| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sma1 |
| Estimates ( 1 ) | -0.2324 | -0.0638 | 0.2806 | -0.8499 | 0.7059 | -0.9997 |
| (p-val) | (0.0805 ) | (0.6342 ) | (0.0248 ) | (0 ) | (0 ) | (1e-04 ) |
| Estimates ( 2 ) | -0.1948 | 0 | 0.3134 | -0.8754 | 0.7075 | -1 |
| (p-val) | (0.0652 ) | (NA ) | (0.003 ) | (0 ) | (0 ) | (2e-04 ) |
| Estimates ( 3 ) | 0 | 0 | 0.3587 | -0.92 | 0.6832 | -1 |
| (p-val) | (NA ) | (NA ) | (8e-04 ) | (0 ) | (0 ) | (2e-04 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -0.00014666560353941 |
| -0.00138763873063169 |
| 0.00136711733128514 |
| -0.000641394241401495 |
| 0.000382900971905919 |
| 0.000753641761233928 |
| -0.000456628147785705 |
| -1.56357968331487e-05 |
| 0.000454508207000914 |
| -0.000111782127682626 |
| -0.000202734326664004 |
| 0.000465480537144839 |
| 0.000389949301543973 |
| -0.000432915866574939 |
| -0.000157274585502904 |
| -0.000467406986047242 |
| 0.000715828685672518 |
| 0.00133014603901835 |
| 0.000151986125496707 |
| 0.00107983115102237 |
| 0.000229715032087953 |
| -0.000121459975013674 |
| 0.000861849294534805 |
| 0.00021363952179547 |
| 0.000188739107934155 |
| 0.000657317517736856 |
| 0.00134471213634689 |
| 0.00128247863347307 |
| -0.00178148056408413 |
| -0.000299711580885196 |
| -0.000672941009732311 |
| 0.00140024418905965 |
| 0.000339153270556038 |
| 0.000641871054682651 |
| 0.000190099506712989 |
| -0.000937399639480283 |
| -0.000232807891849975 |
| 0.000165886335975272 |
| -0.000487138436151995 |
| -0.00252729925117145 |
| 4.91423708115174e-06 |
| 0.000893928532796112 |
| 0.00152971134793724 |
| 0.000408220511092335 |
| -0.00101944928991423 |
| 1.31369226433816e-06 |
| 0.000170682998034055 |
| 0.000201577121672556 |
| 0.00101640517548986 |
| -4.453173136852e-05 |
| -0.00106576306393072 |
| 0.00147485339394443 |
| -0.0021374291011598 |
| -0.00087602269069593 |
| 0.00133177821583982 |
| 0.000582103176250627 |
| 0.000491248391468412 |
| 0.000303524850949886 |
| -0.000217264012269805 |
| -0.000376254372530782 |
| -5.3827107570762e-05 |
| 0.000936545319971163 |
| 0.000491858899740906 |
| -0.000764780623101047 |
| -0.00232989706812278 |
| -0.000194298870214486 |
| 0.000680768400020159 |
| 0.000750923150239172 |
| 0.000979441688602145 |
| 0.000387222326954039 |
| -0.000278329792595642 |
| 0.00123382233750992 |
| 5.51824133177421e-05 |
| 0.000436085107937576 |
| 0.00114783946292845 |
| 0.000175237420767556 |
| 0.000125911908360861 |
| 2.7153000639323e-05 |
| -0.000125800580643285 |
| 0.000180275100843104 |
| 0.000329628779693327 |
| -0.000599777902599043 |
| 0.000534160821436084 |
| -0.000713437551224486 |
| 0.000819615291015378 |
| 0.00019807607249599 |
| 0.00123072596999628 |
| 0.000370897864728558 |
| 0.00114897377118675 |
| 0.00117980930627276 |
| -0.000623293218898757 |
| 0.000233329443669183 |
| -0.000493748140901408 |
| 0.000258188463737223 |
| -0.000334083987914772 |
| 0.000171555684617651 |
| 0.000134017706325675 |
| 0.00159448764864615 |
| -0.00068990161160758 |
| 0.000233835289251 |
| 3.79954257233292e-05 |
| -0.000832624362824398 |
| -0.000106588357592254 |
| 0.000211520448379399 |
