| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1459 | -0.104 | -0.102 | -1 | 0.454 | 0.4865 | -0.0382 |
| (p-val) | (0.2626 ) | (0.3851 ) | (0.3942 ) | (0 ) | (0.0227 ) | (0.0115 ) | (0.852 ) |
| Estimates ( 2 ) | 0.1479 | -0.1015 | -0.1034 | -1 | 0.4285 | 0.5081 | 0 |
| (p-val) | (0.2534 ) | (0.3936 ) | (0.3864 ) | (0 ) | (0.0016 ) | (5e-04 ) | (NA ) |
| Estimates ( 3 ) | 0.1368 | 0 | -0.1163 | -1 | 0.4361 | 0.5008 | 0 |
| (p-val) | (0.2836 ) | (NA ) | (0.3279 ) | (0 ) | (0.0012 ) | (6e-04 ) | (NA ) |
| Estimates ( 4 ) | 0.1532 | 0 | 0 | -0.9999 | 0.4554 | 0.4815 | 0 |
| (p-val) | (0.0062 ) | (NA ) | (NA ) | (0 ) | (0 ) | (0 ) | (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 |
| -0.00050534087984047 |
| 0.00315162457134438 |
| 0.00146811631269461 |
| -0.00633236195876533 |
| 0.171710847636454 |
| -0.0854007012864756 |
| -0.0522295938423518 |
| -0.0264642216607396 |
| -0.030983763249149 |
| -0.0192970809206539 |
| -0.00644902775001619 |
| -0.00890885053571915 |
| 0.00641435784419537 |
| -0.00166858212555278 |
| -0.000748771941783666 |
| 0.0240218880509867 |
| 0.140131069779720 |
| 0.0661642495272694 |
| -0.115729698736305 |
| -0.0587486701396421 |
| 0.0319749810589872 |
| -0.00985172024501444 |
| -0.0119256052079330 |
| 0.00844132410844386 |
| -0.0060119477880286 |
| 9.59101614043608e-05 |
| -0.00976074266365116 |
| 0.00589980017397042 |
| -0.150757039110213 |
| -0.00336893888726228 |
| -0.0142587043358044 |
| 0.0176953927886051 |
| -0.0098958824629187 |
| 0.00175879670485949 |
| 0.00304294412167771 |
| -0.00555615136906966 |
| 0.0151987182104528 |
| -0.0122481505937565 |
| 0.00487161402222029 |
| 0.0157707788302259 |
| -0.00351392511879389 |
| 0.0275920973825491 |
| 0.0631627771496306 |
| 0.0592826587141781 |
| -0.00493691802655918 |
| 0.0155501975426893 |
| -0.00377099437280121 |
| -0.0146134770139636 |
| 0.0132482422464404 |
| -0.00881746850467908 |
| 0.0233901419981434 |
| 0.00849734141103365 |
| -0.0261921965541942 |
| -0.0474604471947106 |
| -0.00318067957208844 |
| -0.0610001090231795 |
| -0.0558880510168649 |
| -0.00933890769041583 |
| -0.0206582397943507 |
| 0.00894082620198727 |
| -0.0133006746577847 |
| 0.00859942106698688 |
| -0.00863950665585897 |
| -0.00885206957583188 |
| -0.207638671538938 |
| 0.108883505877748 |
| 0.0745428443785088 |
| 0.0196416094714975 |
| 0.045159732524933 |
| 0.0319078703870829 |
| 0.0160698963772978 |
