| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.8738 | -0.0986 | 0.0427 | -0.7068 | 0.9217 | 0.0377 | -0.7744 |
| (p-val) | (0 ) | (0.3306 ) | (0.57 ) | (4e-04 ) | (0 ) | (0.774 ) | (0 ) |
| Estimates ( 2 ) | 0.8634 | -0.0916 | 0.0401 | -0.697 | 0.9687 | 0 | -0.8106 |
| (p-val) | (1e-04 ) | (0.3516 ) | (0.5926 ) | (5e-04 ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | 0.9044 | -0.0684 | 0 | -0.7403 | 0.9688 | 0 | -0.81 |
| (p-val) | (0 ) | (0.4412 ) | (NA ) | (1e-04 ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0.7749 | 0 | 0 | -0.6457 | 0.9664 | 0 | -0.8016 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0.0021 ) | (0 ) | (NA ) | (0 ) |
| 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 |
| 0.00475056485124056 |
| 0.00247504793411891 |
| -0.00106194350030167 |
| 0.00121505334849092 |
| 0.00211935984463230 |
| 0.00092752027248238 |
| 0.0052081627192718 |
| -0.000346879257137005 |
| -0.00180539253689171 |
| -0.00169300870269297 |
| -6.00523363523245e-05 |
| 3.13380687917076e-05 |
| 0.00352264681824106 |
| 0.00131895033717696 |
| -0.00115428178780621 |
| 0.000188282742784928 |
| -0.00192097066181708 |
| 7.94903499236243e-05 |
| 0.0036737576061425 |
| 0.00164335166815458 |
| -0.00330823797550335 |
| -0.000757803344470652 |
| 0.00146251209650006 |
| -0.000656899524533367 |
| 0.00528429234036723 |
| -0.000717666050761922 |
| 0.000430499881704567 |
| -0.000868062978718721 |
| -0.00267166461815923 |
| 0.000426611447526902 |
| 0.00304325309378902 |
| 0.00101160332389794 |
| -0.00197611962153723 |
| 0.00238584454433812 |
| 5.42723328775363e-06 |
| 0.00102565628284530 |
| 0.00253318201189295 |
| -0.00399723676257157 |
| -0.00402893197019578 |
| 0.000291275786838034 |
| 0.00127970584043858 |
| 0.00107907567085112 |
| 0.00441138685832337 |
| -0.00172587229588192 |
| -0.00243392502173615 |
| 0.00073998690162352 |
| 0.00210889883066612 |
| -0.00106221484138316 |
| -0.00325971251248695 |
| 0.00191338777752094 |
| -0.000243454830383293 |
| 0.00428699702675089 |
| 0.00447395627042045 |
| -0.00297456229930305 |
| -0.00281648966398898 |
| -0.00486804212760008 |
| 0.00264595239499945 |
| 0.000178270406972129 |
| -0.00114898301939344 |
| 0.000105006238111238 |
| 0.000253014006367018 |
| 0.00115980024949635 |
| 0.00109069626449593 |
| 0.000909002036861653 |
| 0.000261980845369229 |
| -0.00244929651960932 |
| -0.00402156001750216 |
| -0.00194353895378591 |
| 0.00433847675093676 |
| 0.000933382417981402 |
| 0.000797500926038066 |
| 0.00143688135272116 |
| -0.00103816133060778 |
| 0.00120550483636709 |
| 0.00282104292534209 |
| 0.000626918121061133 |
| -0.000400283988088099 |
| 0.00175937086042091 |
| -0.00172833697603232 |
| 0.000681220294795203 |
| 0.0050813140909742 |
| -0.00267093749625112 |
| 0.00283313502823658 |
| -0.00161141550021103 |
| -0.00245020420763068 |
| 0.00191436217244747 |
| 0.00297909811006697 |
| 0.00514588592829155 |
| 0.00244132336740685 |
| 0.00167392160915974 |
| -0.00333329917549936 |
| 0.00063891447754157 |
| 0.00112301645048264 |
| 0.000266679062839042 |
| 7.51517419149655e-05 |
| -0.00243016757132318 |
| 0.00394978322346537 |
| -0.000943549792870616 |
| 0.00169144124309149 |
| -0.00492493855251241 |
| 0.000945219232961752 |
| -0.00320070906301309 |
| 0.00088253012198922 |
| -0.00031526382846575 |
| 0.00199461703853426 |
| -0.00178406982842898 |
| -0.00096940395169011 |
| 0.00116685812991443 |
| 0.000406920759502193 |
| 0.00387070681289998 |
| 0.00114313276726965 |
| -0.00300694019352198 |
| -0.0030010220053399 |
| 0.00266501766047088 |
| -0.00117085545828032 |
| 0.00146032173575359 |
| 0.00173710977277532 |
| -0.00293038785233396 |
| 0.00092732212120324 |
| -0.000518903585650646 |
| 0.000175245903807454 |
| 0.000820469349048455 |
| -0.000702137342047436 |
| 0.00283736497050179 |
| -0.000189595808297198 |
| -0.00100863400574725 |
| 0.000513566003004405 |
| 1.22857174850386e-05 |
| -0.000458885812881207 |
| 0.00426864086456223 |
| -0.00206237011715001 |
| -0.00205550068670909 |
| 0.00100934758941353 |
| 0.00276323887422298 |
| 0.00420773927892034 |
| -0.0028751326123077 |
| 0.000673251592790075 |
| 0.000897248924739407 |
| 0.00113360321135822 |
| -0.000458068000943603 |
| -0.00207456487113373 |
| -0.00141763082954970 |
| 0.00227569144616662 |
| 0.000834503304850766 |
| -0.00268572509260798 |
| 0.0023233885826124 |
| -0.00246403101966315 |
| 0.00259547796779457 |
| 0.00177845327186514 |
| -0.00132223856394053 |
| 0.000345445917432854 |
| 0.000965519637197693 |
| -0.000868040590295883 |
| -0.000110069358050079 |
| 0.00109492920450789 |
| 0.000891096995588172 |
| -0.000500824176488164 |
| 0.00209137231875589 |
| -0.00366572658013643 |
| 0.00205844790027419 |
| -0.0040902327989501 |
| -0.000508789230086955 |
| 0.00165466887491901 |
| -0.000643285871851185 |
| 0.000211684090005044 |
| 0.00486812757501941 |
| 0.00479156629769871 |
| 0.00359122813521209 |
| 0.000152960278062861 |
| 0.00392432417233458 |
| 0.00379469461480864 |
| -0.00169930171409849 |
| 0.00483106319763837 |
| 0.00205124870917911 |
| 0.00131217711944221 |
| -0.00442191208577143 |
| 0.00202957055724382 |
| 0.000141072970312991 |
| -0.00459215557432748 |
| 0.000963038884209305 |
| -0.000752722907005557 |
| -0.00110488403086444 |
| -0.00720765566409188 |
| 0.000464363832536138 |
| -0.00308259719781095 |
| -0.00405587853708399 |
| -0.00197281441120705 |
| 0.003046806927848 |
| -0.00208392663037710 |
| 0.00171853484537252 |
| -0.000264118312605648 |
| 0.00130425348656972 |
| 0.00128120677274489 |
| 0.00117920102643447 |
| 0.00164111409541065 |
| 0.000158065137854410 |
| 0.00201595954535217 |
| -0.000364874226793661 |
| -0.00172732691183730 |
| 0.00078594073288945 |
| 0.00270888243144978 |
| 0.000178569270360085 |
| -0.000919279224580164 |
