| 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 |
| 2.05890165885251e-05 |
| 0.000396126347036786 |
| 0.000381746833679116 |
| -0.000413564363783752 |
| 0.00147336749111359 |
| 0.00064362886873164 |
| -0.00032597357424994 |
| 0.0010919277726817 |
| 9.3268415962208e-05 |
| 0.000674835276388713 |
| -0.000276725425621374 |
| -5.35629456542216e-05 |
| -0.000448055594852262 |
| 0.00273009695276838 |
| 0.000122632086979657 |
| 0.001165294542463 |
| 0.000144250549745771 |
| 0.000413694899498806 |
| -0.000168872591529241 |
| 0.000246026257822751 |
| -0.000501428720525994 |
| 0.00105954500569007 |
| -0.00026416335903349 |
| -0.000482557534138941 |
| 0.000719420367843201 |
| -0.000313011019782421 |
| -0.00014330305239184 |
| -0.000944603476891881 |
| 7.70388525122211e-05 |
| -0.000248871624974992 |
| 0.000453541422339168 |
| 0.000643477310378725 |
| 0.0001347505432153 |
| 0.000207396312267537 |
| -0.000487015500070885 |
| -0.000400550060282086 |
| -0.00052032045914972 |
| -0.000977770868034907 |
| -0.00121810164267471 |
| 0.00103222597321517 |
| -0.000470186719648426 |
| 0.000318083556161399 |
| -0.000121560860392389 |
| -0.00053545074243313 |
| 0.00037644095254498 |
| 0.000402133334526984 |
| -0.000144940598378678 |
| -0.00110948958176938 |
| -0.000170049589802488 |
| -0.000507347538300467 |
| 0.000900271273482778 |
| 0.0006053831039082 |
| -0.000346717216929482 |
| -0.000431371159749181 |
| 0.000224593504404797 |
| -0.00015502762801752 |
| 9.8827782125539e-05 |
| -0.000202165866495719 |
| 8.0391785131514e-05 |
| -0.000696035004942197 |
| -0.000177308971888029 |
| -0.000537452342194004 |
| 0.000657043448960532 |
| -0.000438464834178894 |
| -0.000550835211999518 |
| -0.000297761009427794 |
| -0.000388957485006732 |
| -0.000356985951775229 |
| 6.70579243877214e-05 |
| -0.000751180734171896 |
| 2.03651451506206e-06 |
| -0.0003044745067937 |
| -0.000814228016499647 |
| -0.000700642864985952 |
| 0.000185824515054457 |
| -0.000496809337709846 |
| 0.000856629380677749 |
| 0.000240553011765297 |
| -0.000538950196410728 |
| -0.00166579272683746 |
| 3.35592478903882e-05 |
| -0.000122629389763618 |
| -2.04547939095727e-05 |
| -0.000830190809058043 |
| -0.000172672167999251 |
| 0.000837368845361317 |
| 0.000239682803276132 |
| -0.000739464852791246 |
| -0.000958743549937222 |
| -0.000925627549062549 |
| 0.000409295051074889 |
| 0.00109660849730071 |
| -0.00144272985661345 |
| 0.00012742401056833 |
| -0.00127572310016764 |
| -0.000114299798914373 |
| 0.000124036824160124 |
| 0.000168357708633338 |
| -7.36751999321475e-05 |
| 0.000937662191830877 |
| 0.000527416147143543 |
| -0.000254718770801629 |
| -0.000294172450591779 |
| -3.91698849957306e-05 |
| 0.000615042398590899 |
| -0.00064674977906478 |
| -0.00095484706994498 |
| 0.000497869398755249 |
| 0.00108256054497304 |
