| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0212 | 0.0271 | -0.1697 | 0.4583 | -0.9021 | 0.0913 | 0.9553 |
| (p-val) | (0.973 ) | (0.9264 ) | (0.2866 ) | (0.4687 ) | (0 ) | (0.5728 ) | (0.0014 ) |
| Estimates ( 2 ) | 0 | 0.0182 | -0.1661 | 0.4373 | -0.8985 | 0.0922 | 0.947 |
| (p-val) | (NA ) | (0.8886 ) | (0.1689 ) | (5e-04 ) | (0 ) | (0.564 ) | (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 | -0.9928 | 0 | 0.9599 |
| (p-val) | (NA ) | (NA ) | (0.1804 ) | (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 |
| 0.00100272445266748 |
| -0.00531120843403321 |
| -0.00160670313149728 |
| -0.00306488313535133 |
| -0.00803710085667696 |
| 0.0116687690362453 |
| -0.00745717848367195 |
| -0.00551464310716663 |
| -0.00301725650973698 |
| -0.00265538914320849 |
| 0.000306728384571635 |
| 0.0075987549179324 |
| 0.00445194432991487 |
| -0.0058296587312323 |
| 0.000982781535359412 |
| -0.00313253902013213 |
| -0.00397005120366535 |
| -0.00246069925655387 |
| 0.00185499672635466 |
| 0.00627293228111077 |
| -0.0017217954180674 |
| -0.000519142864817221 |
| -0.00230494899731307 |
| 0.00293083213229330 |
| -0.00238908852376483 |
| -0.00224415774998236 |
| 0.00259812321786928 |
| 0.000878201262986629 |
| 0.00621659952273346 |
| 0.00421987293302348 |
| 0.00618162834324482 |
| -0.00290199305151623 |
| 0.00371877100963804 |
| -3.60821546568117e-05 |
| 0.00348298608132106 |
| 0.00133866556853159 |
| 0.00665288338318275 |
| 0.000111743345575739 |
| 0.000998880058515596 |
| 0.00167840745946443 |
| 0.0129146683138955 |
| -0.00222259983102459 |
| -0.00365169923952445 |
| -0.00199967560083012 |
| 0.00215474024993839 |
| 0.00631630747962925 |
| -0.00284045165547603 |
| 0.0120840180703705 |
| 0.00319740164685391 |
| -7.54879809943433e-05 |
| -0.00450594778697379 |
| -0.00171814939538761 |
| 0.00215427603205338 |
| -0.00124876423753576 |
| 0.00120948143379928 |
| -0.000715671959212908 |
| 0.00186962467066314 |
| 0.00478917698614024 |
| 0.00544201840044105 |
| 0.00440669161548717 |
| -0.0066913140981594 |
| 0.00185962737832093 |
| 0.00270735009212802 |
| -0.00645658464865513 |
| -0.0022960217901582 |
| -0.0057826470658781 |
| 0.00039592269082797 |
| 0.00222812480926810 |
| -0.00334769418097854 |
| -0.00330736568486717 |
| -0.00091314145482088 |
| 0.00191150673411000 |
