| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0296 | -0.017 | 0.3461 | -0.9594 | -0.0015 | -0.5624 | -0.9712 |
| (p-val) | (0.9012 ) | (0.931 ) | (0.0793 ) | (0.0151 ) | (0.9937 ) | (7e-04 ) | (0.6818 ) |
| Estimates ( 2 ) | 0.03 | -0.0174 | 0.3457 | -1.0429 | 0 | -0.562 | -0.9624 |
| (p-val) | (0.8921 ) | (0.9295 ) | (0.0784 ) | (0.0131 ) | (NA ) | (3e-04 ) | (0.6286 ) |
| Estimates ( 3 ) | 0.0394 | 0 | 0.3529 | -0.9913 | 0 | -0.5618 | -0.9723 |
| (p-val) | (0.8127 ) | (NA ) | (0.0305 ) | (0.2588 ) | (NA ) | (2e-04 ) | (0.6481 ) |
| Estimates ( 4 ) | 0 | 0 | 0.3387 | -1.0571 | 0 | -0.5553 | -0.9873 |
| (p-val) | (NA ) | (NA ) | (0.0337 ) | (0 ) | (NA ) | (3e-04 ) | (0.4972 ) |
| Estimates ( 5 ) | 0 | 0 | 0.2807 | -1.0815 | 0 | -0.5305 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0873 ) | (0 ) | (NA ) | (8e-04 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -1.2058 | 0 | -0.4642 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.0055 ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -0.0159638532829408 |
| -0.0225657069357223 |
| -0.0174019273222234 |
| 0.0651553640551745 |
| -0.145012972519764 |
| -0.0469470125313633 |
| -0.017577658172166 |
| -0.00134992523967736 |
| -0.000693026199286743 |
| 0.0528650772267529 |
| -0.0128507550989017 |
| 0.00646484520007953 |
| -0.0276259064355966 |
| -0.0560587158816416 |
| 0.0139547837747227 |
| 0.0113676788492657 |
| 0.0415935342962231 |
| -0.0340084341728658 |
| -0.0432752093601953 |
| -0.0132114076253396 |
| 0.0387784451459677 |
| -0.0560867999852223 |
| -0.112474671215459 |
| -0.0426875387879434 |
| 0.0116849141279084 |
| -0.0115717109243244 |
| -0.0137800171844665 |
| -0.0582933957483247 |
| -0.0553381698991441 |
| 0.0315007154596505 |
| 0.0970611371275192 |
| -0.0375935632730557 |
| 0.0334069237621878 |
| 0.0260853848426699 |
| 0.0293478548985809 |
| 0.0168936402624370 |
| -0.0278742427512918 |
| 0.0286830159744677 |
| 0.0348003616774325 |
| 0.0179561406551503 |
| 0.0166588290662933 |
| -0.0413987445590323 |
| -0.0581838737435594 |
| -0.00405842288134989 |
| -0.00444256405402793 |
| -0.0242487565127637 |
| -0.00175402902524562 |
| -0.020768309727409 |
