| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3155 | -0.0229 | 0.3983 | 0.1769 | -0.0812 | -0.1484 | -0.4487 |
| (p-val) | (0.4228 ) | (0.9012 ) | (0.0105 ) | (0.6593 ) | (0.8193 ) | (0.4992 ) | (0.1574 ) |
| Estimates ( 2 ) | -0.286 | 0 | 0.4037 | 0.151 | -0.0931 | -0.1463 | -0.4526 |
| (p-val) | (0.3754 ) | (NA ) | (0.007 ) | (0.6727 ) | (0.7861 ) | (0.5024 ) | (0.1472 ) |
| Estimates ( 3 ) | -0.294 | 0 | 0.4174 | 0.1652 | 0 | -0.1163 | -0.5181 |
| (p-val) | (0.3218 ) | (NA ) | (0.0026 ) | (0.621 ) | (NA ) | (0.5544 ) | (0.0033 ) |
| Estimates ( 4 ) | -0.1563 | 0 | 0.4138 | 0 | 0 | -0.0763 | -0.5554 |
| (p-val) | (0.2779 ) | (NA ) | (0.004 ) | (NA ) | (NA ) | (0.6606 ) | (5e-04 ) |
| Estimates ( 5 ) | -0.1483 | 0 | 0.4052 | 0 | 0 | 0 | -0.5823 |
| (p-val) | (0.3007 ) | (NA ) | (0.0048 ) | (NA ) | (NA ) | (NA ) | (1e-04 ) |
| Estimates ( 6 ) | 0 | 0 | 0.4097 | 0 | 0 | 0 | -0.6289 |
| (p-val) | (NA ) | (NA ) | (0.0051 ) | (NA ) | (NA ) | (NA ) | (0 ) |
| 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 |
| -0.00010914126633342 |
| -0.000359592918738599 |
| -0.000743999970449542 |
| 7.74297126662243e-05 |
| 0.00106807339567839 |
| -0.000346440472908821 |
| -8.22145845590413e-05 |
| 0.00032437824173392 |
| 0.000124287990725886 |
| 0.000901935487662806 |
| 0.00064511148621305 |
| 0.000168895381285899 |
| 0.000524506230349509 |
| 1.4699424768251e-05 |
| -0.00091823508036108 |
| -0.000138770714251435 |
| -3.17296668860816e-05 |
| 0.000393665377823819 |
| 0.000423491651383201 |
| 6.883955593343e-06 |
| 0.000379436129286115 |
| -1.16536719971086e-05 |
| 0.000694319093087225 |
| -0.000296043880275979 |
| 0.000349307734768247 |
| 1.95138706357447e-05 |
| 0.000197958102054723 |
| 0.000144010164116445 |
| 0.000612681192796149 |
| -0.000609524628098882 |
| -0.000323834950690744 |
| 0.000238364349062593 |
| 0.000244635524344133 |
| 0.000257019658985012 |
| -0.000786516119680874 |
| 0.000341804443094468 |
| 0.000100205848513409 |
| 0.000106521407855329 |
| 1.61918148794834e-05 |
| -0.000413344195782841 |
| 0.000345613092106093 |
| -0.000208828140997834 |
| 6.77063394010038e-05 |
| -4.6507270521418e-05 |
| 0.000229063042476116 |
| -0.000600395160669921 |
| 0.000274542630221671 |
