| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 |
| Estimates ( 1 ) | -0.2997 | 0.9249 | 0.35 | 0.9613 | -0.5441 | -0.216 |
| (p-val) | (0.003 ) | (0 ) | (0 ) | (0 ) | (0 ) | (0.0345 ) |
| Estimates ( 2 ) | 1.19 | -0.1212 | -0.0737 | -0.6278 | -0.4749 | 0 |
| (p-val) | (0 ) | (0.4765 ) | (0.5625 ) | (0.0017 ) | (0 ) | (NA ) |
| Estimates ( 3 ) | 1.108 | -0.1141 | 0 | -0.5412 | -0.4767 | 0 |
| (p-val) | (0 ) | (0.5336 ) | (NA ) | (7e-04 ) | (0 ) | (NA ) |
| Estimates ( 4 ) | 0.9922 | 0 | 0 | -0.4474 | -0.4783 | 0 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0 ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| 0.000238996614667969 |
| -0.000597972601251847 |
| -0.00236369669302444 |
| -0.000842298788917733 |
| 0.000693027954628847 |
| 0.00093890148377002 |
| -0.00348165124281895 |
| -0.00362992491467809 |
| -0.00181842613326867 |
| -0.00194264051701777 |
| 0.000926224106566626 |
| 0.00114703447001013 |
| -0.00410261323428205 |
| -0.00528859212799514 |
| 0.000591576378982672 |
| -0.0033837933044886 |
| 0.00177934307543322 |
| -0.00792876262808287 |
| 0.00431337372283341 |
| 0.0019043764903569 |
| 0.000881274413378388 |
| 2.70127751927727e-05 |
| -0.00242644470329407 |
| -0.00465554469069695 |
| 0.00123814165961469 |
| -0.00138275297951426 |
| 0.000344082391333501 |
| 0.0051344380344605 |
| 0.00174569533671329 |
| -0.000523477003285757 |
| -0.00403227845829184 |
| 0.002732583701473 |
| -0.00208889823485905 |
| 0.00296034975698631 |
| -0.00319844451453326 |
| -0.00354562049168749 |
| 0.00196065675010582 |
| 0.00204254159125857 |
| 0.00364280984431205 |
| -0.0019497843618572 |
| -0.00528651700065911 |
| 0.00107215297761824 |
| 0.0032758071838594 |
| 0.00158011471411929 |
| 0.000629810983169854 |
| 0.00127885347963393 |
| 0.000619465266884445 |
| 0.00331806436296372 |
| 0.00254058671894451 |
| 0.00154171896559243 |
| 0.00734369196202469 |
| -0.00233682150986441 |
| -0.000674580849370999 |
| -0.00264149295137592 |
| -0.00122047411506845 |
| -0.00414580309562214 |
| 0.00201242471785332 |
| -0.000782732263338295 |
| 0.000555983405837464 |
| -0.000912577966683091 |
| -0.000441381048100129 |
| -0.00273521860959818 |
| -0.00169955965807953 |
| 0.00359994268867437 |
| -0.000212736551395278 |
| 1.64203471151904e-05 |
| -0.00320384824768915 |
| -0.00286599287150067 |
| 0.000931028350901559 |
| -0.00156270333692296 |
| -0.000628327636057064 |
| -0.000617874840894947 |
| -0.00241052526351028 |
| -0.000229739107574178 |
| -0.00248676325833046 |
| 0.00196558827817234 |
| 0.000553703377221697 |
| 0.000340720947171937 |
| -0.000631319559079355 |
| 0.00219357535071041 |
| -0.000276281950918153 |
| 0.000357568107079582 |
| 0.0007989041795796 |
| -0.000811945328675275 |
| 0.00112792350614948 |
| 0.000970180093639059 |
| 0.00106859103987837 |
| -0.000856511460027651 |
| 0.000639371474812167 |
| -0.000315955305494667 |
| -0.000428681449636479 |
| 0.00125226845030699 |
| -0.00143283184490878 |
| 0.000248138109600716 |
| 0.000211118288232111 |
| -0.000570268743327928 |
| 0.00236083752297608 |
| 0.00168570394635575 |
| 0.00237482988413501 |
| 0.00243824413498679 |
| 0.00223554628709179 |
| -0.000163182572105064 |
| -0.000423671635843638 |
| -0.00115798655754986 |
| -0.00221290230548601 |
| 0.00279647681468385 |
| -0.000753505873963652 |
| 0.000724914993706687 |
| 0.00170262763913861 |
| -0.00161509422914164 |
| -0.000993737219115484 |
| -0.00147472563600307 |
| -0.00111220038027857 |
| -0.00187838422031092 |
| 0.00231781310884503 |
| -0.000802687089541352 |
| -0.000397584599290475 |
| -0.000473596162238377 |
| -0.000811179601112817 |
| -0.00180814423430617 |
| -0.00175761716804906 |
| -0.000262254897592038 |
| -0.000146905986948318 |
| 0.00421361605633722 |
| -0.00447792486164222 |
| -0.000337539468033821 |
| 0.00101886067288044 |
| -7.01085525827567e-06 |
| 0.00221947037176127 |
| -0.000799819327728596 |
| -0.0018379308750848 |
| 0.000539896018107511 |
| 0.000107192743331672 |
