| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.6736 | -0.4038 | -0.1789 | -1 | 1.016 | -0.0272 | -0.522 |
| (p-val) | (0 ) | (0.001 ) | (0.0806 ) | (0 ) | (6e-04 ) | (0.9213 ) | (0.0666 ) |
| Estimates ( 2 ) | -0.6711 | -0.4024 | -0.179 | -1 | 0.9877 | 0 | -0.4954 |
| (p-val) | (0 ) | (0.001 ) | (0.0804 ) | (0 ) | (0 ) | (NA ) | (3e-04 ) |
| Estimates ( 3 ) | -0.6147 | -0.2852 | 0 | -1 | 0.9882 | 0 | -0.5097 |
| (p-val) | (0 ) | (0.0048 ) | (NA ) | (0 ) | (0 ) | (NA ) | (3e-04 ) |
| 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 |
| -5.32297736365959e-05 |
| -0.000234016023184655 |
| -6.64307213853421e-05 |
| -0.000358849883889627 |
| -0.000268828056909147 |
| 0.00124497494755428 |
| 0.000805450412865619 |
| -0.000989553360598899 |
| -0.002385009920337 |
| -0.00257233175032902 |
| -0.00202234190821663 |
| 0.00489650738590586 |
| 0.000681419352541239 |
| -0.00215456090686938 |
| -0.00274869643864043 |
| -0.00286959160872316 |
| 0.00102778889320862 |
| -0.00207668606602683 |
| 0.00708830452825105 |
| -0.00236454527784407 |
| 0.000173708930647558 |
| -0.0015889507223027 |
| -0.00153407637142002 |
| -0.000388447323110234 |
| -0.000452222636934364 |
| -0.00239716221556059 |
| 0.00102296296586463 |
| 0.00094653863542827 |
| -0.000615056486594445 |
| 0.000174878301423889 |
| 0.00704852599792639 |
| -0.000439391838939348 |
| -0.00189427120967815 |
| -0.00175433379904194 |
| -0.00137119813423249 |
| -0.00667943168031755 |
| 0.00304895947031985 |
| 0.00283249236044579 |
| -0.00140572002628679 |
| 0.000826806807079422 |
| -0.000732538958196964 |
| 4.27464812759763e-05 |
| 0.00483668025961792 |
| -0.00295448065460244 |
| 0.000812125482866689 |
| -0.000110658364430136 |
| -0.000619710861896959 |
| 0.00378859238564644 |
| -0.00444598723973605 |
| 0.000486490630526565 |
| 0.00148146054013896 |
| 0.000152459756859357 |
| 2.021295298931e-05 |
| -0.000803874161242586 |
| 0.00201719589937081 |
| -0.00153904329114734 |
| -0.00174679892702706 |
| -0.000334582903858239 |
| 0.000724733045672792 |
| 0.00199946298164394 |
| 0.000598833344355304 |
| -0.000401579913784168 |
| 0.000736109051406865 |
| -0.000357480657625413 |
| 0.000700936624296697 |
| 0.00187748520226428 |
| -0.000262845463575079 |
| -0.00128728072621992 |
| -0.000885277672069936 |
| -0.00118216942741244 |
| -0.00105660146691536 |
| 0.00864201766378562 |
| 0.00372169592460575 |
| 0.00132155251158098 |
| -0.00151738733585419 |
| 0.00357426962696694 |
| -0.00233152629337822 |
| -0.00571112570156531 |
| -0.00085153184134704 |
| -0.00222737526291377 |
| 0.000182187727426279 |
| 0.000194411065935418 |
| -0.000777755669967328 |
| -0.00244073573864047 |
| 0.002148862635384 |
| -0.00097427577474317 |
| -0.00106928452979856 |
| -0.00270028908950119 |
| 0.000521020040772127 |
| 0.000236811455296402 |
| 0.00422365623051504 |
| -0.000785881788280118 |
| 9.02134473664628e-05 |
| 0.000745462510185822 |
| 0.000246138233268716 |
