| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ar2 | ar3 | sar1 | sar2 |
| Estimates ( 1 ) | -0.2676 | -0.028 | -0.1679 | -0.7389 | -0.2251 |
| (p-val) | (0.0509 ) | (0.8609 ) | (0.2158 ) | (1e-04 ) | (0.1973 ) |
| Estimates ( 2 ) | -0.26 | 0 | -0.1625 | -0.754 | -0.2312 |
| (p-val) | (0.0451 ) | (NA ) | (0.2188 ) | (0 ) | (0.1754 ) |
| Estimates ( 3 ) | -0.2758 | 0 | 0 | -0.7442 | -0.2302 |
| (p-val) | (0.036 ) | (NA ) | (NA ) | (0 ) | (0.1798 ) |
| Estimates ( 4 ) | -0.2681 | 0 | 0 | -0.6118 | 0 |
| (p-val) | (0.0458 ) | (NA ) | (NA ) | (0 ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.000953461729980812 |
| -0.0569101464218478 |
| 0.0114233162752314 |
| -0.0871190622857896 |
| -0.0444281055769495 |
| 0.0333368666259414 |
| 0.194704755977581 |
| -0.133353120942145 |
| -0.0285168391700838 |
| -0.0363655656431190 |
| -0.0292629186360326 |
| 0.0530894830904098 |
| -0.0525914154196951 |
| -0.0386365462548281 |
| 0.090566136275336 |
| 0.0207026569389061 |
| 0.0692128272149964 |
| -0.178067258929560 |
| -0.0328419411633232 |
| -0.0739405859319501 |
| -0.0217306028713136 |
| -0.0155451837263637 |
| 0.0193142214554906 |
| -0.0816522001420693 |
| -0.0296748246681962 |
| 0.0630047763174753 |
| 0.0658730806229442 |
| -0.0122353073404458 |
| -0.00939186116981672 |
| -0.114781577037343 |
| -0.0532857423487761 |
| -0.0656657839937065 |
| -0.0225349518427599 |
| -0.0229231761304629 |
| 0.00730037880271373 |
| 0.0166961217654499 |
| 0.00361245267112364 |
| -0.00760295848135872 |
| 0.00223311886393862 |
| -0.0187323295391295 |
| 0.0451844857148377 |
| -0.0580650941189386 |
| -0.0600601820625225 |
| 0.000136965900622954 |
| 0.0122132432331972 |
| 0.0044255762836708 |
| 0.0680835040726765 |
| 0.100703937060142 |
| -0.0365566352690836 |
| -0.0641132143464287 |
| 0.0594908526896633 |
| -0.0125547552563741 |
| 0.0337828622355548 |
| -0.0173847051725452 |
| 0.110062607007236 |
| 0.0468059773663448 |
| 0.0136303206151601 |
| 0.0439033538049421 |
| -0.00943301241449035 |
| -0.123520788413688 |
