| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2512 | 0.0201 | 0.1905 | -1 | 0.4248 | -0.4137 | -0.9998 |
| (p-val) | (0.0765 ) | (0.9001 ) | (0.1631 ) | (0 ) | (0.0068 ) | (0.026 ) | (0.0736 ) |
| Estimates ( 2 ) | -0.2569 | 0 | 0.1864 | -1 | 0.4243 | -0.4029 | -1.0002 |
| (p-val) | (0.0557 ) | (NA ) | (0.1588 ) | (0 ) | (0.0073 ) | (0.0153 ) | (0.0736 ) |
| Estimates ( 3 ) | -0.2432 | 0 | 0 | -1 | 0.4718 | -0.4374 | -1.0002 |
| (p-val) | (0.0757 ) | (NA ) | (NA ) | (0 ) | (0.0021 ) | (0.0068 ) | (0.0448 ) |
| Estimates ( 4 ) | 0 | 0 | 0 | -1 | 0.5234 | -0.4583 | -1.0001 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (5e-04 ) | (0.004 ) | (0.0176 ) |
| 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 |
| -0.000213505094061446 |
| -0.000246259172184601 |
| 0.000725494113968977 |
| 4.09448469820672e-05 |
| 0.00161066473607626 |
| -0.00062875335079869 |
| -0.000732881902738841 |
| 5.87062611644566e-05 |
| 0.000111127827200022 |
| 0.000773840348998047 |
| 0.00064287145393767 |
| -6.9256206894825e-05 |
| 0.000605014953419106 |
| 0.000824921781498394 |
| -0.00207347622445397 |
| -0.000263893868857198 |
| -0.000533118190097215 |
| -0.00130449870612775 |
| 0.000731697984529993 |
| -8.04445622963496e-05 |
| -0.000887722849446631 |
| 0.00159824963195096 |
| -0.00073395574583201 |
| -0.00177319857770747 |
| -0.000538135046032161 |
| 0.000548421387039557 |
| 0.00140916134411841 |
| 0.000174731367361741 |
| 0.000314568724506963 |
| -0.000153101672264345 |
| 0.00230167942719482 |
| 0.000250576697034887 |
| 0.000376465486910235 |
| 0.00133114150440581 |
| -3.23458737849164e-05 |
| 0.000526551400759855 |
| -0.00035652408786585 |
| -0.000171072547234499 |
| -0.00204356934377605 |
| 0.000548535855652158 |
| -0.00119437414793992 |
| -0.000324219162860743 |
| 0.000340198116642492 |
| -0.000420794435600037 |
| 0.000513790999681682 |
| -0.000322995568421282 |
| -0.000867073348717467 |
| 0.000624352251485322 |
| 9.00836325923536e-06 |
| -0.000436030638556573 |
| -0.000648248792645867 |
| -0.000940865025436231 |
| -6.59486648048936e-05 |
| -0.000173216727044138 |
| 0.00010636830949277 |
