| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2973 | -0.1457 | -0.0694 | -0.0131 | 0.6871 | 0.2551 | -0.8656 |
| (p-val) | (0.7142 ) | (0.5957 ) | (0.7097 ) | (0.987 ) | (0.3058 ) | (0.1612 ) | (0.3601 ) |
| Estimates ( 2 ) | 0.2839 | -0.1416 | -0.0714 | 0 | 0.7075 | 0.2569 | -0.8975 |
| (p-val) | (0.0456 ) | (0.3054 ) | (0.5931 ) | (NA ) | (0.2206 ) | (0.1541 ) | (0.3392 ) |
| Estimates ( 3 ) | 0.2955 | -0.1617 | 0 | 0 | 0.7076 | 0.2636 | -0.9044 |
| (p-val) | (0.0359 ) | (0.2261 ) | (NA ) | (NA ) | (0.035 ) | (0.1327 ) | (0.0956 ) |
| Estimates ( 4 ) | 0.2563 | 0 | 0 | 0 | 0.7028 | 0.2805 | -0.919 |
| (p-val) | (0.0577 ) | (NA ) | (NA ) | (NA ) | (7e-04 ) | (0.0946 ) | (0.002 ) |
| Estimates ( 5 ) | 0.2555 | 0 | 0 | 0 | -0.9865 | 0 | 0.9363 |
| (p-val) | (0.0556 ) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | -2.2877 | 0 | 2.2532 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.29 ) | (NA ) | (0.3183 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | -0.0397 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.7763 ) | (NA ) | (NA ) |
| Estimates ( 8 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (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 |
| 0.00111602608516869 |
| -0.00581570605359108 |
| 0.0058157060534721 |
| -0.0058157060534721 |
| -0.00571091645511871 |
| -0.00560932256256966 |
| 0.00560932256256966 |
| 0.0115266225085908 |
| -0.0115266225085908 |
| 0.0115266225085908 |
| 0.0119592937724706 |
| 0.00615073544479788 |
| 0.00626988383876095 |
| 0.00616712146872353 |
| -0.0124418992462523 |
| -0.0124266582475123 |
| -0.000226706764724138 |
| 0.0182478956353624 |
| 0.000222673782824145 |
| 0.000457573371569264 |
| -0.0128879310318732 |
| -0.0230468408705906 |
| 0.0239791634038486 |
| 0.000244166298758230 |
| -0.00579131737349603 |
| -0.0172104208588804 |
| -0.0170509941261761 |
| 0.0335287641777116 |
| 0.0313939623356536 |
| -0.00579275403454416 |
| 0 |
| -0.0126727658530974 |
| -0.0066486405659294 |
| -0.000932322533258256 |
| -0.00510788922462435 |
| 0.00604021175788261 |
| -0.000239590124199829 |
| 0.00546284747372638 |
| -0.0187806961044481 |
| -0.0213154346300823 |
| -0.0147371684453161 |
| 0.0103041517803093 |
| -0.0105629874998490 |
| -0.0254190849269924 |
| -0.00499037876176178 |
| -0.0182633119016384 |
| 0.00875157066707932 |
| 0.00483960677972339 |
| 0.0191412323202202 |
| -0.00947871910362275 |
| -0.023728439825089 |
| -0.0222388904573261 |
| 0.00351042649059119 |
| -0.0235931142877041 |
| -0.0117031321553683 |
| -0.000988330500052315 |
| -0.00746562392193373 |
| -0.00429274753200315 |
| 0.0186744960659875 |
| 0.0157483287009742 |
