| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0787 | 0.132 | 0.3084 | 0.3979 | -0.3861 | -0.5268 | -0.1362 |
| (p-val) | (0.8397 ) | (0.495 ) | (0.114 ) | (0.3132 ) | (0.2853 ) | (0.0084 ) | (0.7826 ) |
| Estimates ( 2 ) | 0 | 0.1139 | 0.3137 | 0.323 | -0.3987 | -0.5339 | -0.1293 |
| (p-val) | (NA ) | (0.5094 ) | (0.1011 ) | (0.0468 ) | (0.2558 ) | (0.0062 ) | (0.789 ) |
| Estimates ( 3 ) | 0 | 0.1137 | 0.3013 | 0.3236 | -0.4712 | -0.5571 | 0 |
| (p-val) | (NA ) | (0.5114 ) | (0.0999 ) | (0.0465 ) | (0.0303 ) | (6e-04 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0 | 0.2756 | 0.306 | -0.4223 | -0.5358 | 0 |
| (p-val) | (NA ) | (NA ) | (0.1283 ) | (0.0425 ) | (0.046 ) | (9e-04 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0.3644 | -0.2741 | -0.5209 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.031 ) | (0.1534 ) | (0.0012 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0.4048 | 0 | -0.4601 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0128 ) | (NA ) | (0.006 ) | (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 |
| 0.00190846969499777 |
| 0.0155478852673944 |
| -0.0191712100129015 |
| -0.00606362015481272 |
| -0.00807707374837927 |
| 0.0181899327614453 |
| 0.00720711509866272 |
| -0.000407307947648356 |
| 0.00646036420388406 |
| -0.00532044196434069 |
| -0.00766382449192252 |
| -0.0207443335062757 |
| 0.0174929632344301 |
| 0.00707364299713218 |
| 0.00790885774311221 |
| -0.0233043454026084 |
| -0.00421822859311872 |
| 0.00615329022667413 |
| -0.0255763224167986 |
| -0.00265387789606464 |
| -0.0136997917722192 |
| -0.0209373034760600 |
| 0.0124383940785276 |
| 0.00564106544370438 |
| -0.00207817512626710 |
| -0.012859325477546 |
| -0.0136470936813058 |
| 0.000723713769799196 |
| 0.00819111925716822 |
| -0.0203485186006003 |
| 0.00768881106323861 |
| -0.00260214177754715 |
| 0.00667615479056587 |
| 0.00957817982939627 |
| 0.0267829687497899 |
| -0.0220523061836591 |
| 0.00437103127579391 |
| 0.00964230447999376 |
| -0.00719782879142359 |
| -0.0065570926576809 |
| 0.0179325039039048 |
| -0.0138441658102630 |
| 0.0333790409611987 |
| 0.0370363576663939 |
| -0.0145981430950788 |
| 0.0246366763392869 |
| -0.00121900303727784 |
| 0.0253397478600093 |
| 0.0454221206067875 |
