| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sma1 |
| Estimates ( 1 ) | -0.7411 | 0.0263 | 0.0544 | 0.845 | -0.9023 | 0.9996 |
| (p-val) | (0.0011 ) | (0.8228 ) | (0.6073 ) | (1e-04 ) | (0 ) | (0.1086 ) |
| Estimates ( 2 ) | -0.7438 | 0 | 0.0446 | 0.8357 | -0.9058 | 1.0006 |
| (p-val) | (0.0018 ) | (NA ) | (0.6462 ) | (1e-04 ) | (0 ) | (0.0468 ) |
| Estimates ( 3 ) | -0.7831 | 0 | 0 | 0.8869 | -0.8989 | 0.9972 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0 ) | (0.0237 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| 0.000199125658022828 |
| -0.00853983843096775 |
| 0.00109243960177414 |
| 0.0186672650794178 |
| -0.0196026252683192 |
| -0.00526386747729591 |
| 0.00170908326387604 |
| -0.00212353158774185 |
| -0.00870513107573656 |
| 0.00604047084960612 |
| -0.00579387466300872 |
| 0.0249742063951854 |
| -0.00543692833215494 |
| -0.00231324748199543 |
| 0.00764738549510384 |
| -0.00344574060342309 |
| -0.0100954235802597 |
| 0.00382230581654898 |
| 0.0105759270480367 |
| -0.00408062851876335 |
| 0.00103500911888054 |
| 0.0215811935164887 |
| 0.00761495706790846 |
| 0.00105196098808828 |
| -0.00626791834604454 |
| -0.00338997129799724 |
| -0.0172542656046335 |
| -0.00451861320328983 |
| -0.000564863544937424 |
| 0.00627912359152207 |
| -0.00829913557455753 |
| -0.00128410964471899 |
| -0.0076393384008176 |
| 0.00382996298318918 |
| 0.00881813512630836 |
| -0.0126438019889776 |
| -0.0077223118713064 |
| -0.00352268313710185 |
| 0.00876152831797488 |
| 0.0161327926359914 |
| -0.00314765295200466 |
| -0.00575500403518844 |
| -0.00252628596976631 |
| -0.00364870202105613 |
| 0.00957850041818193 |
| -0.0082488152673429 |
| 0.0042111676098352 |
| -0.00566804327660222 |
| -0.00107406597104999 |
| -0.000966876991673588 |
| -0.00787836519219447 |
| 0.000497159644196482 |
| -0.0105336282697945 |
| 0.00752533274864771 |
| -0.00923408784111976 |
| -0.00611019689896292 |
| -0.00335275517262918 |
| -0.00825267438993029 |
| 0.0100005858322723 |
| 0.00602978467221849 |
| -0.00811920572115786 |
| -0.00204516426473860 |
| -0.00880916729329978 |
| 0.00310011953144977 |
| 0.00395838700006943 |
| -0.00712532020246667 |
| -0.00299432714815231 |
| -0.00626759778224059 |
| 0.00303354115733819 |
| 0.00460363699064289 |
| 0.00346861257370115 |
| -0.00290923655143759 |
| -0.0059932546362976 |
| 0.00375261300085445 |
| -0.00393961651030094 |
| -0.00695673963796355 |
| -0.000864666361162303 |
| 0.00238072107113840 |
| -0.00490222325365746 |
| 0.000832109911963407 |
| 0.00775968749793012 |
| 0.00352017272144494 |
| -0.000238712776010246 |
| -0.00333543245392239 |
| 0.00892074960145748 |
| -0.00534392956542706 |
| -0.00185521911112339 |
| -0.0054519611776482 |
| 0.00242978029028402 |
| -0.00547950705899777 |
| -0.00199242244414881 |
| 0.00382718037598744 |
| -0.003717665750244 |
| -0.00332244991781681 |
| -0.00576438925692415 |
| 0.000734864237621265 |
| -0.00102164290525548 |
| -0.000397166922706732 |
| -0.00576115056086394 |
| -0.00271934608739015 |
| -0.00645616510168922 |
| -0.000875348874686633 |
| -0.00143240447482250 |
| 0.00775381395303113 |
| 0.00515865812262062 |
| 0.0164582400198591 |
| 0.0178270542229882 |
| 0.0179055272377359 |
| -0.00747376007073052 |
| 0.0037040503648281 |
| -0.00674555300917657 |
| -0.00268972051391561 |
| -0.00927920836042136 |
| -0.0089986020914635 |
| 0.00321725927731618 |
| -0.00619818151727061 |
| 0.00452981489583399 |
| -0.0062313737493251 |
| -0.00285916951823463 |
| -0.000936083358486751 |
