| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0605 | 0.0366 | -0.0087 | 0.0944 | 0.022 | 0.0958 | -0.8731 |
| (p-val) | (0.9772 ) | (0.9142 ) | (0.9089 ) | (0.9645 ) | (0.8552 ) | (0.364 ) | (0 ) |
| Estimates ( 2 ) | 0 | 0.0461 | -0.0079 | 0.1551 | 0.022 | 0.0957 | -0.8731 |
| (p-val) | (NA ) | (0.544 ) | (0.9141 ) | (0.0334 ) | (0.8548 ) | (0.3643 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0.0464 | 0 | 0.1549 | 0.0238 | 0.0958 | -0.8733 |
| (p-val) | (NA ) | (0.5416 ) | (NA ) | (0.0334 ) | (0.8416 ) | (0.3627 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0.0428 | 0 | 0.1545 | 0 | 0.0835 | -0.8544 |
| (p-val) | (NA ) | (0.562 ) | (NA ) | (0.0338 ) | (NA ) | (0.3341 ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0.1481 | 0 | 0.0828 | -1.1638 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0322 ) | (NA ) | (0.3381 ) | (0 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0.1484 | 0 | 0 | -1.2074 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0323 ) | (NA ) | (NA ) | (0 ) |
| 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 |
| -0.0165859829292113 |
| 0.000186353626444102 |
| -0.000199197179476593 |
| -0.000339247963278821 |
| -0.00231429326843788 |
| -0.000418781474011947 |
| -3.31126234015015e-05 |
| 0.00115220207608897 |
| -0.00162228031030884 |
| 0.000202396090914095 |
| 0.00089606531211412 |
| -0.00058030504181526 |
| 0.00206837226123038 |
| -0.0012108468375665 |
| 0.00104438158471849 |
| -0.00103733023456532 |
| -0.00242097506541786 |
| 2.23178126958749e-06 |
| 0.000124316371826446 |
| 0.000555433286158178 |
| -0.000636151459751881 |
| 0.00251685308567781 |
| -0.000242351250902772 |
| 0.00103597845556983 |
| 0.000212232611719494 |
| -0.00365038850220962 |
| -0.00285024973908551 |
| -0.000177229921864769 |
| 0.000881313654460326 |
| 0.000471534102757927 |
| 0.00171529613588996 |
| -0.00175956704220560 |
| -0.000878332483240928 |
| 0.000803816541248092 |
| 0.00137013582328515 |
| -0.000832322929558675 |
| -0.00447212690738475 |
| 0.00138061788395098 |
| -0.000108537262437096 |
| 0.00341131095625933 |
| 0.00387714349925295 |
| -0.00246970017465541 |
| -0.00368979319840634 |
| -0.00423721323015237 |
| 0.00287325767181741 |
| -0.000259526991084133 |
| -0.00125661612959231 |
| -7.50053983249742e-05 |
| -0.00125264733797913 |
| 0.000926830424115593 |
| 0.00143593911175533 |
| 0.000505600809556560 |
| 9.54881478609351e-05 |
| -0.00218468032811835 |
| -0.00492988979263503 |
| -0.00170577784444942 |
| 0.00398864502782814 |
| 0.000499455359191681 |
| 0.000366042027851961 |
| 0.00131896133337462 |
| -0.00156727640735166 |
| 0.000790661842972716 |
| 0.00272741559478478 |
| 9.67422751354997e-05 |
| -0.000534923679449294 |
| 0.00177673066264775 |
| -0.00224117820549838 |
| 0.00114056584836739 |
| 0.00460914072239721 |
| -0.00203922742187566 |
| 0.00267378767437341 |
| -0.00124139812863644 |
| -0.00267180931821752 |
| 0.00141095109519303 |
| 0.00266488147988298 |
| 0.00417759616551806 |
| 0.00222973067938681 |
| 0.00203927854136964 |
| -0.0030045057702474 |
| 0.00119338908890667 |
| 0.00120021155251896 |
| 0.000462857071363687 |
| 6.28348132334067e-05 |
| -0.00197704849471161 |
| 0.00278042217727574 |
| -0.00107283476725229 |
| 0.00170032291339414 |
| -0.00440007256404917 |
| 0.000814956447928946 |
| -0.0031185950501061 |
| -0.000111119169024147 |
| -0.000530458302028211 |
| 0.00149312895184481 |
| -0.00141551327451055 |
| -0.00125155548363335 |
| 0.000949607761391365 |
| -0.000342022805619645 |
| 0.00292668652462104 |
| 0.000980737309943812 |
| -0.00300308441470097 |
| -0.00273231505422962 |
| 0.00194122188177788 |
| -0.00178256283111001 |
| 0.00124379589793602 |
| 0.00155965505925879 |
| -0.00243871062434028 |
| 0.000653475063619638 |
| -0.000375415472656659 |
| -0.00080948576633366 |
| 0.000541969634081379 |
| -0.000601003610951221 |
| 0.00246674883549269 |
| -0.00041709534575804 |
| -0.000525351092027777 |
| -0.000310369776544022 |
| 0.000130997507533765 |
| -0.000285997449741945 |
| 0.00382920686593782 |
| -0.00184094855879256 |
| -0.00156994247096548 |
| 0.000210982698328599 |
| 0.00184126073343253 |
| 0.00368662883138069 |
| -0.00229473756152991 |
| 0.00095290531029708 |
| 0.000606016721874194 |
| 0.000525481051274699 |
| -0.000253920493406769 |
| -0.00156430448830184 |
| -0.000842069547808903 |
| 0.00160426195860981 |
| 0.00068505360415789 |
| -0.0028328482824668 |
| 0.00180443209602214 |
| -0.00201743663259361 |
| 0.00178847912744523 |
| 0.00128874201503841 |
| -0.00101190828430290 |
| -0.000246616301547269 |
| 0.000910711284703739 |
| -0.000564863083339317 |
| -0.000246924291179783 |
| 0.00090810905660419 |
| 0.000937146277221189 |
| -0.00102996767739388 |
| 0.00152060935353078 |
| -0.00332007370038068 |
| 0.00183500449987932 |
| -0.00382386271188843 |
| -0.00056173266305133 |
| 0.000467987722391927 |
| -0.000626610583376753 |
| 0.000312321390560326 |
| 0.00422751621927621 |
| 0.00378459352649550 |
| 0.0034009593010552 |
| 0.000245617037625587 |
| 0.0035824066665942 |
| 0.00391907498008884 |
| -0.00118248761689021 |
| 0.00451193261175983 |
| 0.00226316957942455 |
| 0.00124817088564199 |
| -0.00315113329916103 |
| 0.00237711994794962 |
| 0.000448116777861707 |
| -0.0038085926946116 |
| 0.00103793480710880 |
| -0.00125925815018764 |
| -0.00126035941707056 |
| -0.00594114431456639 |
| -0.000200597528053036 |
| -0.00301143238845049 |
| -0.00386439179854945 |
| -0.00287540896154426 |
| 0.00199943526968855 |
| -0.00231186665677521 |
| 0.000913558393155477 |
| -0.00118389465699617 |
| 0.000710692013150484 |
| 0.000307322641771452 |
| 0.000363478152704443 |
| 0.00104112384341694 |
| 3.77510290824436e-05 |
| 0.00129326093289256 |
| -0.000471470602787296 |
| -0.00198342160946690 |
| 0.00109399704886254 |
| 0.00214557773207580 |
| 0.000312551286901702 |
| -0.000506616775935753 |
