| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1832 | -0.0678 | -0.4436 | -0.2462 | 0.3614 | -0.2166 | -0.9998 |
| (p-val) | (0.7192 ) | (0.6157 ) | (0.0147 ) | (0.7065 ) | (0.0935 ) | (0.4725 ) | (0.5203 ) |
| Estimates ( 2 ) | 0 | -0.0563 | -0.4664 | -0.0306 | 0.362 | -0.1947 | -0.9992 |
| (p-val) | (NA ) | (0.6558 ) | (0.0014 ) | (0.8431 ) | (0.0947 ) | (0.5115 ) | (0.434 ) |
| Estimates ( 3 ) | 0 | -0.0559 | -0.4642 | 0 | 0.3573 | -0.1965 | -1.0005 |
| (p-val) | (NA ) | (0.6589 ) | (0.0014 ) | (NA ) | (0.0964 ) | (0.5064 ) | (0.4243 ) |
| Estimates ( 4 ) | 0 | 0 | -0.4638 | 0 | 0.3486 | -0.1962 | -0.9985 |
| (p-val) | (NA ) | (NA ) | (0.0014 ) | (NA ) | (0.1041 ) | (0.507 ) | (0.4668 ) |
| Estimates ( 5 ) | 0 | 0 | -0.488 | 0 | 0.4124 | 0 | -0.9992 |
| (p-val) | (NA ) | (NA ) | (4e-04 ) | (NA ) | (0.0466 ) | (NA ) | (0.1468 ) |
| Estimates ( 6 ) | 0 | 0 | -0.5271 | 0 | -0.3317 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0 ) | (NA ) | (0.0409 ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -0.0270241445914126 |
| -4.15985203764392e-05 |
| -4.71564807232549e-05 |
| 0.074608257466791 |
| -8.78440892624426e-06 |
| -0.672883349838305 |
| 0.0387110679828922 |
| -9.76779782417108e-06 |
| 0.599095899504094 |
| 0.00467216910723649 |
| -2.38649217857090e-05 |
| -0.315798808127945 |
| -0.00973174119077954 |
| -0.0873269077991939 |
| -0.268181140360116 |
| 0.0208091793953472 |
| -0.0423688325156033 |
| 0.539373590787594 |
| 0.0987223883190398 |
| -0.177238454207196 |
| -0.352702516983866 |
| -0.0414035274018648 |
| -0.083111753344775 |
| 0.00536205734659646 |
| -0.0505515109284127 |
| -0.0312774511414949 |
| 0.172107145309883 |
| 0.0164817741582300 |
| -0.105658742579198 |
| 0.292404389402516 |
| 0.0410125524051896 |
| -0.0199766112752285 |
| -0.686937519093817 |
| -0.0135344606911849 |
| -0.0760228103898655 |
| -0.300918567991244 |
| -0.0224037203718124 |
| -0.252466202387083 |
| 0.165990420346424 |
| -0.0779856129719014 |
| -0.230732662402762 |
| 0.486912235946702 |
| -0.194449943015247 |
| -0.265898227594253 |
| 0.291780605444579 |
| -0.101259838196459 |
| -0.314743113441016 |
| -0.194402363838198 |
