| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4098 | 0.0177 | -0.424 | -0.8811 | 0.2079 | -0.2616 | -0.196 |
| (p-val) | (0 ) | (0.8514 ) | (0 ) | (0 ) | (0.5744 ) | (0.0086 ) | (0.6223 ) |
| Estimates ( 2 ) | 0.4168 | 0 | -0.4173 | -0.8798 | 0.1944 | -0.2585 | -0.1809 |
| (p-val) | (0 ) | (NA ) | (0 ) | (0 ) | (0.6029 ) | (0.0085 ) | (0.6517 ) |
| Estimates ( 3 ) | 0.4216 | 0 | -0.4199 | -0.881 | 0.0306 | -0.2588 | 0 |
| (p-val) | (0 ) | (NA ) | (0 ) | (0 ) | (0.7472 ) | (0.0082 ) | (NA ) |
| Estimates ( 4 ) | 0.4162 | 0 | -0.4203 | -1.1389 | 0 | -0.2564 | 0 |
| (p-val) | (0 ) | (NA ) | (0 ) | (0 ) | (NA ) | (0.0086 ) | (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 |
| -9.4361655413193e-05 |
| -0.000763069220653961 |
| -9.92146640115609e-05 |
| 0.000754981344225901 |
| -0.00195648949293501 |
| 0.00113112939949827 |
| -0.00042647794652538 |
| 0.00113223858741603 |
| -0.000947296950064316 |
| 0.000549074164126338 |
| -9.76808642689169e-05 |
| 0.000469334171641723 |
| -0.000559041969953092 |
| 0.00146011217768559 |
| -9.39589012739666e-05 |
| -0.00105974620155995 |
| 0.00131782196523949 |
| -0.00166793087615166 |
| -7.50255215460723e-05 |
| -0.000125539219603906 |
| -0.00181944003070984 |
| 0.00209800685444817 |
| 0.000729707044032785 |
| -0.00176000667491567 |
| 0.001502551098545 |
| 0.00062159544057107 |
| -0.00206234834686382 |
| -0.00126794448439523 |
| -0.00446536441439908 |
| 0.00232602667843084 |
| 0.00109663170912542 |
| 0.00326051638875263 |
| -0.000183678567957014 |
| -0.00080473676567594 |
| -0.000874168779313058 |
| -0.000539219074909598 |
| 0.000910943642951955 |
| -0.001191092629235 |
| -0.000330043982375171 |
| 0.000281111357191101 |
| -0.00108816915778765 |
| 0.00240314343749698 |
| -0.00176341795749943 |
| -0.000186747386313982 |
| 0.000276650518931647 |
| 5.31575991853013e-06 |
| 9.90358411886885e-05 |
| -0.000539078747636373 |
| 0.000274858048901416 |
| 0.00021018647748289 |
| 0.000419733364364281 |
| -0.00100934319292444 |
| -0.00107366104154018 |
| 0.000747569753855967 |
| -0.00176759257439773 |
| -0.00226664080079399 |
| 0.00115140268548547 |
| 0.00071653411816358 |
| -0.00207898523776225 |
| -0.000148838111529645 |
| 0.00115904362153496 |
| -0.00105212402700348 |
| 0.000722909277386552 |
| 0.000475615956021945 |
| 0.000468651450769836 |
| -0.000498484987032339 |
| -0.00362559212144681 |
| -0.000105252173343038 |
| -0.000254711202887334 |
| -0.00122854690634834 |
| 0.00210671961017562 |
| -0.00104026625004576 |
| 0.0013209910460712 |
| 4.53374835535131e-05 |
| -0.000741444741531361 |
| 0.000833358490028466 |
| -0.000435924996356389 |
| 0.000365877210615757 |
| 0.00176039634357455 |
| 0.00232627394130755 |
| -0.000371423437600234 |
| -0.000228856573952365 |
| -0.00030450187600717 |
| 0.000415556531215161 |
| 0.00125281238127739 |
| 0.00250866284073953 |
| -0.000236473005594125 |
| 0.000309323582037922 |
| 0.000142518678048991 |
| 0.000593163908273416 |
| 6.18544072810015e-05 |
| 0.000452395722669117 |
| -0.000566140251799411 |
| -0.000836746207504786 |
| -0.000140632955012531 |
| 0.0011366772699762 |
| 0.000301310398932657 |
| -0.000508201949694457 |
| 0.000221186088409669 |
| 0.000650498017075534 |
| -0.00074361925541376 |
| -0.000114076681498158 |
| 0.000411763394238962 |
| 0.000250155551325129 |
| -0.00263482334716707 |
| -0.000446093010776066 |
| -0.000632980621528878 |
| -0.0024167933209102 |
| -0.0020578588380385 |
| -0.000929013425741028 |
| -0.00100014911066298 |
| -0.000545851398340319 |
| 4.56632904530763e-05 |
| 0.000285313090560907 |
| 0.000712289459562921 |
| -7.39373469705088e-06 |
| 0.000216995375339813 |
| 9.38208547425524e-05 |
| -0.000365406210535887 |
