| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2624 | -0.0025 | 0.0402 | -1 | -0.7022 | -0.0615 | 0.7384 |
| (p-val) | (0.0116 ) | (0.9799 ) | (0.6839 ) | (0 ) | (0.5771 ) | (0.7639 ) | (0.5678 ) |
| Estimates ( 2 ) | 0.261 | 0 | 0.0392 | -1 | -0.7291 | -0.058 | 0.7662 |
| (p-val) | (0.0086 ) | (NA ) | (0.6768 ) | (0 ) | (0.5086 ) | (0.7683 ) | (0.5014 ) |
| Estimates ( 3 ) | 0.255 | 0 | 0.0397 | -1 | -0.9009 | 0 | 0.9898 |
| (p-val) | (0.006 ) | (NA ) | (0.6679 ) | (0 ) | (0 ) | (NA ) | (0.0518 ) |
| Estimates ( 4 ) | 0.257 | 0 | 0 | -1 | -0.9021 | 0 | 0.9998 |
| (p-val) | (0.0056 ) | (NA ) | (NA ) | (0 ) | (0 ) | (NA ) | (0.0448 ) |
| 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 |
| -5.57188623643403e-05 |
| 0.000673127001655781 |
| 0.00253297316798237 |
| -0.00312808800265659 |
| 6.06736685254191e-05 |
| 0.00111459533092098 |
| -0.000554109520648384 |
| -0.00105302564390300 |
| 0.00104708036627266 |
| -0.000154081652574897 |
| 0.00384608131631652 |
| -0.00119915735301702 |
| -0.000654000489824518 |
| 0.00147251443605623 |
| -0.000700006059835063 |
| -0.00061908177055739 |
| 0.000837030387252926 |
| 0.00112904739358168 |
| -0.000635971834993874 |
| 0.000438787250423991 |
| 0.00336388391216243 |
| 0.000921403408594523 |
| -0.000666757721707773 |
| -0.00102031957840900 |
| -0.000796646941257639 |
| -0.00332057539851693 |
| -0.000182532249361493 |
| 0.000146444976543607 |
| 0.000563712163999504 |
| -0.00101555676532265 |
| -0.000213138748455123 |
| -0.00116972320289465 |
| 0.000718163786614911 |
| 0.00147451936379633 |
| -0.00186871515930147 |
| -0.00152438264067532 |
| -0.00079919301702642 |
| 0.00214361864863578 |
| 0.00246081566765619 |
| -0.00105955030987362 |
| -0.000841465941827341 |
| -0.000224431304780554 |
| -0.000524348696489676 |
| 0.00168130096323857 |
| -0.00179203973258881 |
| 8.57375031507516e-05 |
| -0.000771092454595768 |
| -0.000903583373710958 |
| 0.000148807028873512 |
| -0.001557405462672 |
| 0.000344209067865560 |
| -0.00101577409715098 |
| 0.000968280070164763 |
| -0.000691907060623672 |
| -0.000647161091857317 |
| 0.000306078767940221 |
| -0.00143204637452955 |
| 0.00171652552326860 |
| 0.00100568755956631 |
| -0.00162283353151299 |
| -5.03611946386278e-05 |
| -0.00139199227766638 |
| 0.0008205486056255 |
| 0.00106165242946242 |
| -0.00149168951466355 |
| 0.000113318551053342 |
| -0.000798705188071938 |
| 0.000725657525939686 |
| 0.000996463288562474 |
| 0.000551870084508547 |
| -0.000750413138897793 |
| -0.00107155858159102 |
| 0.000778446826870656 |
| -0.000420986168065270 |
| -0.00123476222127950 |
| 5.58572848751406e-05 |
| 0.000674648736605934 |
| -0.00070571283485043 |
| 0.000562433086011177 |
| 0.00155795278362076 |
| 0.000246475697694884 |
| -0.000138379316298359 |
| -0.000372926968554567 |
| 0.00161826258007914 |
| -0.00118416871764147 |
| -1.79064625009521e-05 |
| -0.000530448371326978 |
| 0.000513060612174883 |
| -0.000488611530751738 |
| -0.000344435665802584 |
| 0.000842398928486991 |
| -0.00078884664263527 |
| -0.00030481479842588 |
| -0.00072415539117241 |
| 0.000502998571283987 |
| -0.000437715789622652 |
| -0.000201547985612967 |
| -0.000674925273024028 |
| -0.000139783804754848 |
| -0.000849121145158096 |
| 6.60224785191873e-05 |
| 0.000113764899993581 |
| 0.00159428581141906 |
| 0.00113767761833825 |
| 0.00355745661277584 |
| 0.00266114068025193 |
| 0.00242685751739785 |
| -0.00123747069021010 |
| 0.000630850445637065 |
| -0.000959554038128756 |
| -0.000666732374209195 |
| -0.00142693285098644 |
| -0.00158022058363810 |
| 0.00143352595627639 |
| -0.00138297408790195 |
| 0.00105401647418059 |
