| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1111 | -0.0939 | 0.2193 | -0.9976 | -0.4689 | -0.1231 | -0.5558 |
| (p-val) | (0.3959 ) | (0.4754 ) | (0.098 ) | (0 ) | (0.2509 ) | (0.6805 ) | (0.2578 ) |
| Estimates ( 2 ) | -0.1084 | -0.0954 | 0.2248 | -1.0028 | -0.3347 | 0 | -1.3954 |
| (p-val) | (0.407 ) | (0.465 ) | (0.0881 ) | (0 ) | (0.1177 ) | (NA ) | (0.046 ) |
| Estimates ( 3 ) | -0.0906 | 0 | 0.2409 | -1.0024 | -0.3131 | 0 | -1.3491 |
| (p-val) | (0.4837 ) | (NA ) | (0.0664 ) | (0 ) | (0.1392 ) | (NA ) | (0.0472 ) |
| Estimates ( 4 ) | 0 | 0 | 0.2545 | -1.002 | -0.3156 | 0 | -1.3744 |
| (p-val) | (NA ) | (NA ) | (0.0528 ) | (0 ) | (0.1419 ) | (NA ) | (0.0468 ) |
| Estimates ( 5 ) | 0 | 0 | 0.2373 | -1.0023 | 0 | 0 | -1.0369 |
| (p-val) | (NA ) | (NA ) | (0.0696 ) | (0 ) | (NA ) | (NA ) | (0.001 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -1.003 | 0 | 0 | -1.0416 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0017 ) |
| Estimated ARIMA Residuals |
| Value |
| 0.00165129802071418 |
| 5.72869427650352e-05 |
| 3.29536327584770e-05 |
| 0.00632485145202963 |
| -0.00109018076453719 |
| -0.00094064026414203 |
| 0.004120222391572 |
| 0.00521001724905394 |
| -0.0151022042326816 |
| -0.00205470533373443 |
| 0.00478795894630787 |
| -0.00430499362910408 |
| -0.000591130504748145 |
| -0.00179173918935440 |
| 0.00114232743883772 |
| -0.00411518887349265 |
| 0.000100632246653059 |
| 9.14200509665301e-05 |
| 0.00483178911075978 |
| 0.00354145522653547 |
| -0.000568287810615266 |
| 0.00623955398592953 |
| 0.00191398292503646 |
| -0.00505953166834186 |
| -0.00283940943844947 |
| -0.00168648977914349 |
| 0.000186321070116437 |
| -0.00336743252224333 |
| -0.000400497070537315 |
| -0.000374445674745311 |
| -0.0051943411838963 |
| -0.00553767843004238 |
| 0.000284197317300231 |
| -0.00117449783430973 |
| 0.00440446556853971 |
| -0.00264755626131333 |
| 0.00934515730641712 |
| 0.0073956707087073 |
| -0.000313503646155761 |
| -0.00501549227634762 |
| -0.00261308490650335 |
| -0.00045624592356721 |
| -0.00418060598115415 |
| 0.00407114818625791 |
| -0.000421727449508780 |
| 0.00710985237350373 |
| 0.000460475867167593 |
| -0.00291752389315423 |
| -0.00403546651719957 |
| -0.00281201193020646 |
| -0.00859152891960177 |
| 0.00747675061263769 |
| -0.00860785771456668 |
| 0.00216710328755682 |
| 0.0036179202629998 |
| -0.00331529771903869 |
| -2.89525892147986e-05 |
| -0.00472028276629806 |
| 0.00323128718236779 |
