| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5573 | 0.1496 | 0.2198 | -0.7695 | 0.2565 | -0.3336 | -1 |
| (p-val) | (1e-04 ) | (0.1681 ) | (0.0545 ) | (0 ) | (0.0175 ) | (0.0032 ) | (0 ) |
| Estimates ( 2 ) | -0.1462 | 0 | 0.3199 | 0.0082 | 0.2706 | -0.254 | -1.0001 |
| (p-val) | (0.6928 ) | (NA ) | (0.0046 ) | (0.9828 ) | (0.0215 ) | (0.0267 ) | (0 ) |
| Estimates ( 3 ) | -0.1386 | 0 | 0.3204 | 0 | 0.2703 | -0.2539 | -0.9999 |
| (p-val) | (0.1303 ) | (NA ) | (0.0032 ) | (NA ) | (0.0207 ) | (0.0266 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0 | 0.3084 | 0 | 0.2638 | -0.2732 | -1.0002 |
| (p-val) | (NA ) | (NA ) | (0.0048 ) | (NA ) | (0.0209 ) | (0.0173 ) | (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 |
| 2.05890165885247e-05 |
| 0.000396126345031855 |
| 0.000381746831496294 |
| -0.000413564361585293 |
| 0.00147336748432875 |
| 0.00064362886360272 |
| -0.000325973571429571 |
| 0.00109192776445951 |
| 9.3268411683706e-05 |
| 0.000674835277062675 |
| -0.000276725431593567 |
| -5.35629502323627e-05 |
| -0.000448055587540872 |
| 0.00273009690461142 |
| 0.000122632070789000 |
| 0.00116529454276997 |
| 0.000144250487224061 |
| 0.000413694870645495 |
| -0.000168872579105129 |
| 0.000246026210178446 |
| -0.000501428717533849 |
| 0.00105954496774741 |
| -0.000264163356497833 |
| -0.000482557523209495 |
| 0.000719420371134598 |
| -0.000313011154476667 |
| -0.000143303050502156 |
| -0.000944603533745178 |
| 7.70388673044902e-05 |
| -0.000248871633386791 |
| 0.000453541422179007 |
| 0.000643477304127794 |
| 0.000134750570918649 |
| 0.000207396262528986 |
| -0.000487015491787624 |
| -0.000400550027774312 |
| -0.000520320501897552 |
| -0.000977770817628977 |
| -0.00121810161208797 |
| 0.00103222600965828 |
| -0.000470186683750334 |
| 0.000318083584150462 |
| -0.000121560891526358 |
| -0.000535450743104359 |
| 0.000376440941448826 |
| 0.000402133339330121 |
| -0.000144940584855412 |
| -0.00110948955237956 |
| -0.000170049570064168 |
| -0.000507347444719727 |
| 0.000900271327950351 |
| 0.000605383051570681 |
| -0.000346717172141659 |
| -0.000431371161173689 |
| 0.000224593505384118 |
| -0.000155027581660593 |
| 9.88277579697039e-05 |
| -0.000202165860837582 |
| 8.03917752484248e-05 |
| -0.000696034953654919 |
| -0.000177308959994495 |
| -0.000537452316559348 |
| 0.000657043387401572 |
| -0.000438464860856223 |
| -0.000550835185898924 |
| -0.000297760983336742 |
| -0.000388957485997879 |
| -0.000356985931790971 |
| 6.70579238406429e-05 |
| -0.000751180702933525 |
| 2.03649713437093e-06 |
| -0.000304474486864925 |
| -0.00081422800571737 |
| -0.00070064285642292 |
| 0.000185824473977111 |
| -0.000496809294673707 |
| 0.000856629393117051 |
| 0.000240553023292136 |
| -0.00053895016924073 |
| -0.00166579269777243 |
| 3.35592535821202e-05 |
| -0.000122629347592895 |
| -2.04547973397528e-05 |
| -0.000830190806682617 |
| -0.000172672135532548 |
| 0.000837368854181573 |
| 0.000239682812165606 |
| -0.000739464814497319 |
| -0.000958743586008474 |
| -0.0009256275550898 |
| 0.000409295070684542 |
| 0.00109660855962954 |
| -0.00144272983682370 |
| 0.000127424006268325 |
| -0.00127572308795288 |
| -0.000114299766392437 |
| 0.000124036816786521 |
| 0.000168357658577612 |
| -7.3675190693079e-05 |
| 0.00093766220169733 |
| 0.000527416194227077 |
| -0.000254718724095450 |
| -0.000294172480963081 |
| -3.91699555822482e-05 |
| 0.000615042461176311 |
| -0.000646749789442489 |
| -0.000954847001034733 |
| 0.000497869388443237 |
| 0.00108256051212932 |
