| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0203 | 0.0265 | -0.1695 | 0.4572 | -0.9001 | 0.0932 | 0.9552 |
| (p-val) | (0.9745 ) | (0.9288 ) | (0.2906 ) | (0.4741 ) | (0 ) | (0.5642 ) | (0.001 ) |
| Estimates ( 2 ) | 0 | 0.0182 | -0.1661 | 0.4373 | -0.8985 | 0.0923 | 0.947 |
| (p-val) | (NA ) | (0.8886 ) | (0.1689 ) | (5e-04 ) | (0 ) | (0.5639 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0 | -0.1651 | 0.4305 | -0.8953 | 0.0949 | 0.9456 |
| (p-val) | (NA ) | (NA ) | (0.1711 ) | (2e-04 ) | (0 ) | (0.5501 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0 | -0.1611 | 0.4266 | -0.9929 | 0 | 0.9601 |
| (p-val) | (NA ) | (NA ) | (0.1803 ) | (2e-04 ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0.4054 | -0.9928 | 0 | 0.9575 |
| (p-val) | (NA ) | (NA ) | (NA ) | (1e-04 ) | (0 ) | (NA ) | (0 ) |
| 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 |
| 0.00100272445253972 |
| -0.00531069009849573 |
| -0.00160656626276192 |
| -0.00306460124171388 |
| -0.00803640587078043 |
| 0.0116675601465211 |
| -0.00745639355562379 |
| -0.00551430891718693 |
| -0.00301679816449825 |
| -0.00265521793290137 |
| 0.000306700514081218 |
| 0.00759797474098618 |
| 0.0044513784265624 |
| -0.0058294851240072 |
| 0.000982593160078133 |
| -0.00313243622280152 |
| -0.00397048003199284 |
| -0.00245952608964141 |
| 0.00185414983223676 |
| 0.00627190024799542 |
| -0.00172188655956947 |
| -0.000519342395881402 |
| -0.00230469503988739 |
| 0.00293114077566653 |
| -0.00238830654058198 |
| -0.00224408748200067 |
| 0.0025981782812213 |
| 0.000878165799576537 |
| 0.00621644707403451 |
| 0.00421847255767326 |
| 0.00618187872753905 |
| -0.00290075665823501 |
| 0.00371860664154222 |
| -3.57444370420422e-05 |
| 0.00348251623590488 |
| 0.00133823575646538 |
| 0.00665162794295824 |
| 0.000111769228939038 |
| 0.000998702031518505 |
| 0.00167838424075329 |
| 0.0129136403266046 |
| -0.00222098021666102 |
| -0.00365184536088345 |
| -0.00200037293916013 |
| 0.00215461420680815 |
| 0.00631558072197213 |
| -0.00283994627961694 |
| 0.0120835546647342 |
| 0.00319840095860981 |
| -7.54455180070465e-05 |
| -0.00450533961850722 |
| -0.00171795556568088 |
| 0.00215473713581768 |
| -0.0012502042550527 |
| 0.00120956319984018 |
| -0.000714635337846189 |
| 0.00186948620780573 |
| 0.00478936825559457 |
| 0.0054411970779677 |
| 0.00440650184389789 |
| -0.00669168356355242 |
| 0.00185940756705955 |
| 0.00270698472477112 |
| -0.00645637913745775 |
| -0.00229644529091498 |
| -0.0057808002223378 |
| 0.000395623663678574 |
| 0.00222698814163418 |
| -0.00334748784004967 |
| -0.00330748549945833 |
| -0.000912410452438635 |
| 0.00191141471944883 |
