| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2814 | -0.1616 | 0.0882 | 0.1356 | 0.7809 | 0.185 | -0.9186 |
| (p-val) | (0.6495 ) | (0.5443 ) | (0.5552 ) | (0.8274 ) | (0.0062 ) | (0.1113 ) | (0.011 ) |
| Estimates ( 2 ) | 0.414 | -0.214 | 0.1102 | 0 | 0.7926 | 0.1836 | -0.9348 |
| (p-val) | (0 ) | (0.0476 ) | (0.2706 ) | (NA ) | (0.028 ) | (0.1145 ) | (0.0724 ) |
| Estimates ( 3 ) | 0.3938 | -0.1639 | 0 | 0 | 0.7707 | 0.1609 | -0.8814 |
| (p-val) | (1e-04 ) | (0.0927 ) | (NA ) | (NA ) | (0.0504 ) | (0.1605 ) | (0.0419 ) |
| Estimates ( 4 ) | 0.367 | -0.1471 | 0 | 0 | -0.1859 | 0 | 0.0955 |
| (p-val) | (2e-04 ) | (0.1275 ) | (NA ) | (NA ) | (0.7591 ) | (NA ) | (0.8745 ) |
| Estimates ( 5 ) | 0.3649 | -0.1466 | 0 | 0 | -0.0896 | 0 | 0 |
| (p-val) | (2e-04 ) | (0.1286 ) | (NA ) | (NA ) | (0.3795 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0.3663 | -0.1506 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (1e-04 ) | (0.1173 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0.3142 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (6e-04 ) | (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 |
| 0.00106717870884178 |
| -0.0264547748132136 |
| 0.0199441285979052 |
| 7.95404878508592e-05 |
| 0.0110093355436205 |
| 0.00975394747078195 |
| 0.0130265317473266 |
| -0.00963394507601611 |
| -0.0247682205156037 |
| 0.00240658149132855 |
| 0.00195743511329205 |
| 0.0101096821877933 |
| -0.00701717286501191 |
| 0.00958242592088498 |
| 0.00698572093240535 |
| -0.0069395467707849 |
| -0.00428281493945048 |
| -0.0200654881668949 |
| -0.0186194800168045 |
| -0.0169917687008370 |
| 0.0134359021339054 |
| -0.00857476436815974 |
| 0.00182945944144230 |
| -0.0125657218975959 |
| -0.0054852994999488 |
| -0.0229397438993199 |
| -0.000575921000327106 |
| -0.00255244986179681 |
| -0.00272956308798866 |
| -0.0361637634080391 |
| 0.00929161502919229 |
| 0.00980313711561598 |
| 0.00589255953299905 |
| -0.0063064018189255 |
| -0.019422666713666 |
| 0.00721810728345729 |
| -0.0294527032074015 |
| -0.00429040241064838 |
| -0.000247363654716004 |
| 0.0146380206172118 |
| 0.00606701488813066 |
| -0.00301782102859682 |
| -0.00361398567842952 |
| -0.00360410773493436 |
| 0.0050879931562644 |
| -0.00411044968179097 |
| -0.0103757144129420 |
| -0.0164213824771182 |
| -0.0103265987316444 |
| 0.0138420840482498 |
| -0.00235370072846386 |
| -0.00711946822767084 |
| 0.0135675238402106 |
| 0.004980760246863 |
| 0.0203618464696843 |
| -0.00106949276057688 |
| -0.00988023449261144 |
| 0.0065055896549504 |
| 0.00835523339620825 |
| 0.00674961384327744 |
| -0.00542612208047522 |
| -0.00835743147812174 |
| 0.0109578789411781 |
| -0.00805930780265718 |
| -0.00857457178510201 |
| -0.0174139805779731 |
| 0.0109003387346107 |
| -0.00634278048078862 |
| -0.00391667773027926 |
| 0.00509115790967229 |
| 0.00273980194719048 |
| -0.0122216014025887 |
| -0.00827384564602518 |
| 0.0114432089237325 |
| -0.00795620225554228 |
| -0.00416470151004333 |
| -0.00838254464563737 |
| 0.00298687589031355 |
| 0.00180716342059395 |
| -0.0121665041822975 |
| 0.00794406779790924 |
| -0.0127677308969710 |
| -0.00738270783985007 |
| -0.0124774753829101 |
| 0.00755960303992698 |
| -0.00847782501652583 |
| 0.00135934294940043 |
| -0.0244598488504845 |
| 0.00213549036358063 |
| 0.00442245492614568 |
| -0.00293823866089915 |
| -0.00554351442443646 |
| 0.0263290142962294 |
| 0.00995281698513473 |
| 0.0337599210481411 |
| 0.0124753910617293 |
| -0.0308444097323629 |
| 0.0216836252262593 |
| 0.0107562890814574 |
| -0.0159104537842283 |
| 0.00112034996361576 |
| -0.0168395470091679 |
| -0.00757138022230797 |
| -0.000316481646546629 |
| -0.00722812558447694 |
| -0.00794150373962765 |
| -0.00556857298028401 |
| -0.00158067186779431 |
| 0.00955261790952644 |
| 0.00739127609756163 |
| 0.0178576219652334 |
| -0.00154365582517157 |
| 0.0075921134396909 |
| 0.0316697621777039 |
| 0.00394537396665007 |
| -0.0242020645229971 |
| 0.00595762289187474 |
| -0.00856962400866634 |
| -0.0291787648883485 |
| 0.0188154405552232 |
