| 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 ) | (4e-04 ) | (0.0348 ) | (0.0105 ) |
| 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 |
| 0.000509999661309078 |
| 9.95973714800225e-08 |
| 2.90004541268462e-08 |
| -1.66968067666147e-07 |
| 1.06217528750913e-09 |
| -2.45314669417153e-09 |
| 4.93806819136009e-09 |
| 2.27732213469848e-09 |
| -0.00920768299216275 |
| 0.00770835511597574 |
| 0.00149784204111485 |
| -0.00653781415597846 |
| 0.00503980659084903 |
| 0.00149107005080962 |
| 0.00265738237924894 |
| -0.00265665027291960 |
| 0.0092901162024076 |
| 0.00151367138850974 |
| -2.66822511451677e-07 |
| 0.00658897177701083 |
| 0.000274818840131426 |
| -0.00825710730873611 |
| -0.00400604832620841 |
| -0.000879320969227717 |
| 0.00337727737958434 |
| 0.000199046750588266 |
| 0.000354795500079354 |
| -0.000354599175645932 |
| 0.00102836683999336 |
| 0.000167558329791575 |
| -2.5603886249268e-08 |
| 0.010181377800281 |
| 0.00344637687477594 |
| -0.00248600683027839 |
| 0.00596425918713132 |
| 0.00277544272712097 |
| -0.000662670492137599 |
| -0.00300063368801012 |
| -0.000500400602010243 |
| 0.000500251269056566 |
| -0.00191931486718742 |
| -0.000312718218943934 |
| 2.26278283274287e-08 |
| -5.03049814730528e-05 |
| -0.00819629641052927 |
| -0.000867555518802746 |
| 0.00156215237311258 |
| 0.00403620333970761 |
| -0.00136239474128923 |
| 0.0090235758772271 |
| 0.0107901090282238 |
| 0.00200308466238987 |
| -0.00445970594821209 |
| -0.00307100859413590 |
| -3.52370511563645e-06 |
| -0.00284901225731742 |
| -0.000779499641885419 |
| 0.000339716029298547 |
| 0.009033359221012 |
| 0.00268436862568048 |
| -0.00119006252579200 |
| -0.000852023508252809 |
| 0.00156540078714388 |
| -0.00906162431875576 |
| 0.00619573888512403 |
| -0.00884501491375976 |
| 0.00123681344612086 |
| 0.00439344829967751 |
| -0.00315171398108493 |
| -0.00083362938345736 |
| -0.00169150396248482 |
| 0.00325710490160188 |
