| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 |
| Estimates ( 1 ) | 0.2591 | -0.1459 | 0.1847 | -0.1093 | 0.002 | 0.0249 |
| (p-val) | (0.4 ) | (0.1511 ) | (0.0542 ) | (0.7185 ) | (0.9836 ) | (0.8046 ) |
| Estimates ( 2 ) | 0.2595 | -0.1462 | 0.185 | -0.1093 | 0 | 0.0248 |
| (p-val) | (0.3984 ) | (0.1478 ) | (0.0483 ) | (0.7182 ) | (NA ) | (0.8056 ) |
| Estimates ( 3 ) | 0.2664 | -0.1419 | 0.1883 | -0.116 | 0 | 0 |
| (p-val) | (0.379 ) | (0.1548 ) | (0.041 ) | (0.6979 ) | (NA ) | (NA ) |
| Estimates ( 4 ) | 0.1536 | -0.1263 | 0.175 | 0 | 0 | 0 |
| (p-val) | (0.0872 ) | (0.1607 ) | (0.0506 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.1335 | 0 | 0.1555 | 0 | 0 | 0 |
| (p-val) | (0.134 ) | (NA ) | (0.0805 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0.145 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.105 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.000332852722557958 |
| -0.0130630712153023 |
| 0.00413533723477346 |
| 0.000775557702018018 |
| -0.0022133878015419 |
| 8.76490897928628e-05 |
| 0.000667806968889184 |
| -0.00115609570300074 |
| -0.00518083643223821 |
| -0.00115641308724257 |
| 0.00265176033998132 |
| 0.00480773780722937 |
| 0.0110410193186666 |
| -0.00129016677758453 |
| -0.00331772551074588 |
| -0.00308239835592028 |
| -0.00907835713788507 |
| -0.00319202609429103 |
| 0.00294837817972471 |
| 0.00575791292865113 |
| -0.00390204771671765 |
| -0.00135561972286585 |
| 6.61791251730937e-05 |
| 0.00155961550266170 |
| -0.00416193510530255 |
| -0.00967500031555835 |
| 0.0017903295082487 |
| -0.00195154086966343 |
| 0.000603087308196193 |
| 0.00207935742898574 |
| 0.0100979310071596 |
| -0.000194328147432810 |
| -0.00442853965502094 |
| -8.52647829838182e-05 |
| 0.00191864278925308 |
| -0.00340139174888127 |
| -0.00451576903791628 |
| 0.000774457106640203 |
| 0.00896964360239866 |
| 0.00780222744629167 |
| -0.00301626947673994 |
| -0.000102443325967483 |
| -0.00258676019804260 |
| -0.00650098771006385 |
| -0.00703720016870768 |
| 0.00647306419773419 |
| -0.00331018771751107 |
| 0.00166950579859582 |
| 0.000424059189869375 |
| 0.0046759271024322 |
| -0.00508966425946034 |
| -0.00355346150704022 |
| 0.00778074119709332 |
| -0.00058474235130801 |
| -0.000227695063579669 |
| -0.00331380981239859 |
| -0.000952715902449108 |
| -0.00205903209300451 |
| -0.000634311681672384 |
| 0.00367054601442085 |
| 0.0035100411862346 |
| -0.000694559356060331 |
| -0.00187293467744160 |
| -0.00176713519693622 |
| -0.000682500487023785 |
| -0.00869563347476399 |
| 0.000280533864369659 |
| -0.00124785646950082 |
| -0.00511581595663224 |
| -0.00711319656938997 |
| -0.00479143102746349 |
| -0.00701752693235924 |
| -0.00582944448294259 |
| -0.00269727514681600 |
| 0.00154274054702513 |
| -0.00823048087161748 |
| -0.00738472868256584 |
| 0.0146279756653694 |
| -0.00581748565569545 |
| 0.00279948159728505 |
| 0.00363169659733587 |
| 0.00260507346576649 |
| -0.0060397006623576 |
| 0.00198196833928249 |
| -0.00248509345606102 |
| -0.00518991082412557 |
| 0.00283123525162698 |
| -0.00156243296769087 |
| 0.00269318001008204 |
| 0.00130954585805049 |
| 0.00123467425982149 |
| -0.00098324580708442 |
| -0.00612507718217617 |
| -0.00447840733402935 |
| -0.00448516184377856 |
| 0.000522079098748907 |
| -0.00968733709401759 |
| -0.00362410623739198 |
| 0.000269088325928812 |
| 0.0104592265946253 |
| 0.00151946238230644 |
| 0.000284229404429459 |
| -0.00613404646271087 |
| 0.00670799989849685 |
| -0.0026304045338634 |
| -0.00627746701837334 |
| 0.00163231849647408 |
| -0.00228337512467214 |
| -0.00547127532895694 |
| -0.0136183212544408 |
| 0.00331733898538628 |
| 0.0062469227086874 |
| 0.00136172765616344 |
| 0.000314059643124004 |
| 0.00119588638935117 |
| -0.000342730766734523 |
| -0.00298919059835392 |
| -0.00325381757849677 |
| -0.00714209271557245 |
| -0.00226692489741454 |
| -0.000472720369531693 |
| -0.00103676701855315 |
| -0.00221924888164035 |
| -0.00376271621272892 |
| -0.009808814661913 |
| -0.0045327220303874 |
| 0.00706911681591266 |
| 0.00123664611726290 |
| -0.00238589182131044 |
| -0.000322766419759063 |
| -0.00319372383705066 |
