| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0227 | -0.1206 | -0.2009 | -0.2112 | -0.4439 | -0.3785 | -0.2112 |
| (p-val) | (0.9463 ) | (0.6114 ) | (0.3225 ) | (0.7173 ) | (0.192 ) | (0.1494 ) | (0.7173 ) |
| Estimates ( 2 ) | 0 | -0.1229 | -0.2067 | -0.1986 | -0.4471 | -0.3818 | -0.1986 |
| (p-val) | (NA ) | (0.5892 ) | (0.2594 ) | (0.7458 ) | (0.193 ) | (0.1343 ) | (0.7458 ) |
| Estimates ( 3 ) | 0 | -0.13 | -0.2019 | 0 | -0.4962 | -0.3791 | -0.3438 |
| (p-val) | (NA ) | (0.6064 ) | (0.281 ) | (NA ) | (0.065 ) | (0.1462 ) | (0.1941 ) |
| Estimates ( 4 ) | 0 | 0 | -0.1948 | 0 | -0.4123 | -0.4225 | -0.4268 |
| (p-val) | (NA ) | (NA ) | (0.3073 ) | (NA ) | (0.0799 ) | (0.0259 ) | (0.0572 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0 | -0.2166 | -0.2705 | -0.6042 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0714 ) | (0.0124 ) | (0 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | 0 | -0.1897 | -0.6971 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0637 ) | (0 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -1.352 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) |
| 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 |
| 8.79924648405059e-05 |
| -0.00446804241594117 |
| 0.00133409589354687 |
| -0.000905433734536891 |
| 0.00188283044918937 |
| -0.00327566447627855 |
| 0.00630950036769254 |
| 0.000516714700819214 |
| -0.0026916501036922 |
| -0.00244357731086336 |
| -0.00225918189669532 |
| -0.000242196518985557 |
| -0.00111580751826973 |
| -0.00354679526829208 |
| -0.00266365383431838 |
| 0.00266143304195049 |
| 0.000115651267545559 |
| -0.00115351080302502 |
| 0.00317281658174129 |
| -0.000642541956777689 |
| -0.00208552411552487 |
| -0.00133158651823936 |
| -0.00168868165126776 |
| -0.000472431055053494 |
| -0.00097911582855122 |
| -0.00142705573171918 |
| 4.42375937947675e-05 |
| -0.00042640727737247 |
| 0.00208600079746168 |
| -0.000172533300239599 |
| 0.00219144208075579 |
| -0.00155526132534043 |
| -0.00156783129322139 |
| -0.00162140595583346 |
| -0.00156369281624266 |
| 0.00121534308568816 |
| 0.00049138769232644 |
| -0.00122140566398158 |
| -0.00170527432724819 |
| 0.00122895201937421 |
| -0.000463940594476366 |
| -0.00267505886022757 |
| 0.00386624376316749 |
| -0.00175401036398281 |
| -0.00189981460124793 |
| -0.00254980061205246 |
| -0.00212033483912949 |
| 0.0012717045899655 |
| 6.69774149223007e-05 |
| -0.00214016156445615 |
| -0.00210174429647622 |
| 0.00146707763840766 |
| -0.00135493753693693 |
| -0.00274483909333995 |
| 0.00439936964932568 |
| -0.00239549031523302 |
| -0.0025524627137387 |
| -0.00231570124169239 |
| -0.00223183393854756 |
| 0.000946461862712772 |
| -0.00138700442147675 |
| -0.00192367762055481 |
| -0.00248214330482086 |
| -0.00199919891077922 |
| -0.000777775393243058 |
| -0.00306571910540031 |
| 0.00372019343191297 |
| -0.00183517957883236 |
| -0.00127539834482071 |
| -0.00181203017674905 |
| -0.00180976831332168 |
| 0.00125615434969442 |
| 0.000615464181209224 |
| -0.00161046771721436 |
| -0.00132632066776865 |
| 0.00052642275046727 |
| -0.00056938844751217 |
| -0.00186419234668395 |
| 0.00387068396683826 |
| -0.00201656525663026 |
| -0.00183366229812063 |
| -0.00179736986017025 |
| -0.00136950279155998 |
| 0.00147447082676842 |
| 0.000876776392476089 |
| -0.00305982982539442 |
| -0.00188498228014206 |
| 0.00138627598975133 |
| -0.00016993258290128 |
| -0.00231004770537908 |
| 0.00528773036303846 |
| -0.00177003191649751 |
| -0.00181354284843503 |
| -0.00233625392775433 |
| -0.00128575626666001 |
| 0.00124684658794712 |
| -0.00102009834169581 |
| -0.0026116760407785 |
| 0.000552725934124865 |
| -0.00176466325643812 |
| 0.000706073516523034 |
| -0.00241770335583888 |
| 0.00593020992650155 |
| -0.00239597366368648 |
| -0.000943788626094427 |
| -0.00180390695670789 |
| -0.00251853137347233 |
| 0.0011763702949486 |
| 2.9754864467213e-05 |
| -0.000645634299118125 |
| -0.00169351002857367 |
| 0.000526261934507291 |
| -0.001542209999123 |
| -0.00166469029683559 |
