| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3634 | -0.0529 | 0.0602 | -0.1547 | -0.2571 | -0.1363 | -0.3265 |
| (p-val) | (0.6632 ) | (0.9049 ) | (0.6953 ) | (0.8522 ) | (0.6348 ) | (0.6442 ) | (0.5725 ) |
| Estimates ( 2 ) | -0.2644 | 0 | 0.0732 | -0.2538 | -0.2596 | -0.1378 | -0.324 |
| (p-val) | (0.179 ) | (NA ) | (0.4369 ) | (0.2148 ) | (0.6306 ) | (0.6392 ) | (0.5752 ) |
| Estimates ( 3 ) | -0.2589 | 0 | 0.07 | -0.2564 | -0.0522 | 0 | -0.5336 |
| (p-val) | (0.1909 ) | (NA ) | (0.4553 ) | (0.2118 ) | (0.8246 ) | (NA ) | (0.0301 ) |
| Estimates ( 4 ) | -0.2568 | 0 | 0.0705 | -0.2556 | 0 | 0 | -0.5739 |
| (p-val) | (0.1964 ) | (NA ) | (0.4517 ) | (0.2152 ) | (NA ) | (NA ) | (1e-04 ) |
| Estimates ( 5 ) | -0.2432 | 0 | 0 | -0.2697 | 0 | 0 | -0.5867 |
| (p-val) | (0.1874 ) | (NA ) | (NA ) | (0.1438 ) | (NA ) | (NA ) | (1e-04 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -0.4603 | 0 | 0 | -0.5877 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (2e-04 ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (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 |
| -4.56617472617697e-06 |
| -3.72399760962323e-06 |
| -1.51682533877147e-05 |
| -1.20755334086738e-05 |
| -3.96228578265246e-05 |
| 2.885241610326e-05 |
| 3.67874722527232e-06 |
| 2.90348260574859e-06 |
| 9.42932011991682e-06 |
| -6.47652778932459e-07 |
| -2.77396464938521e-05 |
| 5.29642525535483e-05 |
| 3.44555014760482e-06 |
| 2.45278356136332e-06 |
| 2.52882802857420e-05 |
| 2.24213939291493e-05 |
| -1.05584711095136e-05 |
| 2.75446206836347e-05 |
| 3.9903880225695e-06 |
| -1.04201020716107e-05 |
| -1.99891525770331e-05 |
| -5.23263021581767e-06 |
| -2.75290643781776e-05 |
| 1.91543044958401e-05 |
| -1.00948151050330e-05 |
| -8.51688444378512e-06 |
| -2.55739840493873e-06 |
| -1.08965174993138e-05 |
| -2.19837837100085e-05 |
| 1.33108196513415e-05 |
| 2.11775383891383e-06 |
| -5.87779721994351e-06 |
| -1.30593822820711e-06 |
| 3.61465578993645e-06 |
| -1.44150746421281e-05 |
| 1.00491370333917e-05 |
| 1.46748227665225e-06 |
| -2.11272174561845e-06 |
| -7.2344881735268e-06 |
| -6.82551844723798e-06 |
| -2.16769840692513e-06 |
| 1.59319960489184e-05 |
| 4.57236079450051e-06 |
| 3.44044433117561e-06 |
| -1.21413420302346e-06 |
| -7.14640544465956e-06 |
| 1.92873509920952e-06 |
| 1.22728624507054e-05 |
| 1.84142351709338e-06 |
| -1.07174930954664e-05 |
| -1.12609651086128e-05 |
| 9.00010524839293e-06 |
| 3.90229702037453e-06 |
| 8.87199769767699e-06 |
| 7.28047596725515e-07 |
| -8.4930892373276e-06 |
| -1.66864261752313e-06 |
| 5.14515770591166e-06 |
| -5.646865483651e-06 |
| -3.42005447747457e-06 |
| -4.64473580089044e-06 |
| -3.19271922456804e-07 |
| 4.9489412672956e-06 |
| -9.65363164795524e-06 |
| -4.02959730906130e-07 |
| 7.88510950588019e-06 |
| -1.81198990116393e-06 |
| 4.33599567194736e-06 |
| -1.24812125062525e-05 |
| -2.0652964256181e-05 |
| -9.23849721199732e-06 |
| 3.11607503067911e-06 |
| 7.5471763862492e-06 |
| 6.68631235056879e-06 |
| -3.12241287017131e-06 |
| -3.35174332867915e-06 |
| -7.84749189241544e-09 |
| -9.81249650837158e-07 |
| -4.30629610366911e-07 |
| -1.14513931825486e-05 |
| -1.78182520936904e-06 |
| -1.25846501684526e-06 |
| -3.02143593166229e-06 |
| -7.29998548503192e-06 |
| 1.35628827973441e-06 |
| -1.12553719959644e-06 |
| -1.86170860120537e-08 |
| -2.57519756814932e-06 |
| 1.45313549112773e-06 |
| -3.14719383253262e-06 |
| -8.95999652013194e-06 |
| 2.32949019161666e-06 |
| 1.13274767519607e-05 |
| 2.49424512870432e-05 |
| 1.07257101397262e-05 |
| 3.97716790929838e-06 |
| -1.37731877489959e-05 |
| -1.36864772534429e-05 |
| -5.43266170884169e-08 |
| -6.08059330109449e-07 |
| 1.52390241220103e-05 |
| 1.25719074602181e-05 |
| 5.20604763791607e-06 |
| 8.11966275835296e-06 |
| 5.43120408723842e-06 |
| -4.50562537981214e-06 |
| 3.92975342052531e-06 |
| 1.12976176986094e-05 |
