| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ar2 | ar3 | sar1 | sma1 |
| Estimates ( 1 ) | 0.2679 | -0.1047 | 0.0436 | 0.0838 | -0.1012 |
| (p-val) | (0 ) | (0.0915 ) | (0.4811 ) | (0.9381 ) | (0.9266 ) |
| Estimates ( 2 ) | 0.2679 | -0.1047 | 0.0439 | 0 | -0.0151 |
| (p-val) | (0 ) | (0.0916 ) | (0.4776 ) | (NA ) | (0.8249 ) |
| Estimates ( 3 ) | 0.2679 | -0.1056 | 0.0466 | 0 | 0 |
| (p-val) | (0 ) | (0.0881 ) | (0.4422 ) | (NA ) | (NA ) |
| Estimates ( 4 ) | 0.2634 | -0.0956 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.1145 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.2445 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.000274802221706876 |
| 0.0465929713229317 |
| 0.0202869460368192 |
| 0.0045840698181369 |
| -0.0172729792777197 |
| 0.0268151631741401 |
| 0.0228869552621564 |
| -0.0497031681602428 |
| 0.00951807677443519 |
| 0.000125866685993239 |
| -0.00846169456207297 |
| -0.00620559088722302 |
| -0.00826557519222389 |
| 0.0120788375454022 |
| -0.00658910550074788 |
| 0.00219151836937214 |
| -0.0035629333686031 |
| -0.0028647236244353 |
| -0.00800330833289341 |
| 0.00573770915104926 |
| 0.00585132601722478 |
| -0.00413102385671723 |
| 0.0161560158918715 |
| 0.00760997187601749 |
| -0.000200928263045535 |
| 0.00228111896656002 |
| 0.0120015523020881 |
| -0.0171915217141352 |
| 0.00383454061526796 |
| 0.000862812960095046 |
| 0.000203341792804023 |
| -0.00382723920098185 |
| 0.0171571038431027 |
| 0.0104902590555798 |
| -0.00177868732265385 |
| -0.0200784211220913 |
| -0.0124364717724831 |
| 0.00341504071584819 |
| -0.0183439259151518 |
| -0.00375487305131984 |
| 0.00476679765893987 |
| -9.63919231500017e-05 |
| 0.00411133996007777 |
| 0.0012350865482793 |
| -0.00871122771281966 |
| 0.000965362270588323 |
| 0.00212174777163645 |
| -0.0012162087530453 |
| -0.00114248149429293 |
| 0.00669759394707691 |
| 0.00126264738713404 |
| 0.0105948100879031 |
| 0.00240724776526331 |
| 0.0090862741306079 |
| -0.0134728386964381 |
| -0.0390415257564198 |
| -0.0168013586286437 |
| -0.00226041631738534 |
| 0.0125758461961458 |
| 0.0143621848810057 |
| 0.011928185557586 |
| 0.0333004365947794 |
| -0.0211230076806163 |
| -0.00370556495261024 |
| -0.00182423707440626 |
| 0.00199938873450188 |
| -0.00873481792380941 |
| 0.00304812985330583 |
| -0.00135381849861912 |
| -0.00847619218342372 |
| 0.012058375896829 |
| 0.0205457097183034 |
| -0.00328909524882671 |
| -0.00253530179706262 |
| -6.87311110460272e-05 |
| -0.007818747707103 |
| -0.00174578008889552 |
| -0.00396368074219257 |
| 0.0119875392502739 |
| 0.00299507600471253 |
| -0.00545887577497008 |
| -0.00419475687752973 |
| 0.000112764513306642 |
| 0.006027604524245 |
| 0.000332417256245411 |
| -0.00883923714024732 |
| -0.00103857753525469 |
| 0.00400879036216564 |
| -4.1511659170881e-05 |
| 0.00276102640863987 |
| 0.00180571388791264 |
| -0.00196864360861715 |
| 0.0105926681054382 |
| -0.00857014129311741 |
| 0.0103760840349613 |
| 0.0156802421693958 |
| -0.00995486229226722 |
| 0.00699702721872839 |
| 0.00312496713810002 |
| -0.0143885137340694 |
| -0.004857420322662 |
| -0.00237986253075126 |
| -0.0024500521729723 |
| 0.00517412960974015 |
| 0.00701612432310105 |
| -0.00116707120123508 |
| -0.00654944398127695 |
| 0.00747500883591427 |
| -0.00308202575338281 |
| -0.000896655407550368 |
| 0.00768651269823953 |
| -0.0110723530892269 |
| 0.00086970540485428 |
| 0.0100398260430978 |
| 0.0092413018735386 |
| -0.00859059363841477 |
| -0.00202433347236875 |
| 0.00881291586411185 |
| -0.00847118696599574 |
| -0.0087699741619367 |
| 0.00333529257264408 |
| 0.000578025812980317 |
| -0.0125024779428983 |
| -0.00782347952793148 |
| 0.00911901244084919 |
| 0.00148258878731179 |
| -0.00738901348070702 |
| -0.00164865752299603 |
| -0.0157526556254102 |
| -0.00455594411236649 |
| 0.00868129185574724 |
| -0.0094429259002996 |
| 0.000655922577657231 |
| 0.0098977842078733 |
| 0.00164895530232127 |
