| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0815 | 0.2002 | 0.1719 | -0.9999 | 1.1176 | -0.2901 | -0.9999 |
| (p-val) | (0.9247 ) | (0.6241 ) | (0.47 ) | (0.1414 ) | (0.1921 ) | (0.6055 ) | (0.1414 ) |
| Estimates ( 2 ) | 0 | 0.1637 | 0.1663 | -0.9987 | 1.1972 | -0.3419 | -0.9987 |
| (p-val) | (NA ) | (0.4849 ) | (0.4576 ) | (0.6235 ) | (0 ) | (0.0553 ) | (0.6235 ) |
| Estimates ( 3 ) | 0 | 0.0436 | 0.0792 | 0 | 0.3054 | 0.0514 | -1 |
| (p-val) | (NA ) | (0.9176 ) | (0.6777 ) | (NA ) | (0.0899 ) | (0.9015 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0 | 0.071 | 0 | 0.3041 | 0.0904 | -1.0002 |
| (p-val) | (NA ) | (NA ) | (0.681 ) | (NA ) | (0.0905 ) | (0.6059 ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0 | 0.3061 | 0.1 | -1 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0881 ) | (0.564 ) | (0 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | 0.3337 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.055 ) | (NA ) | (0 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -0.6102 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0224 ) |
| 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 |
| -3.9977396972706e-11 |
| 2.16331585229137e-10 |
| 1.46472097000601e-09 |
| -1.46771615424252e-10 |
| 3.68111964795262e-09 |
| -2.85618214526173e-09 |
| 2.30736289560661e-09 |
| 4.36353554818562e-09 |
| 1.52398209779974e-08 |
| -4.17214112015821e-09 |
| 5.09326051160989e-09 |
| -2.89052951773807e-09 |
| -2.43201821015502e-09 |
| -8.49530312358771e-09 |
| -3.67537837556879e-08 |
| 8.13666956662376e-09 |
| -6.37804165579184e-11 |
| -5.20174558274643e-09 |
| 2.98043096031836e-10 |
| 7.37320444149555e-11 |
| 1.29192147825413e-08 |
| -8.47292947996861e-09 |
| -5.23879011580495e-10 |
| 1.59893150670338e-10 |
| -2.54454055319301e-09 |
| -3.44695431833151e-09 |
| -1.13650931121098e-09 |
| -7.05444088415839e-09 |
| 2.59071609140472e-09 |
| -2.3081639823225e-09 |
| 8.60365418601371e-10 |
| 2.70737624084128e-09 |
| -9.59055397758614e-10 |
| 1.71008302555077e-10 |
