| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2321 | -0.0591 | 0.2965 | -0.8523 | 0.6926 | 0.0474 | -0.9998 |
| (p-val) | (0.0802 ) | (0.661 ) | (0.0238 ) | (0 ) | (0 ) | (0.6979 ) | (0 ) |
| Estimates ( 2 ) | -0.2323 | -0.0638 | 0.2806 | -0.8499 | 0.7059 | 0 | -1 |
| (p-val) | (0.0805 ) | (0.6338 ) | (0.0248 ) | (0 ) | (0 ) | (NA ) | (1e-04 ) |
| Estimates ( 3 ) | -0.1948 | 0 | 0.3134 | -0.8754 | 0.7075 | 0 | -1 |
| (p-val) | (0.0652 ) | (NA ) | (0.003 ) | (0 ) | (0 ) | (NA ) | (2e-04 ) |
| Estimates ( 4 ) | 0 | 0 | 0.3587 | -0.92 | 0.6832 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (8e-04 ) | (0 ) | (0 ) | (NA ) | (2e-04 ) |
| 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 |
| -0.000146665603539706 |
| -0.00138763886170089 |
| 0.00136711745918676 |
| -0.000641394280268573 |
| 0.000382900980775816 |
| 0.00075364185083154 |
| -0.000456628194891212 |
| -1.56358073819635e-05 |
| 0.000454508265450998 |
| -0.000111782144561848 |
| -0.000202734359155541 |
| 0.00046548059421426 |
| 0.000389949341014378 |
| -0.000432915955675305 |
| -0.000157274560759824 |
| -0.000467407045537869 |
| 0.000715828756577948 |
| 0.00133014618470746 |
| 0.000151986111008742 |
| 0.00107983123938071 |
| 0.000229715065738372 |
| -0.000121460012915012 |
| 0.000861849357902466 |
| 0.000213639542581172 |
| 0.000188739113632499 |
| 0.000657317534452147 |
| 0.00134471225236971 |
| 0.00128247869170891 |
| -0.00178148072992134 |
| -0.000299711568918069 |
| -0.000672941075387518 |
| 0.00140024432310275 |
| 0.000339153306575343 |
| 0.00064187108153323 |
| 0.00019009953790509 |
| -0.000937399731044405 |
| -0.000232807909608709 |
| 0.000165886352265598 |
| -0.000487138446129802 |
| -0.00252729946677478 |
| 4.91420042932945e-06 |
| 0.00089392865633846 |
| 0.00152971144556024 |
| 0.000408220634274177 |
| -0.00101944936745877 |
| 1.3137191636011e-06 |
| 0.000170683049629076 |
| 0.000201577098798791 |
| 0.00101640527560512 |
| -4.45317268089413e-05 |
| -0.00106576316799583 |
| 0.00147485346320789 |
| -0.00213742934891106 |
| -0.000876022747242698 |
| 0.0013317784381422 |
| 0.00058210327978953 |
| 0.000491248388159454 |
| 0.000303524918354986 |
| -0.000217264024036276 |
| -0.000376254428179807 |
| -5.38270589561857e-05 |
| 0.000936545412625794 |
| 0.000491858897012615 |
| -0.000764780697699987 |
| -0.00232989741782932 |
| -0.000194298885912482 |
| 0.000680768572086824 |
| 0.000750923278971601 |
| 0.000979441790130293 |
| 0.000387222389930238 |
| -0.000278329822905507 |
| 0.00123382243701207 |
| 5.51824374906392e-05 |
| 0.0004360851792391 |
| 0.00114783957425838 |
| 0.000175237387167301 |
| 0.000125911704491621 |
| 2.71529806881257e-05 |
| -0.000125800523025525 |
| 0.000180275180329016 |
| 0.000329628846637471 |
| -0.000599777952009053 |
| 0.000534160854689617 |
| -0.000713437587118917 |
| 0.000819615367498638 |
| 0.000198076153090182 |
| 0.00123072611732126 |
| 0.00037089788337795 |
| 0.00114897374415288 |
| 0.0011798093920333 |
| -0.000623293256596566 |
| 0.000233329504549551 |
| -0.0004937481538937 |
| 0.00025818844631773 |
| -0.000334084011632529 |
| 0.000171555672993636 |
| 0.000134017754812525 |
| 0.00159448784370871 |
| -0.000689901609404067 |
| 0.00023383530341399 |
| 3.7995413026346e-05 |
| -0.000832624430844633 |
| -0.000106588370226406 |
| 0.00021152052088607 |