| 0.0092336772006877 |
| -0.0097214357651701 |
| 0.0102121002325716 |
| -0.0090160575150592 |
| -0.00444932438034574 |
| 0.0054797540832201 |
| -0.00941280925074618 |
| 0.0101642346193897 |
| 0.00691449529788975 |
| 0.0104992025520149 |
| 0.00654905728578748 |
| 0.00714671228037737 |
| -0.00439830674085168 |
| 0.00159800051063585 |
| 0.00862406369909145 |
| 0.00197954030719735 |
| 0.00798295647375943 |
| -0.00966588237167447 |
| 0.0125544468486982 |
| 0.0103404439719058 |
| 0.0219611715820943 |
| -0.0191070881916127 |
| 0.00801661596083273 |
| -0.0381326154852668 |
| -0.0180197481985835 |
| -0.000566354366516547 |
| -0.00826951870496905 |
| -0.017631814280182 |
| -0.00332331843596258 |
| -0.0136622591928167 |
| 0.00784269075457605 |
| -0.0164451824173238 |
| -0.00240398678962662 |
| -5.1079356115224e-05 |
| -0.0108596406308877 |
| -0.000166140819258155 |
| 0.0146060191254873 |
| -0.0264111469882495 |
| 0.00397446293764975 |
| 0.00130258424032859 |
| -0.00989004465947621 |
| -0.00808570570316635 |
| 0.00308107336070266 |
| -0.00370380169928387 |
| 0.0272278734707692 |
| -0.00204313344812171 |
| -0.0076226616921034 |
| 0.00934885498699705 |
| -0.00873647456239398 |
| -0.00719871059799212 |
| 0.00254544967657028 |
| 0.00897227282636288 |
| -3.94973545436725e-05 |
| 8.64464198570597e-05 |
| 0.0207893565787366 |
| 0.00521917220827277 |
| 0.000402595584366755 |
| -0.00512418141454159 |
| -0.00273244768000494 |
| -0.0183781368311782 |
| -0.000539527965665938 |
| 0.00381889077345483 |
| 0.00755398966004733 |
| -0.00250677509749276 |
| -0.00332089427697388 |
| -0.00619475842744729 |
| 0.00531471012279046 |
| 0.0135088773659581 |
| -0.0158192245327962 |
| 0.000153913385263655 |
| -0.00543432073921553 |
| 0.0106677270084355 |
| 0.0159942848246137 |
| 0.000734254370128399 |
| -0.00640920530883998 |
| -0.00536318906366686 |
| -0.00507013275993874 |
| 0.0120642944177345 |
| -0.00708948126943336 |
| 0.00225413657942504 |
| 0.00232546408462313 |
| -0.00143741811726132 |
| 0.00109606123031157 |
| -0.011482754476964 |
| -0.000825786198096607 |
| -0.0115327831443766 |
| 0.00793616854449633 |
| -0.0072681843387623 |
| -0.0086636680927071 |
| -0.00023531543674848 |
| -0.0113319037658924 |
| 0.015182476051372 |
| 0.00960168126780472 |
| -0.0139306947544787 |
| -0.000294666496135853 |
| -0.0126796070167306 |
| 0.000760664237155555 |
| 0.0037847629309577 |
| -0.0146202226233794 |
| -0.000705024160305922 |
| -0.00637088838961664 |
| 0.001000935409969 |
| 0.00410725350966194 |
| 0.0013334088409453 |
| -0.00138448050381131 |
| -0.00599583598456128 |
| 0.00266185716998276 |
| -0.0021049535831055 |
| -0.00686980293148262 |
| 0.0044077362227751 |
| -0.000990596298779775 |
| -0.00445756437337865 |
| 0.00253969604625592 |
| 0.0105239020652232 |
| 0.00159718807030783 |
| 0.00164735617955835 |
| -0.00128868762674016 |
| 0.0106554660782729 |
| -0.00823487688748106 |
| -0.00202058375941361 |
| -0.00450177098836407 |
| 0.000903021579320523 |
| -0.00421529719510594 |
| -0.0030335759385311 |
| 0.00502830770627345 |
| -0.00575904095077562 |
| -0.00208038184841172 |
| -0.00602638255077291 |
| 0.0014629140572007 |
| -0.00025601857363389 |
| -0.00207896279961859 |
| -0.00179299946676424 |
| -0.0036265843889518 |
| -0.00891334090714444 |
| -0.00261584965816888 |
| 0.000841471887770454 |
| 0.00641912725070435 |
| 0.00507671880319097 |
| 0.0170714999590443 |
| 0.0167409770324448 |
| 0.0241133469974968 |
| -0.0119429033041675 |
| 0.00365678510613927 |
| -0.00573041434094446 |
| -0.00493026357775341 |
| -0.00718623614670157 |
| -0.0110026024926832 |
| 0.0079430316391713 |
| -0.0107304014797605 |
| 0.00987691925186738 |
| -0.00764591389821553 |
| -0.00176521466860124 |
| 0.0012007669581835 |
| -0.0041609092500276 |
| 0.000256487528959773 |
| -0.00656062263499135 |
| -0.0045529546019828 |
| 0.0039013861853725 |
| -0.00205154337288917 |
| 0.00463907828509241 |
| -0.00247788649127763 |
