| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4827 | 0.1587 | 0.2853 | -0.6244 | 0.2551 | -0.2351 | -1 |
| (p-val) | (0.0024 ) | (0.0768 ) | (0.0127 ) | (0 ) | (0.006 ) | (0.0165 ) | (0 ) |
| Estimates ( 2 ) | 0.594 | 0 | 0.3352 | -0.6626 | 0.272 | -0.2435 | -1 |
| (p-val) | (0 ) | (NA ) | (9e-04 ) | (0 ) | (0.0027 ) | (0.0122 ) | (0 ) |
| Estimates ( 3 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| 0.00021297841849634 |
| 0.000310831473913697 |
| -0.000302952565372214 |
| 0.00173547359284555 |
| 0.00176739463630806 |
| 0.00288977765490192 |
| 0.0032315474396614 |
| 0.000210648444550379 |
| 0.00194454071444488 |
| 4.10904018869898e-05 |
| 0.000658303772487984 |
| 0.00109229308402013 |
| 0.00157923042436256 |
| 0.000267002277280108 |
| 0.00136276149720811 |
| -0.000647783160868593 |
| -0.000381925696869837 |
| 0.00123604279757998 |
| 0.00127779577123992 |
| -0.00291227629633002 |
| 0.000825089409233004 |
| -0.00216254745821572 |
| -0.000546509754992123 |
| -0.000861204636090766 |
| -0.00341595214573234 |
| -0.00234754701964148 |
| -0.00078283388010906 |
| 0.00110685022907491 |
| -0.000337525288803031 |
| 0.00231254205682517 |
| 0.00114505155452019 |
| -0.000143715686963174 |
| 0.0015501659889445 |
| -0.00337188610589832 |
| 0.00569001346187963 |
| 0.00589236643351126 |
| 0.00185003528628047 |
| -2.32015883844391e-05 |
| 0.000206425279052718 |
| -0.00340713459035334 |
| 0.00675652214066919 |
| 0.0047416930442015 |
| -0.00254277985073956 |
| 0.00569510764883916 |
| 0.000112699129208696 |
| -0.000447383857059742 |
| 0.000172189237836953 |
| -0.000355272848195001 |
| -0.00410816123755361 |
| 0.0081828682782955 |
| -0.00117998747159681 |
| 0.00329992675897822 |
| 0.00308348748905807 |
| 0.00178864701262129 |
| -0.0023250740074205 |
| 0.000983590867207296 |
| -0.00470647904426785 |
| 0.00296029225917403 |
| 0.000103828692472039 |
| -0.00117682936934798 |
| 0.00237514350206077 |
| -0.00108736451058303 |
| -0.00259378787600712 |
| -0.00430749305076616 |
| 0.000528805082824773 |
| 7.463744007753e-05 |
| 0.00173571760152219 |
| 0.00508985232539484 |
| 0.000260202471647146 |
| 0.00124771264978813 |
| -0.000940376004473878 |
| -0.00122235184945057 |
| -0.00219627329992376 |
| -0.00589972140714375 |
| -0.00844262301822886 |
| 0.0020353603104576 |
| -0.00221091531707265 |
| 0.00252519541397163 |
| 0.0010265145572157 |
| -0.00208039188192335 |
| 0.00239892871156159 |
| 0.00253708420923052 |
| 4.26352974471607e-05 |
| -0.00380564644643395 |
| -0.00154056525519435 |
| -0.00206864521980406 |
| 0.00300354759871014 |
| 0.00386692381472585 |
| -0.000533339912052997 |
| 8.15251481007957e-05 |
| 0.00136926458723442 |
| -0.000750824401224505 |
| 0.000551146199941232 |
| -0.000703361013652738 |
| 0.000776198582575415 |
| -0.00269731494728194 |
| -0.00111180984724188 |
| -0.0024394122899569 |
| 0.00125004095525122 |
| -0.00176263467678477 |
| -0.00228927367132626 |
| 0.000273558995614135 |
| -0.00222846238892356 |
| -0.000975818408528142 |
| 0.00127223629051561 |
| -0.00354475111856489 |
| 0.00139262392852011 |
| -0.000137386513042434 |
| -0.00323137698356236 |
| -0.00171050807280711 |
| 0.001144312326953 |
| -0.00142604985771394 |
| 0.00542047668538561 |
| 0.00362789563395884 |
| -0.00305443184254316 |
| -0.00727190484347453 |
| 0.00036857143511061 |
| -0.000672498017284984 |
| 0.00142003780803313 |
| -0.00169391706606787 |
| -0.00028126559873903 |
| 0.00391285727879166 |
| 0.00132262069094833 |
| -0.00224712008608048 |
| -0.00255058700347262 |
| -0.00354183536804689 |
| 0.00199430875379395 |
| 0.00684954865326875 |
| -0.00746910424577006 |
| 0.00151280279708822 |
| -0.00420737106846315 |
| -0.000526862378016617 |
| 0.00180139370449706 |
| 0.00142937665202483 |
| 0.000238880375375814 |
| 0.00487474862790781 |
| 0.00300811818474984 |
| -0.000695002713543889 |
| -0.000911893531387481 |
| -0.000119081475925411 |
| 0.00237817618184218 |
| -0.00356523594904694 |
| -0.00461527354678685 |
| 0.00125321386533206 |
| 0.00371949140573828 |
