| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -1.9317 | -1.5763 | -0.6118 | 0.6774 | 0.4436 | -0.2285 | 0.6774 |
| (p-val) | (0 ) | (0 ) | (0 ) | (0.0588 ) | (0.0691 ) | (0.2543 ) | (0.0588 ) |
| Estimates ( 2 ) | -0.6381 | -0.4148 | 0.0333 | 0.1927 | 0.0714 | 0 | 0.1927 |
| (p-val) | (0.3691 ) | (0.3609 ) | (0.9158 ) | (0.776 ) | (0.915 ) | (NA ) | (0.776 ) |
| Estimates ( 3 ) | -0.7084 | -0.4609 | 0 | 0.209 | 0.1082 | 0 | 0.209 |
| (p-val) | (0.0015 ) | (0.0015 ) | (NA ) | (0.7298 ) | (0.8179 ) | (NA ) | (0.7298 ) |
| Estimates ( 4 ) | -0.7057 | -0.4398 | 0 | 0.2592 | 0 | 0 | 0.2592 |
| (p-val) | (0.002 ) | (1e-04 ) | (NA ) | (0.5638 ) | (NA ) | (NA ) | (0.5638 ) |
| Estimates ( 5 ) | -0.6357 | -0.3799 | 0 | 0 | 0 | 0 | 0.4363 |
| (p-val) | (0.0015 ) | (3e-04 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0273 ) |
| 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 |
| -0.00158132707620389 |
| -1.04545700348423e-06 |
| -8.33897608981371e-07 |
| 4.64617131337061e-07 |
| -1.85869509882346e-07 |
| -0.131299240593183 |
| 0.0710027853190065 |
| 0.0174403670228525 |
| -0.0220612860833802 |
| 0.0283950425743772 |
| 0.0126646611514826 |
| -0.144353533153633 |
| 0.0852244876105151 |
| 0.0262311222904528 |
| 0.0703278469175155 |
| -0.0167672083344085 |
| 0.00396706602523644 |
| -0.000930001287644755 |
| 0.00021557979496889 |
| -4.92729570633621e-05 |
| 1.10589815706108e-05 |
| -2.42246871573482e-06 |
| 5.1278260104759e-07 |
| -1.03065648682232e-07 |
| 1.89760017699214e-08 |
| -2.91218194004017e-09 |
| 2.34636865492632e-10 |
| 7.4054762322362e-11 |
| -5.41634515016654e-11 |
| 2.31057395438938e-11 |
| -8.33944024947187e-12 |
| 2.77122769176685e-12 |
| -8.76521077941561e-13 |
| 2.68007838144513e-13 |
| -8.03801469828613e-14 |
| 2.38697950294409e-14 |
| -7.105427357601e-15 |
| 1.88737914186277e-15 |
| -4.44089209850062e-16 |
| 3.33066907387547e-16 |
| 1.11022302462516e-16 |
| 0.0998453349697163 |
| -0.0632142523699963 |
| -0.00576134236585524 |
| 0.0437105194606442 |
| -0.0350244075754933 |
| -0.0133659917628282 |
| 0.0209467834918812 |
| 0.0059383359624896 |
| 0.0324134289869677 |
| -0.0470724699891298 |
| 0.0355868845220460 |
| -0.0407480940395482 |
| 0.0285358586971394 |
| -0.0234047404155946 |
| -0.0213562617426906 |
| 0.0275701898218177 |
| -0.0122253329001518 |
| -0.0146265132986572 |
| 0.0219828973359439 |
| -0.00852717740280063 |
| -0.0149354572992662 |
| -0.0156646570816648 |
| -0.00200972185891146 |
| 0.00209469441823940 |
| -0.000950978693044169 |
| 0.00035228498278439 |
| -0.000118740871202005 |
| 3.78890715757585e-05 |
| -1.16646359280548e-05 |
| 3.50151427075396e-06 |
| -1.03153450092819e-06 |
| 0.0440171849250646 |
| -0.0191682445536854 |
| -0.00961093330200824 |
| -0.0856566166433095 |
| -0.0913157093311281 |
| -0.102929633935435 |
| 0.0189438615209410 |
| 0.027868214811104 |
| -0.0173880009203461 |
| -0.059813793218596 |
| 0.0309383402759163 |
| 0.100817612480950 |
| 0.124038085211597 |
| 0.0326870154349478 |
