| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.491 | 0.1852 | 0.0528 | 0.7523 | -0.8077 | -0.0417 | 0.8433 |
| (p-val) | (0.2975 ) | (0.2756 ) | (0.6055 ) | (0.1048 ) | (0.3508 ) | (0.8059 ) | (0.3534 ) |
| Estimates ( 2 ) | -0.4995 | 0.1802 | 0.0488 | 0.7574 | -0.9115 | 0 | 0.9985 |
| (p-val) | (0.2936 ) | (0.2807 ) | (0.6342 ) | (0.1063 ) | (0 ) | (NA ) | (0.0993 ) |
| Estimates ( 3 ) | -0.5894 | 0.1883 | 0 | 0.8543 | -0.9082 | 0 | 0.9974 |
| (p-val) | (0.17 ) | (0.259 ) | (NA ) | (0.0391 ) | (0 ) | (NA ) | (0.0463 ) |
| Estimates ( 4 ) | 0.2682 | 0 | 0 | -0.0133 | -0.9003 | 0 | 1 |
| (p-val) | (0.5218 ) | (NA ) | (NA ) | (0.9758 ) | (0 ) | (NA ) | (0.0049 ) |
| Estimates ( 5 ) | 0.2557 | 0 | 0 | 0 | -0.9007 | 0 | 0.9998 |
| (p-val) | (0.0051 ) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.0056 ) |
| 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 |
| 3.98079081276633e-05 |
| -0.000973976133257226 |
| 9.54105981046696e-05 |
| 0.0025088460252085 |
| -0.00317190862576495 |
| -0.000294031330328119 |
| 0.000968982944777646 |
| -0.000851197318024926 |
| -0.00138793660546551 |
| 0.000768157042933171 |
| -0.00043345520475556 |
| 0.00366870846041696 |
| -0.00115605912816505 |
| -0.000726387151364303 |
| 0.00158304848369840 |
| -0.000705551333861491 |
| -0.000686845735372371 |
| 0.000856524956680535 |
| 0.00112951149233031 |
| -0.000633986568076334 |
| 0.000485377794173421 |
| 0.00350968792492686 |
| 0.00110875144650834 |
| -0.000454222753280748 |
| -0.00070519397282043 |
| -0.000564138898205549 |
| -0.00323625658579197 |
| -0.000207775895461774 |
| 0.000121573704094360 |
| 0.00043576463403868 |
| -0.00105292199456297 |
| -0.0002403967976497 |
| -0.00118907538442198 |
| 0.000625841684237297 |
| 0.00143341373589394 |
| -0.00192988553325272 |
| -0.00157492400816634 |
| -0.000826348774317081 |
| 0.00200273506082489 |
| 0.00234881104580967 |
| -0.00111885056021927 |
| -0.00081068847426387 |
| -0.000153003860193700 |
| -0.000584636837683116 |
| 0.00160325078754813 |
| -0.00183253836358638 |
| -2.44819684689276e-06 |
| -0.000771460372823094 |
| -0.00104001978218138 |
| 4.48050729071727e-05 |
| -0.00169203184569203 |
| 0.000174462273812442 |
| -0.00114098465483701 |
| 0.000769566716964055 |
| -0.000818911240646756 |
| -0.000828750325242718 |
| 0.00018261275748915 |
| -0.00159799022419187 |
| 0.00152164245558621 |
| 0.000884169332101304 |
| -0.00180485032467462 |
| -0.000145630936549182 |
| -0.00147324017244386 |
| 0.00060792316144348 |
| 0.000905629038218515 |
| -0.00169040652912523 |
| -3.12105291171649e-05 |
| -0.000906676164921031 |
| 0.000514094616829656 |
| 0.000837486441965654 |
| 0.000374199742847721 |
| -0.000878094545087892 |
| -0.001182893501353 |
| 0.000646111491672511 |
| -0.000599857591795931 |
| -0.00144802173609301 |
| -0.000104582917017275 |
| 0.000492759150213751 |
| -0.000931164919957729 |
| 0.000371424202406294 |
| 0.00140975891549500 |
| 6.6750425077598e-05 |
| -0.000277340783067839 |
| -0.000455194022166956 |
| 0.00149545439655812 |
| -0.00131297831713598 |
| -0.000172568590443257 |
| -0.000606874399482126 |
| 0.000336885535519071 |
| -0.000642830360379811 |
| -0.000512599342982913 |
| 0.000704580414167671 |
| -0.000945254989964433 |
| -0.000475584476934928 |
| -0.000848558711677428 |
| 0.000314088890732562 |
| -0.000617706260337561 |
| -0.000400848410183710 |
| -0.000838652504832539 |
| -0.000333202351853059 |
| -0.00104162067143271 |
| -0.000146313497017913 |
| -8.59352300135553e-05 |
| 0.00137121135042611 |
| 0.000958241811236665 |
| 0.00339310785749926 |
| 0.00259450104170567 |
| 0.00237818486786294 |
| -0.00116307131503507 |
| 0.000681404236029412 |
| -0.000892729488794187 |
| -0.000758226783340658 |
| -0.00148062583439785 |
| -0.00170642385731143 |
| 0.00129224214825562 |
| -0.00154330598635992 |
| 0.000855094334823046 |
