| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1418 | 0.3766 | 0.2018 | 0.0793 | 0.1453 | -0.1132 | -0.9999 |
| (p-val) | (0.7976 ) | (0.0425 ) | (0.3982 ) | (0.8885 ) | (0.246 ) | (0.3562 ) | (0 ) |
| Estimates ( 2 ) | 0.2185 | 0.3546 | 0.171 | 0 | 0.1462 | -0.1119 | -0.9999 |
| (p-val) | (0.0548 ) | (4e-04 ) | (0.1453 ) | (NA ) | (0.2443 ) | (0.3615 ) | (0 ) |
| Estimates ( 3 ) | 0.1823 | 0.3553 | 0.1995 | 0 | 0.1426 | 0 | -0.9999 |
| (p-val) | (0.0793 ) | (3e-04 ) | (0.0702 ) | (NA ) | (0.2565 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0.1498 | 0.3646 | 0.2504 | 0 | 0 | 0 | -0.9997 |
| (p-val) | (0.13 ) | (2e-04 ) | (0.0133 ) | (NA ) | (NA ) | (NA ) | (0.0028 ) |
| Estimates ( 5 ) | 0 | 0.4014 | 0.3094 | 0 | 0 | 0 | -0.9702 |
| (p-val) | (NA ) | (0 ) | (0.0014 ) | (NA ) | (NA ) | (NA ) | (0.1929 ) |
| Estimates ( 6 ) | 0 | 0.3978 | 0.1276 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (1e-04 ) | (0.1966 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0.4506 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0 ) | (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 |
| 5.89192959504912e-06 |
| -6.06250851177332e-05 |
| -0.000199877315751040 |
| 9.75427489107244e-05 |
| -0.000320661919501023 |
| -0.00018901056156856 |
| -0.000231706413866418 |
| 0.000452449375026747 |
| 0.000700362250531803 |
| 0.000323420951608120 |
| 0.000664276470986052 |
| -0.000370651602066251 |
| 7.47310076531623e-05 |
| 0.000812787010311063 |
| 0.000683018408899884 |
| 1.42636259033377e-05 |
| 0.0003052223893087 |
| 0.000204355206695696 |
| 0.000471239844878407 |
| 0.000294716450620965 |
| -0.000373356308826137 |
| -0.000175521577101700 |
| -0.000237755554831028 |
| 3.43470362801062e-05 |
| -5.43005601426564e-05 |
| -8.36330748689778e-05 |
| -0.00127434392900585 |
| 0.00037740028238226 |
| 0.00028109619319787 |
| -0.000556692106469921 |
| -0.000548350643429367 |
| 0.000223106762744771 |
| 0.000250763033607168 |
| 0.000758475416370231 |
| 0.000146766612449761 |
| -0.000188977727928553 |
| 0.000209259246509525 |
| -0.000334562191432188 |
| 0.000346621275357574 |
| -0.000101559799981404 |
| 0.000259484000795248 |
| 0.000630694761734907 |
| 0.000414110496108162 |
| -0.000260943245935719 |
| -0.000633170857856212 |
| -8.02403013891615e-05 |
| -0.00011767255320215 |
| 0.000159873834010740 |
| 0.000580455484507022 |
| 0.000116921481471482 |
| 0.000949909816499088 |
| -0.000319304996236724 |
| -0.000907150034484098 |
| -0.000545598513728826 |
| 0.000119191825335595 |
| -0.000319580459727470 |
| 0.000508150051734644 |
| 0.000196184519662971 |
| 0.000196417311722505 |
| 0.000246103151822164 |
| -0.000318303315276883 |
| 7.86609983162634e-05 |
| 0.000710584409762925 |
| 9.8686951592094e-06 |
| 2.20480071715899e-05 |
| 0.000214218754293794 |
| 1.63657168358016e-05 |
| 2.5224022888886e-05 |
| -0.000370669917796593 |
| -0.000520302508259609 |
| -0.000199837253512991 |
| -0.000211657545981314 |
| -0.000382378567164824 |
| -0.000280008062898401 |
| -0.00120102293254119 |
| 0.000221401786965688 |
| 0.000272773353495361 |
| 0.000263498821745580 |
| -0.000468728302097863 |
| -6.53966649963745e-05 |
| 0.000116192069955239 |
| 0.000151795080093800 |
| 0.000243254022415853 |
| -1.52138948691675e-05 |
| 0.000233596506482969 |
| 0.000892646525912088 |
| 0.000339478787375828 |
| 0.000238819415437245 |
| 0.000380570894517093 |
| -8.61288955488083e-05 |
| 0.000230414837026887 |
| 0.000581725220750692 |
| 0.000263311212618933 |
| -0.000161982623000182 |
| -0.00012680350600897 |
| -6.83315799530756e-05 |
| -9.3499177176202e-05 |
| -0.00076286711690782 |
