| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.539 | 0.2602 | 0.0714 | 0.8251 | -0.7285 | -0.0676 | 0.7548 |
| (p-val) | (0.2989 ) | (0.1697 ) | (0.4735 ) | (0.1022 ) | (0.4769 ) | (0.7011 ) | (0.4758 ) |
| Estimates ( 2 ) | -0.6007 | 0.2671 | 0.0631 | 0.8801 | -0.903 | 0 | 0.9927 |
| (p-val) | (0.4144 ) | (0.2991 ) | (0.5557 ) | (0.2304 ) | (0 ) | (NA ) | (0.1081 ) |
| Estimates ( 3 ) | 0.4824 | -0.0223 | 0 | -0.2057 | -0.8988 | 0 | 1 |
| (p-val) | (0.6202 ) | (0.9408 ) | (NA ) | (0.8318 ) | (0 ) | (NA ) | (0.0154 ) |
| Estimates ( 4 ) | 0.4112 | 0 | 0 | -0.1351 | -0.8987 | 0 | 0.9991 |
| (p-val) | (0.1678 ) | (NA ) | (NA ) | (0.6767 ) | (0 ) | (NA ) | (0.013 ) |
| Estimates ( 5 ) | 0.2878 | 0 | 0 | 0 | -0.9035 | 0 | 1 |
| (p-val) | (0.0016 ) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.028 ) |
| 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 |
| 9.99949429299841e-05 |
| -0.00173659744305185 |
| 0.000228050045574748 |
| 0.00457099641662805 |
| -0.00576528372317949 |
| -0.000599376295848638 |
| 0.00193155836239513 |
| -0.00149858060168935 |
| -0.00255617445419731 |
| 0.00151082459129754 |
| -0.00070918825347047 |
| 0.00668845688036177 |
| -0.00221635914393175 |
| -0.00151930957841554 |
| 0.00286405845374451 |
| -0.00127941455663594 |
| -0.00129797233146454 |
| 0.00158474200115195 |
| 0.00204015326274664 |
| -0.00121278062422795 |
| 0.000798806656388653 |
| 0.00615597351080475 |
| 0.00172504362535611 |
| -0.00110739540902757 |
| -0.00135758186169020 |
| -0.000973975057362132 |
| -0.00560166757401043 |
| -0.000208887023534723 |
| 0.000461132540264338 |
| 0.00087412574384492 |
| -0.00186710507605466 |
| -0.00041779292977178 |
| -0.0020764396224459 |
| 0.00122528964295905 |
| 0.00264992255696425 |
| -0.00351480051487261 |
| -0.00291486447253745 |
| -0.00138475354977174 |
| 0.00386753381700848 |
| 0.00428948871420138 |
| -0.00221730781127837 |
| -0.00163279753796831 |
| -0.000249311263269294 |
| -0.000997472887114337 |
| 0.00298402727860806 |
| -0.00336154633369261 |
| -4.06837039130257e-05 |
| -0.00133724361081281 |
| -0.00187118245393758 |
| 0.000194900240966153 |
| -0.0030791421404287 |
| 0.000426618524915227 |
| -0.00205774129368387 |
| 0.00156097444264273 |
| -0.00150396776212451 |
| -0.00160215828323189 |
| 0.000461505460865199 |
| -0.00305139244699006 |
| 0.00308113457820501 |
| 0.00177384514739814 |
| -0.00362508926170074 |
| -0.000320789028231416 |
| -0.002900966974575 |
| 0.00133542174652641 |
| 0.00192040498538326 |
| -0.00343319040482819 |
| -8.99653357365753e-05 |
| -0.00175848871369353 |
| 0.00110005773344968 |
| 0.00177408846632129 |
| 0.000714856011388738 |
| -0.00186224804951348 |
| -0.00247601315432856 |
| 0.00144021218192782 |
| -0.00107014231255023 |
| -0.00302569884448243 |
| -0.000106800520349861 |
| 0.00116623047716853 |
| -0.00192475937279191 |
| 0.000814847863828316 |
| 0.00308911644139596 |
| 7.34251291635886e-05 |
| -0.000707630784650921 |
| -0.00101901568609788 |
| 0.00316343361754925 |
| -0.00275875028434975 |
| -0.00050594735013803 |
| -0.00121778353603372 |
| 0.000768386214853966 |
| -0.00130321534786630 |
| -0.00111030786768685 |
| 0.0015982765863592 |
| -0.00207793443160015 |
| -0.00106973048625005 |
| -0.00179712431903787 |
| 0.000855492406246851 |
| -0.00131629270956278 |
| -0.000897014292837627 |
| -0.00172060030912948 |
| -0.000664101133440576 |
| -0.00229994705616257 |
| -0.000314511806103279 |
| -3.52556184566921e-05 |
| 0.00332976540644281 |
| 0.00222667457008497 |
| 0.00738551740220645 |
| 0.00508323391898132 |
| 0.00427005629330951 |
| -0.00276034421479829 |
| 0.00109933221700761 |
| -0.00188010707666024 |
| -0.00154218331809966 |
| -0.00296451136369654 |
| -0.00346012607621717 |
| 0.00294562838126407 |
| -0.00318407833473896 |
| 0.00179957665119298 |
