| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3767 | 0.0563 | 0.3857 | -0.0835 | 0.4935 | -0.2711 | -0.9452 |
| (p-val) | (0.2146 ) | (0.7799 ) | (0.0084 ) | (0.802 ) | (0.2037 ) | (0.3575 ) | (0.7053 ) |
| Estimates ( 2 ) | -0.4414 | 0.021 | 0.371 | 0 | 0.4805 | -0.2914 | -0.9279 |
| (p-val) | (0.0078 ) | (0.8909 ) | (0.007 ) | (NA ) | (0.4486 ) | (0.3424 ) | (0.8169 ) |
| Estimates ( 3 ) | -0.452 | 0 | 0.3623 | 0 | 0.4811 | -0.2846 | -0.9094 |
| (p-val) | (0.0023 ) | (NA ) | (0.0028 ) | (NA ) | (0.4445 ) | (0.3498 ) | (0.7648 ) |
| Estimates ( 4 ) | -0.4703 | 0 | 0.3648 | 0 | -0.143 | -0.3114 | 0 |
| (p-val) | (0.0011 ) | (NA ) | (0.0025 ) | (NA ) | (0.4498 ) | (0.1639 ) | (NA ) |
| Estimates ( 5 ) | -0.465 | 0 | 0.364 | 0 | 0 | -0.326 | 0 |
| (p-val) | (0.0014 ) | (NA ) | (0.003 ) | (NA ) | (NA ) | (0.1466 ) | (NA ) |
| Estimates ( 6 ) | -0.5495 | 0 | 0.3879 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (6e-04 ) | (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 |
| -0.000170474174683904 |
| 0.00300105105514765 |
| -0.00258118056597717 |
| -0.00100474530085886 |
| -0.00188317259190206 |
| 0.00226741260984998 |
| -0.000378236771890163 |
| 0.00534467868598725 |
| -0.00454122647204378 |
| -0.000243030964403188 |
| -0.00178877611418487 |
| 0.00196315202134216 |
| 0.00198733873263326 |
| -0.00252514472141311 |
| 0.00111821256310272 |
| 0.00387688819377798 |
| -0.00188036114794339 |
| -0.00192385337153380 |
| 0.000588655014479161 |
| -0.000374525152491403 |
| 0.000869024529743859 |
| -0.000669663589467674 |
| -0.00177170780798301 |
| -0.00183025621937770 |
| 0.00365996468188564 |
| -0.000200519045054502 |
| 0.000198305771384854 |
| -0.000492380458504018 |
| -0.00197714776666268 |
| -0.00267978689994471 |
| 0.00474728909441552 |
| -0.00309143062740757 |
| 0.000469148868372284 |
| -0.00164114198064576 |
| 0.00129373584013251 |
| 0.00226179950814353 |
| -0.00070068049122048 |
| 0.00262387467614701 |
| 0.008073000601554 |
| 0.0036133062200368 |
| 0.00426263030262271 |
| -0.000185564534509172 |
| -0.00263152838693195 |
| 0.00116617910298652 |
| 0.00161552901276068 |
| -0.00137625725324675 |
| -0.00407050694199777 |
| -0.000573356069464514 |
