| 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 |
| 0.000332852722557970 |
| -0.0130630716701913 |
| 0.00413533737873923 |
| 0.000775557729100404 |
| -0.00221339090555160 |
| 8.76500724306117e-05 |
| 0.000667807153188593 |
| -0.00115609667335853 |
| -0.00518083626918586 |
| -0.00115641290351809 |
| 0.00265175992750677 |
| 0.00480773661280032 |
| 0.0110410190734156 |
| -0.00129016621392281 |
| -0.00331772455354645 |
| -0.00308239579562042 |
| -0.00907835735950635 |
| -0.00319202673556324 |
| 0.00294837782616902 |
| 0.00575791076211357 |
| -0.00390204856015447 |
| -0.00135561908092535 |
| 6.61801648491611e-05 |
| 0.00155961446298569 |
| -0.00416193533096504 |
| -0.00967500014928535 |
| 0.001790329724216 |
| -0.00195154188088770 |
| 0.000603085057611918 |
| 0.00207935788121683 |
| 0.0100979304017441 |
| -0.000194328331890425 |
| -0.00442853910058721 |
| -8.52624966234394e-05 |
| 0.00191864271682529 |
| -0.00340139270970252 |
| -0.00451576872652737 |
| 0.000774457547232654 |
| 0.00896964266341543 |
| 0.00780222642972966 |
| -0.00301626923078829 |
| -0.000102441353233229 |
| -0.0025867585110253 |
| -0.00650098838356472 |
| -0.00703719990682145 |
| 0.006473063834115 |
| -0.00331018934358912 |
| 0.00166950418204453 |
| 0.000424060659039271 |
| 0.00467592608845491 |
| -0.00508966410128175 |
| -0.00355346119436584 |
| 0.0077807421494614 |
| -0.000584743525008091 |
| -0.000227695853707410 |
| -0.00331380784501278 |
| -0.00095271621006976 |
| -0.0020590322610764 |
| -0.000634312175585239 |
| 0.00367054574583464 |
| 0.00351004067777189 |
| -0.000694559576791876 |
| -0.00187293385339499 |
| -0.00176713444539894 |
| -0.000682500682319176 |
| -0.0086956337956538 |
| 0.000280533557843243 |
| -0.00124785665827382 |
| -0.00511581804757788 |
| -0.0071131965478684 |
| -0.00479143134821169 |
| -0.00701752843824555 |
| -0.0058294461522051 |
| -0.00269727631982480 |
| 0.00154273867883925 |
| -0.00823048248415686 |
| -0.00738472948676344 |
| 0.0146279757572668 |
| -0.0058174878245193 |
| 0.00279947974448475 |
| 0.00363170004983809 |
| 0.00260507178362135 |
| -0.0060397002727578 |
| 0.00198196969361186 |
| -0.00248509308742995 |
| -0.00518991218764125 |
| 0.00283123591393358 |
| -0.00156243349852322 |
| 0.00269317859222504 |
| 0.001309546619711 |
| 0.00123467381552761 |
| -0.0009832453794269 |
| -0.00612507676387722 |
| -0.00447840710815109 |
| -0.00448516201295515 |
| 0.000522077719320641 |
| -0.00968733811419131 |
| -0.00362410731642174 |
| 0.000269088248709942 |
| 0.0104592241691508 |
| 0.00151946137382511 |
| 0.000284229456500973 |
| -0.00613404435524592 |
| 0.00670800010954584 |
| -0.00263040445948989 |
| -0.00627746815504535 |
| 0.00163232010418476 |
| -0.00228337573232471 |
| -0.00547127696962535 |
| -0.0136183206376096 |
| 0.00331733836045581 |
| 0.00624692118450221 |
| 0.00136172454377961 |
| 0.000314060332471722 |
| 0.00119588763711492 |
| -0.000342730897756605 |
| -0.00298919042458615 |
| -0.00325381711645373 |
| -0.00714209281514505 |
| -0.00226692557501285 |
| -0.000472721067557413 |
| -0.00103676871216346 |
| -0.00221924951284269 |
| -0.00376271642505732 |
| -0.00980881515117635 |
| -0.00453272264365498 |
| 0.0070691159004816 |
| 0.00123664374018970 |
| -0.00238589297589839 |
| -0.000322764890443139 |
| -0.00319372389088848 |
