| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3308 | 0.0831 | 0.4731 | -0.1061 | 0.2447 | -0.2553 | -0.9998 |
| (p-val) | (0.0876 ) | (0.555 ) | (1e-04 ) | (0.6295 ) | (0.1213 ) | (0.1674 ) | (0.0152 ) |
| Estimates ( 2 ) | -0.4057 | 0.0446 | 0.4557 | 0 | 0.2443 | -0.286 | -0.9994 |
| (p-val) | (8e-04 ) | (0.7157 ) | (1e-04 ) | (NA ) | (0.1124 ) | (0.0925 ) | (0.0159 ) |
| Estimates ( 3 ) | -0.4249 | 0 | 0.4377 | 0 | 0.2411 | -0.2771 | -0.9999 |
| (p-val) | (1e-04 ) | (NA ) | (0 ) | (NA ) | (0.1219 ) | (0.1055 ) | (0.0199 ) |
| Estimates ( 4 ) | -0.4371 | 0 | 0.4519 | 0 | 0 | -0.3343 | -0.6108 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0353 ) | (0.0107 ) |
| 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 |
| -0.00204571084483972 |
| -0.00283067359213242 |
| -0.0084361337759861 |
| -0.00100157883563286 |
| 0.00552789133430058 |
| -0.0097773325684587 |
| 0.0037008623592977 |
| -0.00642030822837614 |
| 0.00719701196840899 |
| 0.00262305115364016 |
| -0.00127110740029994 |
| -0.00361637523257659 |
| 0.00129717707614950 |
| 0.00261719199218297 |
| 0.000582724800817553 |
| -0.00167915132702680 |
| -0.00335413275139399 |
| 0.00232667127403374 |
| 0.00582091392099778 |
| -0.00334066347103107 |
| -0.0041330370803219 |
| 0.00774881947593112 |
| -0.00634148135279762 |
| -0.00566099578208234 |
| -0.00405877963621982 |
| 0.0085509759075047 |
| -0.00707214396105319 |
| 0.010425131510173 |
| -0.00668403745498932 |
| 0.00379050813068932 |
| -0.00324993426129308 |
| 0.000226742391370897 |
| 0.00230434388712998 |
| -0.00281886460445299 |
| 0.00337313318632658 |
| 0.00840337336449575 |
| -0.00209978150552735 |
| -0.00297878965583557 |
| -8.0538712325838e-05 |
| 0.000634354255519234 |
| -0.0085324150918054 |
| 0.000335832194829364 |
| -0.00550713035158494 |
| 0.00383522501954013 |
| 0.00618077616849003 |
| -0.00197969322858899 |
| -0.00498017524803796 |
| 0.00113774236948005 |
| -0.0065547872961444 |
| 0.000839304818125273 |
| 0.00617892965391168 |
| -0.00704587043257149 |
| -0.000296652134801466 |
| -0.003023626102382 |
| 0.00101358450056993 |
| 0.000322640390587606 |
| 0.00241240601474065 |
| 0.00813643317548373 |
| 0.0163594234620832 |
| 0.0143859819509878 |
| 0.00578633446837098 |
| -0.00254190249003666 |
| 4.37055206252088e-05 |
| 0.00349291035208654 |
| -0.000839579699490873 |
| -0.00561011517767522 |
