| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.3767 | -0.0844 | -0.3589 | -0.5338 | 0.3236 | -0.2667 | -0.9994 |
| (p-val) | (0.179 ) | (0.5606 ) | (0.0337 ) | (0.088 ) | (0.1023 ) | (0.2852 ) | (0.1189 ) |
| Estimates ( 2 ) | 0.3528 | 0 | -0.3888 | -0.5467 | 0.3151 | -0.2616 | -0.9997 |
| (p-val) | (0.1678 ) | (NA ) | (0.0101 ) | (0.0653 ) | (0.1128 ) | (0.2951 ) | (0.1304 ) |
| Estimates ( 3 ) | 0.3026 | 0 | -0.4289 | -0.4921 | 0.41 | 0 | -1.0006 |
| (p-val) | (0.3176 ) | (NA ) | (0.0054 ) | (0.2063 ) | (0.043 ) | (NA ) | (0.0306 ) |
| Estimates ( 4 ) | 0 | 0 | -0.4733 | -0.0855 | 0.3942 | 0 | -0.9999 |
| (p-val) | (NA ) | (NA ) | (5e-04 ) | (0.6243 ) | (0.0466 ) | (NA ) | (0.0415 ) |
| Estimates ( 5 ) | 0 | 0 | -0.465 | 0 | 0.3948 | 0 | -0.9999 |
| (p-val) | (NA ) | (NA ) | (6e-04 ) | (NA ) | (0.0474 ) | (NA ) | (0.0435 ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -0.007174068323693 |
| 0.00837108137342834 |
| 0.00157140918757137 |
| -0.000643175233148797 |
| 0.00320366235072089 |
| 0.0108307160449628 |
| 0.00125184427749729 |
| -0.0831837638143383 |
| -0.00272917911556520 |
| 0.000511718325117624 |
| 0.0717790190606497 |
| 0.00402557915402475 |
| 0.000676255917209026 |
| -0.0363876050212324 |
| -0.00390996426747058 |
| -0.0106269563760956 |
| -0.0312684542171285 |
| 0.000552710576103546 |
| -0.00473455864702198 |
| 0.0668596370338132 |
| 0.0190684020744148 |
| -0.0212814345312873 |
| -0.0438593533750941 |
| -0.00803310171877805 |
| -0.0108858054797067 |
| -0.00526917197785588 |
| -0.00457325097952925 |
| -0.00424020372583770 |
| 0.0168951280464051 |
| 0.00415591238165018 |
| -0.0118031861766840 |
| 0.0357582105669633 |
| 0.00875833814468873 |
| -0.00177562421384827 |
| -0.0838454513759895 |
| -0.00846121976842996 |
| -0.0102760050456355 |
| -0.0376290989835201 |
| -0.00591266486806886 |
| -0.0322946990738901 |
| 0.0193505204486656 |
| -0.0081851549884289 |
| -0.0313613361299916 |
| 0.059432574736996 |
| -0.0194438749244535 |
| -0.0373637573120493 |
| 0.0334022101247666 |
| 0.00259625475909332 |
| -0.0408390613352506 |
