| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1266 | -0.0984 | 0.277 | -0.0673 | 0.6826 | 0.3071 | -0.9364 |
| (p-val) | (0.6676 ) | (0.45 ) | (0.027 ) | (0.8198 ) | (5e-04 ) | (0.0348 ) | (0.0108 ) |
| Estimates ( 2 ) | -0.1884 | -0.1131 | 0.2651 | 0 | 0.6898 | 0.3047 | -0.9533 |
| (p-val) | (0.1073 ) | (0.3268 ) | (0.0236 ) | (NA ) | (1e-04 ) | (0.0365 ) | (0.0046 ) |
| Estimates ( 3 ) | -0.1629 | 0 | 0.2909 | 0 | 0.6973 | 0.2914 | -0.934 |
| (p-val) | (0.152 ) | (NA ) | (0.012 ) | (NA ) | (0 ) | (0.0471 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0 | 0.3053 | 0 | 0.688 | 0.3023 | -0.9323 |
| (p-val) | (NA ) | (NA ) | (0.0092 ) | (NA ) | (0 ) | (0.0447 ) | (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 |
| 0.000509999661309060 |
| 9.95973736331034e-08 |
| 2.90004556231629e-08 |
| -1.66968076953062e-07 |
| 1.06217526293110e-09 |
| -2.45314653518167e-09 |
| 4.93806807707873e-09 |
| 2.27732197976164e-09 |
| -0.0092076827790231 |
| 0.00770835494981119 |
| 0.00149784199445803 |
| -0.00653781392410919 |
| 0.00503980640551109 |
| 0.00149107000622313 |
| 0.00265738240090385 |
| -0.00265665029466664 |
| 0.00929011597024454 |
| 0.00151367133814932 |
| -2.66822560585334e-07 |
| 0.00658897153265282 |
| 0.000274818947395391 |
| -0.00825710720735282 |
| -0.00400604831465635 |
| -0.000879320846641772 |
| 0.00337727729633122 |
| 0.000199046723429272 |
| 0.000354795465058893 |
| -0.000354599140622785 |
| 0.00102836670228868 |
| 0.000167558305968824 |
| -2.56038894183360e-08 |
| 0.0101813774692575 |
| 0.00344637682085612 |
| -0.00248600671134667 |
| 0.00596425900241791 |
| 0.00277544267683096 |
| -0.000662670522565865 |
| -0.00300063370132692 |
| -0.000500400621807507 |
| 0.000500251288824768 |
| -0.00191931487609959 |
| -0.000312718217805609 |
| 2.26278352516692e-08 |
| -5.03050918133113e-05 |
| -0.00819629617155915 |
| -0.000867555500729105 |
| 0.00156215228922013 |
| 0.00403620335653711 |
| -0.00136239477418486 |
| 0.00902357569012967 |
| 0.0107901087511958 |
| 0.00200308464175668 |
| -0.00445970601464636 |
| -0.00307100862128811 |
| -3.52370578486535e-06 |
| -0.00284901226394182 |
| -0.000779499475194276 |
| 0.000339716033279385 |
| 0.0090333590654588 |
| 0.00268436861060005 |
| -0.00119006258147930 |
| -0.000852023605322214 |
| 0.00156540066381365 |
| -0.00906162410823749 |
| 0.00619573867133621 |
| -0.00884501476491107 |
| 0.00123681351655784 |
| 0.00439344801290525 |
| -0.00315171375940271 |
| -0.000833629348202108 |
| -0.00169150403648457 |
| 0.00325710496704554 |
