| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1592 | 0.0287 | -0.7823 | 0.0767 | -0.1087 | -0.9996 |
| (p-val) | (0.1414 ) | (0.7897 ) | (0 ) | (0.4655 ) | (0.2556 ) | (0 ) |
| Estimates ( 2 ) | -0.1751 | 0 | -0.7704 | 0.0699 | -0.1066 | -0.9999 |
| (p-val) | (0.1051 ) | (NA ) | (0 ) | (0.5152 ) | (0.3048 ) | (0 ) |
| Estimates ( 3 ) | -0.1884 | 0 | -0.763 | 0 | -0.1134 | -0.9998 |
| (p-val) | (0.0735 ) | (NA ) | (0 ) | (NA ) | (0.2667 ) | (0 ) |
| Estimates ( 4 ) | -0.1993 | 0 | -0.755 | 0 | 0 | -1.0001 |
| (p-val) | (0.0578 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | -1.229 | 0 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -0.000521306714505705 |
| 0.00149850573832515 |
| -0.00210531378727111 |
| 0.00150613897956615 |
| -3.29094897809197e-06 |
| -0.00214825916753271 |
| -0.00272363893938565 |
| 0.00614594006320989 |
| -0.00414666847735124 |
| 0.00230052474452234 |
| -0.000969218803881274 |
| -8.78352808155751e-05 |
| 0.00134811882740832 |
| -0.00250090601121725 |
| -0.000676570322523254 |
| -0.0027440688106598 |
| 0.000133694399350823 |
| -0.00197821861274661 |
| -0.00476729975561474 |
| 0.00138701525243518 |
| -0.00193203712407951 |
| 0.00259896882518346 |
| 0.00520233545578649 |
| -0.00210944509537628 |
| 0.00136192940501885 |
| -0.00213005045134907 |
| -0.00484810059760417 |
| -0.00253429586599121 |
| 0.00190097318868104 |
| -0.000989292416532243 |
| 0.00514751390932401 |
| 0.00118685243805439 |
| -0.00234645567227655 |
| 0.00235755873287365 |
| -0.00151096631586614 |
| 0.00402576236941555 |
| -0.000873189328420088 |
| 0.00250030890208789 |
| 0.000296455976555926 |
| 0.000541410068386296 |
| -0.00274686275335498 |
| -0.00459296662713334 |
| 0.00359816957501979 |
| -0.00017685556904514 |
| -0.000340460705713343 |
| 0.00503123217380986 |
| 0.0049859910305206 |
| 0.000780564666049567 |
| -0.00439482896698363 |
| -0.00147144773049438 |
| 0.004725950156779 |
| 0.00375998113791959 |
| -0.00312417049565719 |
| 0.00113846769773994 |
| 0.00571062200867499 |
| 0.00279394281873828 |
| 0.00308963737178251 |
| -0.000481177542500249 |
| -0.00285609757725129 |
| -7.56626632408589e-05 |
| 0.000852118331925959 |
| 0.000280212777876127 |
| -0.000174955417865315 |
| -0.00283470081881737 |
| 0.0019237304895467 |
| 0.000687353636330227 |
| 0.00278655840004157 |
| -0.000470013052882757 |
| -0.00227415809404937 |
| -0.00681458454895387 |
| -0.000602976380090507 |
| 0.00372237400012097 |
| -0.000277591271005718 |
| 0.00293227427186979 |
| 0.00120866400996442 |
| -0.00542330730776757 |
| 0.00241392877561728 |
| -0.00675383918014687 |
| -0.00996329080007664 |
| 0.0010098764825976 |
| -0.00218941639082189 |
| -0.000297473660478768 |
| 0.000485730849272486 |
| -0.0055002226596501 |
| -0.00127396694317707 |
| -0.00145883930002661 |
| -0.00612813303994567 |
| -0.00189317252653821 |
| 0.00374123654224036 |
| 0.0013643592737702 |
| -0.00243523175202535 |
| 0.00180355557204142 |
| -0.000933179123109287 |
| 0.00292006528275635 |
| -0.00495466215398797 |
| 0.00176214203342927 |
| 0.00110533576113973 |
| 0.000743277308193761 |
| -0.00230876119373373 |
| 0.000742948412215015 |
| 0.00120113255692987 |
| 0.000381681151061369 |
| -0.00560940185236132 |
| -0.00269070970093306 |
| 0.000350259477833485 |
| 0.00438289814100621 |
| 0.00261945797362879 |
| 0.00460736538517374 |
| 0.00304508578556912 |
| -0.00202957654673543 |
| -0.00304023501544588 |
| 0.00321024559336252 |
| -0.00681204255334422 |
| 0.00381952525531165 |
| -0.0036586938591514 |
| -0.000424252880702227 |
| -0.0028756174343379 |
| -0.00400267718528914 |
| 0.00190481816699284 |
| 0.00012746403491687 |
