| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1161 | -0.2034 | 0.0932 | -0.7498 | 0.1978 | -0.275 | -0.9998 |
| (p-val) | (0.626 ) | (0.2582 ) | (0.6131 ) | (1e-04 ) | (0.3593 ) | (0.2537 ) | (0.3397 ) |
| Estimates ( 2 ) | 0 | -0.2419 | 0.0452 | -0.6795 | 0.166 | -0.2852 | -1.0014 |
| (p-val) | (NA ) | (0.1364 ) | (0.7616 ) | (0 ) | (0.4155 ) | (0.2291 ) | (0.3658 ) |
| Estimates ( 3 ) | 0 | -0.2458 | 0 | -0.6708 | 0.1754 | -0.293 | -0.9945 |
| (p-val) | (NA ) | (0.1287 ) | (NA ) | (0 ) | (0.3805 ) | (0.2134 ) | (0.359 ) |
| Estimates ( 4 ) | 0 | -0.2522 | 0 | -0.6696 | 0 | -0.3418 | -0.5541 |
| (p-val) | (NA ) | (0.1173 ) | (NA ) | (0 ) | (NA ) | (0.0917 ) | (0.043 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -1.3294 | 0 | -0.2906 | -0.5071 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.1644 ) | (0.0345 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -1.3607 | 0 | 0 | -0.5243 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0139 ) |
| 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 |
| -0.000143475030853888 |
| -0.0001940182330668 |
| 0.00199140072266624 |
| 0.000879998548947875 |
| -0.000355054970213926 |
| 0.00162547792956904 |
| 0.000700837267162406 |
| 0.00101877622271817 |
| 0.000765798440130075 |
| -0.00168698108848191 |
| -0.00192235680358526 |
| 0.000126837315874700 |
| 0.00116513105073010 |
| -9.38619991196976e-05 |
| -0.000942138603918703 |
| -0.00148883856598920 |
| 0.00171065300493595 |
| 1.74395437897049e-05 |
| -0.000398122633221746 |
| -0.000590323391282272 |
| -0.00113023300224565 |
| -0.00223799635803563 |
| 0.000383852563263706 |
| 0.00109299698680634 |
| -0.000366298488849872 |
| 0.000745362442335659 |
| 0.000374761499988206 |
| -0.00151364545186309 |
| 0.00109937998723702 |
| -0.00205746316019544 |
| -0.00420682307049248 |
| 0.00136226930780183 |
| -0.00039053954769172 |
| 0.000545565995444555 |
| -0.000483898614755681 |
| -0.00246560348426484 |
| 0.000603655597968983 |
| -0.00102957423969875 |
| -0.00232725356803392 |
| 0.000199626411537217 |
| 0.00138866143858144 |
| 0.00138029926871815 |
| -0.00052327549338725 |
| 0.000151203354345964 |
| -0.000179123073762421 |
| 0.000784297191591547 |
