| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 |
| Estimates ( 1 ) | -0.696 | 0.0351 | 0.0641 | 0.8194 | 0.0328 | -0.0836 |
| (p-val) | (0.0014 ) | (0.7666 ) | (0.544 ) | (1e-04 ) | (0.7545 ) | (0.49 ) |
| Estimates ( 2 ) | -0.7006 | 0 | 0.0516 | 0.8074 | 0.0308 | -0.0742 |
| (p-val) | (0.0023 ) | (NA ) | (0.5989 ) | (1e-04 ) | (0.7672 ) | (0.5271 ) |
| Estimates ( 3 ) | -0.6974 | 0 | 0.0562 | 0.8028 | 0 | -0.0749 |
| (p-val) | (0.0018 ) | (NA ) | (0.5573 ) | (1e-04 ) | (NA ) | (0.523 ) |
| Estimates ( 4 ) | 0.0331 | 0 | 0 | 0.0584 | 0 | -0.0968 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
| (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 |
| 0.000199125662043074 |
| -0.00870381763274334 |
| 0.00119902800309918 |
| 0.019003688452481 |
| -0.0201318179675488 |
| -0.00506429746437179 |
| 0.00144019559174076 |
| -0.00181904515505459 |
| -0.00895206488002816 |
| 0.00622940327312576 |
| -0.00590373588165406 |
| 0.0255361871844492 |
| -0.00578844266253567 |
| -0.00254330042412674 |
| 0.00761953822060972 |
| -0.00267835246296935 |
| -0.0110151983035587 |
| 0.00344490780060228 |
| 0.0110992626475591 |
| -0.00451887359635475 |
| 0.000879085822714688 |
| 0.0219770203435730 |
| 0.00750563320092534 |
| 0.00204276616440801 |
| -0.00669267497494604 |
| -0.00385885551141197 |
| -0.0171242444866692 |
| -0.00399975439404957 |
| -0.00166030679568875 |
| 0.00654308563684765 |
| -0.00790516470021877 |
| -0.00155089070344027 |
| -0.00800773400766485 |
| 0.00526158465235036 |
| 0.00926405402284102 |
| -0.0122917327281123 |
| -0.00796569424250941 |
| -0.00446944142948893 |
| 0.00875394134056213 |
| 0.0166402120334125 |
| -0.0044068969655455 |
| -0.00570278009029394 |
| -0.00269222480973298 |
| -0.00389145598965785 |
| 0.00909763124197095 |
| -0.00741908987138336 |
| 0.0049377703340971 |
| -0.00553715185528591 |
| -0.00177171027617647 |
| -0.00116956371862828 |
| -0.00770045612085261 |
| 0.000524292979758278 |
| -0.0107615420825805 |
| 0.00828596803911947 |
| -0.00972515588452 |
| -0.00614518503421858 |
| -0.00293576091745355 |
| -0.00783517059376564 |
| 0.0114423950340590 |
| 0.00420417038179045 |
| -0.00829487646791766 |
| -0.00278981925445779 |
| -0.0101426470096068 |
| 0.00438217752234925 |
| 0.00294391914080315 |
| -0.00693589828984988 |
| -0.00438680350067519 |
| -0.00680677583423452 |
| 0.00266060628967505 |
| 0.00342542481782731 |
| 0.00416745874775382 |
| -0.00259550204936676 |
| -0.0069434362895132 |
| 0.00389124942503855 |
| -0.00339495867846344 |
| -0.0064765874524303 |
| -0.000846860695184718 |
| 0.00204755786298567 |
| -0.00481487677556313 |
| 0.000165035940835097 |
| 0.00908443270693587 |
| 0.00358405524406509 |
| 0.000557341632412138 |
| -0.0041127662302432 |
| 0.0089527665618182 |
| -0.00566577522581041 |
| -0.00377627930872973 |
| -0.00623232090842454 |
| 0.00206904203314377 |
| -0.00506127501723305 |
| -0.00326762190079878 |
| 0.00371526555733853 |
| -0.00451173254162722 |
| -0.00329323853315860 |
| -0.0057624364046311 |
| 0.00155596467187134 |
| -0.00150125316358735 |
| -0.000379055337953391 |
| -0.0051271655398685 |
| -0.0027734475048103 |
| -0.00567328140202097 |
| -0.00194471740732566 |
| -0.000935932989500565 |
| 0.00795796678094163 |
| 0.00636306883356363 |
| 0.0171843670366982 |
| 0.0175528353449739 |
| 0.0170716419344778 |
| -0.00740400727631318 |
| 0.00373080117346045 |
| -0.0085891767227122 |
| -0.00347925276835459 |
| -0.0105748225689645 |
| -0.008216310591167 |
| 0.00238318317935392 |
| -0.0055976338451566 |
| 0.0044467920182652 |
| -0.00610489861444079 |
| -0.00159892713134796 |
| 0.000548916564012042 |
