 ) | (0.5419 ) | (0.4197 ) |
| Estimates ( 2 ) | -0.327 | -0.3438 | 0 | -0.4272 | 0.1412 | -0.1399 | -0.9994 |
| (p-val) | (0.1829 ) | (0.0676 ) | (NA ) | (0.0892 ) | (0.5861 ) | (0.6027 ) | (0.3486 ) |
| Estimates ( 3 ) | -0.3078 | -0.3478 | 0 | -0.4579 | 0.2005 | 0 | -0.9986 |
| (p-val) | (0.1782 ) | (0.0552 ) | (NA ) | (0.0436 ) | (0.4004 ) | (NA ) | (0.0879 ) |
| Estimates ( 4 ) | -0.2855 | -0.3271 | 0 | -0.4839 | 0 | 0 | -0.7001 |
| (p-val) | (0.2028 ) | (0.0689 ) | (NA ) | (0.0265 ) | (NA ) | (NA ) | (0.0418 ) |
| Estimates ( 5 ) | 0 | -0.1913 | 0 | -1.5117 | 0 | 0 | -0.7266 |
| (p-val) | (NA ) | (0.2401 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0461 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -1.4035 | 0 | 0 | -1.1155 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.3571 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | -0.7594 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
| -5.14449623464749e-05 |
| -0.000167066656770045 |
| -0.000812653145421247 |
| -0.000321021400217031 |
| 0.000484549611143889 |
| 2.05236949400727e-06 |
| -0.000533777065393625 |
| -0.000519919620810535 |
| 0.000289426657471335 |
| 0.000158125892573022 |
| 0.000624594639378704 |
| 0.000649004975842949 |
| 0.000463454980234855 |
| -0.000242900878055782 |
| 2.76258359257825e-06 |
| 7.7346164763738e-05 |
| -0.000103039619994727 |
| 0.00048519148725834 |
| 0.00052295248458196 |
| 0.000194908652364270 |
| 0.000509841432104065 |
| 0.000264307625440560 |
| 0.000460780629779934 |
| 0.000877528808795825 |
| -8.79206089539018e-05 |
| -0.00048511582924143 |
| -0.000390310528518185 |
| 0.000838945518409585 |
| -0.000883468745056646 |
| -0.000179634121352892 |
| 0.000948009722670382 |
| 2.95327600311746e-05 |
| -0.000622106976338026 |
| 0.000694576454039686 |
| -0.000304738098779775 |
| 0.000547009859245329 |
| 0.000148944873927355 |
| -5.0652024748807e-05 |
| 0.000355247910252688 |
| -0.000445575152346097 |
| 0.000618017868189685 |
| -0.000439924368783308 |
| -0.000676201184859146 |
| 0.0016584063752724 |
| 0.000458741990051506 |
| 0.000380900128938005 |
| -0.000499638689954585 |
| 0.000111004805417823 |
| 0.000211171857845996 |
