| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0527 | 0.2626 | 0.3318 | 0.5103 | 0.2354 | -0.189 | -0.9869 |
| (p-val) | (0.9066 ) | (0.3097 ) | (0.0224 ) | (0.3014 ) | (0.2888 ) | (0.3269 ) | (0.5304 ) |
| Estimates ( 2 ) | 0 | 0.2369 | 0.3342 | 0.4543 | 0.225 | -0.19 | -1.0007 |
| (p-val) | (NA ) | (0.0782 ) | (0.0199 ) | (0.0017 ) | (0.2564 ) | (0.3226 ) | (0.6165 ) |
| Estimates ( 3 ) | 0 | 0.2114 | 0.3165 | 0.4532 | -0.3925 | -0.3948 | 0 |
| (p-val) | (NA ) | (0.1154 ) | (0.0243 ) | (0.0015 ) | (0.0135 ) | (0.0101 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0 | 0.3506 | 0.3938 | -0.3605 | -0.3984 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0199 ) | (0.0014 ) | (0.031 ) | (0.0096 ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (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 |
| 3.94974572336079e-05 |
| -0.00144285040152787 |
| 0.00227806822004035 |
| 0.000781283403375485 |
| 0.000980281166443346 |
| -0.00277555151360285 |
| -0.000683843524335254 |
| -7.84983854803275e-05 |
| -0.000183389645277285 |
| 0.000802816525389162 |
| 0.000756344364089814 |
| 0.00250732135964286 |
| -0.00246335363588190 |
| -0.00127092752828418 |
| -0.000974088953179217 |
| 0.00334004748721469 |
| 0.00072851730991537 |
| -0.00118022740627410 |
| 0.00163211064294728 |
| 0.000547092802452502 |
| 0.00171425443317415 |
| 0.000765706537457396 |
| -0.00203077821281618 |
| -0.0012232264314821 |
| -3.22788934627397e-05 |
| 0.00182604174492299 |
| 0.000844559286499095 |
| -0.000335887040563142 |
| -0.00151931524302878 |
| 0.00208953573904932 |
| -0.000381064494240775 |
| 0.000295751188974313 |
| -0.00125529428380504 |
| -0.000507329046268933 |
| -0.00275894092187884 |
| 0.00224040251702756 |
| 0.000485182981712338 |
| -7.56633907173307e-05 |
| 0.000451184680935845 |
| 0.000259040593982037 |
| -0.00199906418214449 |
| 0.00164728249059508 |
| -0.00335348628246058 |
| -0.00458018752789808 |
| 0.00202344865465122 |
| -0.000874730707993686 |
| 0.00147603976741056 |
| -0.00237773353396516 |
| -0.00317522518545853 |
| 0.000536094476976695 |
| -0.00212089198082563 |
| -0.00324994463201608 |
| -0.000431519994641028 |
| 0.000835011255031826 |
| 0.000902893723975867 |
| -0.00198461535882942 |
| -0.00112420482754345 |
| -0.00148833185602418 |
| 0.000916383462172356 |
