| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.523 | -0.0241 | 0.0653 | -1 | -0.8534 | -0.4871 | 0.9989 |
| (p-val) | (8e-04 ) | (0.8844 ) | (0.6402 ) | (0 ) | (0 ) | (0.005 ) | (0.0952 ) |
| Estimates ( 2 ) | -0.5123 | 0 | 0.0759 | -1 | -0.8572 | -0.4841 | 0.9991 |
| (p-val) | (2e-04 ) | (NA ) | (0.5269 ) | (0 ) | (0 ) | (0.0049 ) | (0.0942 ) |
| Estimates ( 3 ) | -0.4936 | 0 | 0 | -1 | -0.858 | -0.4689 | 0.9987 |
| (p-val) | (2e-04 ) | (NA ) | (NA ) | (0 ) | (0 ) | (0.0071 ) | (0.0938 ) |
| Estimates ( 4 ) | -0.4332 | 0 | 0 | -1 | -0.1634 | -0.2995 | 0 |
| (p-val) | (0.0012 ) | (NA ) | (NA ) | (0 ) | (0.3084 ) | (0.0822 ) | (NA ) |
| Estimates ( 5 ) | -0.4015 | 0 | 0 | -0.9999 | 0 | -0.2633 | 0 |
| (p-val) | (0.0022 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.1274 ) | (NA ) |
| Estimates ( 6 ) | -0.4196 | 0 | 0 | -1 | 0 | 0 | 0 |
| (p-val) | (0.0014 ) | (NA ) | (NA ) | (0 ) | (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 |
| -0.00217791770010876 |
| -0.00528300482684401 |
| -0.00518633042594817 |
| 0.00477207311441440 |
| -0.00154657400781989 |
| 0.00398572498658182 |
| -0.00199761778302456 |
| 0.00366337538146031 |
| -0.00222107288400069 |
| -0.0056339435917363 |
| -0.00506487763659272 |
| 0.00461529404265067 |
| -0.00130888949099778 |
| 0.00434699978757267 |
| -0.00153537849801287 |
| 0.00415059300305249 |
| -0.00170433014764043 |
| -0.00536744999574782 |
| -0.00506021346402224 |
| 0.00458447958762731 |
| -0.00122907707743841 |
| -0.00507243322207209 |
| 0.00488831505144692 |
| -0.00175168006780715 |
| -0.00358943662273155 |
| 0.00455467763886904 |
| 0.00713507795202236 |
| -0.000439734340192488 |
| 0.00387264602260149 |
| -0.000626307881677609 |
| 0.0037050078656935 |
| -0.000777194956657239 |
| 0.00356799536473822 |
| 0.00630664163968583 |
| 0.00604290416342798 |
| -0.00142067411159404 |
| 0.00295907043564768 |
| -0.00147889707966568 |
| -0.00691778447543089 |
| -0.00512982952543242 |
| 0.00332658790645064 |
| -0.00371011285242299 |
| -0.00754684734869461 |
| 0.00512516597384945 |
| -0.00247590581517462 |
| -0.00740545554439838 |
| 0.00525925986361988 |
| -0.00234209032914050 |
| 0.00258282181431638 |
| -0.000792736498268878 |
| 0.00618152775202894 |
| -0.00248265756766087 |
| -0.00483418113516425 |
| -0.00627900527424032 |
| -0.00457815555799382 |
