| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0463 | -0.0128 | -0.5365 | 0.008 | 0.6912 | -0.2703 | -0.9991 |
| (p-val) | (0.8789 ) | (0.9185 ) | (1e-04 ) | (0.9845 ) | (0.0018 ) | (0.2013 ) | (0.0704 ) |
| Estimates ( 2 ) | 0.0517 | -0.0135 | -0.5362 | 0 | 0.6919 | -0.2698 | -0.9995 |
| (p-val) | (0.669 ) | (0.9103 ) | (0 ) | (NA ) | (0.0015 ) | (0.1973 ) | (0.07 ) |
| Estimates ( 3 ) | 0.0506 | 0 | -0.5377 | 0 | 0.6912 | -0.2711 | -0.9994 |
| (p-val) | (0.6746 ) | (NA ) | (0 ) | (NA ) | (0.0015 ) | (0.1937 ) | (0.0724 ) |
| Estimates ( 4 ) | 0 | 0 | -0.5415 | 0 | 0.6933 | -0.2576 | -0.9994 |
| (p-val) | (NA ) | (NA ) | (0 ) | (NA ) | (0.0016 ) | (0.2141 ) | (0.0648 ) |
| Estimates ( 5 ) | 0 | 0 | -0.5307 | 0 | 0.7709 | 0 | -0.9996 |
| (p-val) | (NA ) | (NA ) | (0 ) | (NA ) | (4e-04 ) | (NA ) | (0.0029 ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -0.00718007462643042 |
| -0.0161047462979930 |
| -0.0151733448919536 |
| 0.00792581291521439 |
| -0.00451669744585923 |
| -0.00962221164258483 |
| 0.0153487343945088 |
| -0.0398445095470773 |
| 0.000203879333352294 |
| 0.00490881231949753 |
| 0.0576691134880123 |
| 0.0152088379023319 |
| -0.000596429434483399 |
| -0.0562537835908787 |
| 0.00818091333672957 |
| -0.00908413197246646 |
| -0.0803435250534583 |
| -0.00809218691441411 |
| 0.00381154953306526 |
| 0.0610104030987454 |
| -0.00509599570088871 |
| -0.00559215184484199 |
| -0.0551434778909268 |
| -0.0126702812945111 |
| -0.00697145565954327 |
| -0.00941005425820133 |
| -0.00259017139792341 |
| 0.00177621212589167 |
| 0.00442919276020571 |
| 0.00217852439812771 |
| -0.0149783147667258 |
| 0.0183030240765447 |
| -0.000902907203492532 |
| -0.00878260486363271 |
| 0.00917352455622635 |
| 0.0144496442026332 |
| -0.0191608594393843 |
| -0.0060448350232184 |
| -0.0154063675129768 |
| -0.0207381044570237 |
| 0.0202071364367749 |
| -0.0248090823490879 |
| -0.0134523942520152 |
| 0.048687379761443 |
| -0.0178633302307175 |
| -0.0278928923602167 |
| -0.0192547155417465 |
| -0.00295220346819141 |
| -0.0368242982417144 |
