| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2376 | -0.2142 | 0.0857 | -0.8344 | -0.1457 | -0.1544 | -0.64 |
| (p-val) | (0.1306 ) | (0.0664 ) | (0.5079 ) | (0 ) | (0.43 ) | (0.3151 ) | (4e-04 ) |
| Estimates ( 2 ) | 0.1819 | -0.2214 | 0 | -0.7928 | -0.1339 | -0.1531 | -0.6596 |
| (p-val) | (0.1694 ) | (0.0545 ) | (NA ) | (0 ) | (0.4489 ) | (0.3108 ) | (2e-04 ) |
| Estimates ( 3 ) | 0.2008 | -0.2223 | 0 | -0.8029 | 0 | -0.0878 | -0.7519 |
| (p-val) | (0.1211 ) | (0.0538 ) | (NA ) | (0 ) | (NA ) | (0.5038 ) | (0 ) |
| Estimates ( 4 ) | 0.1819 | -0.2135 | 0 | -0.7928 | 0 | 0 | -0.7792 |
| (p-val) | (0.1537 ) | (0.0626 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 5 ) | 0 | -0.245 | 0 | -0.7013 | 0 | 0 | -0.8179 |
| (p-val) | (NA ) | (0.0324 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0 ) |
| 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 |
| -3.05804297297475e-05 |
| 5.36234998537113e-05 |
| 0.00032512460188869 |
| -6.81245847352966e-05 |
| 0.000273299977926216 |
| 0.000416020134626532 |
| -8.45578484599961e-05 |
| 0.000253492560475103 |
| 0.000194601471395701 |
| -0.000489056528441806 |
| 0.000121797013323126 |
| 0.000221859472691752 |
| -0.000165499623545323 |
| 5.02769750526079e-06 |
| 0.000174668553142072 |
| -0.000716368094299203 |
| -0.000189183082268352 |
| -0.000223932970532912 |
| -0.000304769233149932 |
| 2.0859495585448e-05 |
| -1.94547311783855e-05 |
| -0.00010670127617692 |
| 0.000221577754982178 |
| -0.000319876190779548 |
| -0.00032098859351464 |
| -0.000324388946276682 |
| 0.000194511644442694 |
| -0.000351721667568461 |
| 0.000521645981832823 |
| -0.000365088055985598 |
| 0.000209322396628242 |
| 0.000286674576023553 |
| -0.000194573679391275 |
| 9.36968103857702e-05 |
| -0.000157153734279431 |
| -9.13144273006335e-05 |
| 0.000386052855539163 |
| -0.000234119054983768 |
| -8.54737236112957e-05 |
| -0.000184824826191253 |
| -0.000146989859355935 |
| 0.000111016443446819 |
| -0.000145618781618797 |
| -0.000219001592053378 |
| -0.000286888910166115 |
| 0.000180418647299657 |
| -9.95810268908584e-05 |
| -0.000297127896468216 |
| 0.000387717587596556 |
| -0.000137537915460236 |
| -3.82682770645606e-05 |
| -6.86939531538779e-05 |
| 0.000119532690659904 |
| -8.83062473562818e-05 |
| 4.98507096986694e-05 |
| -0.000109830887213991 |
| 0.000153899785917034 |
| 0.000323614698062448 |
| 0.000175226839504504 |
| 3.7440503345825e-05 |
| -6.33806061433188e-06 |
| 0.000159851088408571 |
| 0.000241469277364069 |
| 4.49035685665018e-06 |
| 0.000290136587340485 |
| -0.000171501074792274 |
| 0.000220368273158311 |
| 0.000152660102849681 |
| -0.000171492329616919 |
| 0.000147602038418451 |
| -9.68832474255653e-05 |
| 8.22300430600828e-05 |
| -0.000278216623574481 |
| -0.000186857547609925 |
| -3.82400557182382e-05 |
| -7.75815139917149e-05 |
| 0.00113005686922081 |
| 0.000826850782251426 |
| -0.000918820238986222 |
| -0.000369348060769499 |
| -0.000160038938289442 |
| -0.000375385830247686 |
| -1.23497871950175e-07 |
| -3.83925094159923e-05 |
| -0.000336362572560916 |
| -4.47267770401201e-05 |
| 8.53226165541709e-05 |
| -0.000305264985334161 |
| -0.000230782333455492 |
| -0.000413154657080956 |
| 1.61898573907082e-05 |
| 0.000394042407378251 |
| 1.21758269139814e-05 |
| 0.000100477729084905 |
| 0.000187366992985733 |
| -0.000141795196835749 |
| -9.10687535121288e-05 |
| -0.000163230433099812 |
| -2.88545632592449e-05 |
| -0.000302525244702931 |
| 8.82255139529342e-05 |
| -0.000554910873455017 |
