| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2437 | 0.2071 | 0.3849 | -0.105 | 0.6956 | -0.5228 | -0.105 |
| (p-val) | (0.418 ) | (0.1468 ) | (0.002 ) | (0.9201 ) | (0.0059 ) | (0.001 ) | (0.9201 ) |
| Estimates ( 2 ) | -0.2478 | 0.2125 | 0.3862 | 0 | 0.6942 | -0.5183 | -0.2038 |
| (p-val) | (0.3914 ) | (0.1662 ) | (0.002 ) | (NA ) | (0.0057 ) | (5e-04 ) | (0.6736 ) |
| Estimates ( 3 ) | -0.3545 | 0.1778 | 0.3741 | 0 | 0.6043 | -0.4787 | 0 |
| (p-val) | (0.0133 ) | (0.2434 ) | (0.004 ) | (NA ) | (0 ) | (8e-04 ) | (NA ) |
| Estimates ( 4 ) | -0.4382 | 0 | 0.2749 | 0 | 0.6802 | -0.3952 | 0 |
| (p-val) | (0.0021 ) | (NA ) | (0.0134 ) | (NA ) | (0 ) | (0.0065 ) | (NA ) |
| 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 ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.000249254412317267 |
| 0.000299603588409276 |
| 0.000322518965091164 |
| -0.000329538636649367 |
| -6.43325994869136e-05 |
| 0.000218734547908577 |
| -0.000186123790106601 |
| 0.000320044464404368 |
| 0.000105079817925291 |
| -3.21375723064676e-05 |
| -9.31379372201002e-05 |
| 0.000863880329915967 |
| -0.000955068293604838 |
| 0.000191654585176615 |
| -0.000687217159304088 |
| -0.00133295077536133 |
| -8.40818637339591e-05 |
| 0.000480643586810492 |
| -0.00133724173345948 |
| -0.00078463864413933 |
| -9.63012198662017e-05 |
| -0.000267289029594886 |
| -0.000415973064666258 |
| -0.00145962546732839 |
| 0.00114159591731011 |
| -0.00146064163655782 |
| -0.00105351430012057 |
| 0.000585759739068242 |
| -0.00113140931418457 |
| -0.00138720915811827 |
| 0.000330704048772557 |
| 0.00089730707501226 |
| -0.00282718491905784 |
| 0.00130177229774819 |
| 0.000106725469179531 |
| 0.00194958872561832 |
| 0.000635002216373137 |
| -0.000802593879913022 |
| 0.000669740048378942 |
| -0.00184856803744929 |
| -0.00115402862422859 |
| 0.000720565693177494 |
| 0.00127635646932789 |
| 0.000280808847524822 |
| -0.00124166740902709 |
| 0.00220850912079990 |
| 0.00014951799778537 |
| 0.000246824748826507 |
| -0.000329567131906322 |
| -0.000100055638308394 |
| -0.000843374093922739 |
| -0.00182816513524967 |
| 0.000762276721414934 |
| 0.000547214397100731 |
| -0.000261835368196878 |
| -0.000145977686326793 |
| -0.000418138010040314 |
| -0.000275994456749945 |
| 0.00096506287877901 |
| -0.000122679144738069 |
| -0.00077104475183501 |
| -0.000772836964526374 |
| -9.74711304966847e-05 |
| 0.00132936498148101 |
| 0.000993746723184863 |
| -0.000451847013386047 |
| -0.000138456169144319 |
| -0.00109488862631829 |
| -0.000236567991803771 |
| 0.000228265967558205 |
| -0.000141243730919727 |
| 7.13248149721013e-05 |
| 0.000100146168015486 |
| -0.000101542587067266 |
| -0.00103071143157252 |
| -0.000910687763439777 |
| -0.00169775499641645 |
| 0.000648520060953617 |
| -0.00081739205188841 |
| -0.000440416182630077 |
| -0.000143836644462325 |
| -0.00086105174113707 |
| 0.00118491489582653 |
| 0.00092521493356959 |
| 0.000685499195885314 |
| -0.00170870319900812 |
| -0.000681671133016343 |
| -0.00207056008076914 |
| 0.000710534206097013 |
| -0.00163014844752510 |
| -0.00123315260753790 |
| -0.000307767159812872 |
| -0.000896177657593727 |
| 0.000651475976366861 |
| 0.00196454841594412 |
| 0.000447156493560086 |
