| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.6869 | 0.2994 | -0.4512 | 0.1997 | -0.1586 | -0.9999 |
| (p-val) | (1e-04 ) | (0.0591 ) | (0.0028 ) | (0.1796 ) | (0.3538 ) | (0 ) |
| Estimates ( 2 ) | 0.6861 | 0.2997 | -0.4933 | 0.2199 | 0 | -0.9999 |
| (p-val) | (0 ) | (0.0531 ) | (4e-04 ) | (0.1523 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | 0.68 | 0.3122 | -0.5027 | 0 | 0 | -1 |
| (p-val) | (0 ) | (0.0391 ) | (2e-04 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.00454854345440984 |
| -0.0897471583719678 |
| -0.0464845325444593 |
| -0.0326104306665288 |
| 0.113053021191548 |
| 0.0350304270596078 |
| -0.00676248571009058 |
| 0.0411039548084284 |
| -0.0276578389679480 |
| 0.0212125585248654 |
| 0.0447016563187705 |
| -0.0366069509365075 |
| -0.00269995015077932 |
| -0.0264350331898808 |
| -0.0272197982496044 |
| -0.0710375328752371 |
| 0.0135540341474781 |
| 0.00539359992379945 |
| -0.0198891127251396 |
| 0.0548365187354447 |
| -0.0852063368287376 |
| 0.00953015833694707 |
| 0.00105462358063218 |
| -0.0256700201767842 |
| 0.0917886050210236 |
| -0.0211093638247870 |
| -0.0293347787309506 |
| 0.091129032522074 |
| 0.0795388741385172 |
| -0.0437516810079210 |
| 0.054394946469987 |
| 0.0486166892714016 |
| 0.0809709505105939 |
| -0.00230165289169335 |
| -0.0517683623275929 |
| -0.0458719730406633 |
| 0.0268786034701641 |
| -0.00466983796019473 |
| -0.0135932545954716 |
| -0.0192830699991348 |
| -0.0107470829166998 |
| -0.0437788049106031 |
| 0.0968908511754773 |
| -0.0594891988444712 |
| -0.0147915466054620 |
| 0.0379006662581158 |
| -0.0899409421150474 |
| 0.0616742749798629 |
| 0.0698827479306724 |
| 0.0109378721506891 |
| 0.0173514160182733 |
| 0.0372985414256652 |
| -0.0681962745596848 |
| 0.0892870290619476 |
| 0.0194005054415176 |
| -0.0473921995805861 |
| 0.00759776016009511 |
| 0.0321447851781381 |
| 0.0700875835933839 |
| 0.047535832416715 |
| -0.0183087706991914 |
| 0.0460269649637023 |
| -0.0348596845315175 |
| -0.0329107441011128 |
| -0.00577094373507232 |
| 0.0042946295784797 |
| 0.00823799036260485 |
| 0.0747009028351478 |
| 0.0337999793592759 |
