| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1007 | -0.1054 | 0.293 | -0.0955 | 0.6891 | 0.3039 | -0.9489 |
| (p-val) | (0.7161 ) | (0.4095 ) | (0.0184 ) | (0.7299 ) | (1e-04 ) | (0.0365 ) | (0.0048 ) |
| Estimates ( 2 ) | -0.1883 | -0.127 | 0.2743 | 0 | 0.6936 | 0.3016 | -0.9574 |
| (p-val) | (0.1068 ) | (0.2683 ) | (0.0187 ) | (NA ) | (1e-04 ) | (0.0386 ) | (0.0042 ) |
| Estimates ( 3 ) | -0.1605 | 0 | 0.3014 | 0 | 0.7025 | 0.288 | -0.9415 |
| (p-val) | (0.1573 ) | (NA ) | (0.0089 ) | (NA ) | (0 ) | (0.0508 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0 | 0.3218 | 0 | 0.6908 | 0.2994 | -0.9338 |
| (p-val) | (NA ) | (NA ) | (0.0057 ) | (NA ) | (0 ) | (0.047 ) | (0 ) |
| 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 ) |
| Estimated ARIMA Residuals |
| Value |
| 0.00224344537620098 |
| 4.34390718919731e-07 |
| 1.30745443693157e-07 |
| -7.61085704078024e-07 |
| 5.08809268405452e-09 |
| -1.17811407506238e-08 |
| 2.42448151159602e-08 |
| 1.0607071081751e-08 |
| 0.0497794419095116 |
| -0.0417943489994527 |
| -0.00797594124832076 |
| 0.0348302075860834 |
| -0.0268515265416138 |
| -0.00793850687638695 |
| -0.0148759291280706 |
| 0.0148709578494369 |
| -0.0481412336646945 |
| -0.0077275547404188 |
| 1.39202800204983e-06 |
| -0.0316442317067748 |
| -0.000421978529342368 |
| 0.0403017022409355 |
| 0.0201551855149471 |
| 0.00488566831667588 |
| -0.0176603800969348 |
| -0.00110752242165136 |
| -0.00207619722795650 |
| 0.00207535496382668 |
| -0.00560838211338694 |
| -0.000900239306147043 |
| 9.27387338811633e-08 |
| -0.0505550625347587 |
| -0.0172923180113205 |
| 0.0128632729747835 |
| -0.0269805076821181 |
| -0.013451136548244 |
| 0.00322685391629127 |
| 0.0148354346621377 |
| 0.00265808451812059 |
| -0.00265714117334986 |
| 0.0094574513206528 |
| 0.00151811568915377 |
| -1.68740604893220e-07 |
| -0.000435095871827289 |
| 0.0382546299926366 |
| 0.00459951475174409 |
| -0.00734953289259763 |
| -0.0200221705639645 |
| 0.00682652297406942 |
| -0.0426638468550497 |
| -0.0490502570921634 |
| -0.00936495377984393 |
| 0.0220183227144110 |
| 0.0145535388979121 |
| 1.67283546142633e-05 |
| 0.0133489149599851 |
| 0.00317008787872252 |
| -0.00113324485314753 |
| -0.039750824922089 |
| -0.0125697622097506 |
| 0.00599635225883666 |
| 0.00351738738906723 |
| -0.00690822253562184 |
| 0.0392744887333795 |
| -0.0260661615580096 |
| 0.03914463886029 |
| -0.00596355013866681 |
| -0.0179538412929727 |
| 0.0123792671479666 |
| 0.00374075207908047 |
| 0.0076751006265452 |
| -0.0151359088440026 |
