| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0649 | -0.0233 | -0.5148 | -0.1295 | -0.3138 | 0.6748 | 0.9645 |
| (p-val) | (0.7532 ) | (0.8162 ) | (0 ) | (0.6016 ) | (0.0325 ) | (0 ) | (0.0014 ) |
| Estimates ( 2 ) | 0.0673 | 0 | -0.5173 | -0.134 | -0.3154 | 0.6744 | 0.9663 |
| (p-val) | (0.7378 ) | (NA ) | (0 ) | (0.5881 ) | (0.0026 ) | (0 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0 | -0.5212 | -0.063 | -0.3121 | 0.6783 | 0.968 |
| (p-val) | (NA ) | (NA ) | (0 ) | (0.6089 ) | (0.0022 ) | (0 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0 | -0.518 | 0 | -0.3126 | 0.6777 | 0.9683 |
| (p-val) | (NA ) | (NA ) | (0 ) | (NA ) | (0.0024 ) | (0 ) | (0 ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.00629999113642344 |
| -0.0596136194063688 |
| -0.123211938821629 |
| 0.174016827121876 |
| -0.107939440699518 |
| -0.166883593399730 |
| 0.191715016124774 |
| 0.281292673420345 |
| -0.000608651447146258 |
| 0.90353827000456 |
| -0.126393475192992 |
| -0.0476530118316422 |
| 0.565662301610486 |
| -0.134725302222913 |
| 0.0909767644626416 |
| -0.481124040999811 |
| -0.0798992077278566 |
| 0.123379811610012 |
| 0.326556033338038 |
| -0.153696386052729 |
| -0.0708499952589312 |
| 0.128753070729139 |
| -0.0146730636099649 |
| 0.0401553823889838 |
| 0.0548198789566173 |
| 0.00287837745756480 |
| -0.0360125006333614 |
| -0.0989071446013109 |
| -0.0531509337503113 |
| 0.0605783644363497 |
| -0.0244290843226055 |
| 0.0870113958309314 |
| 0.116519544652408 |
| -0.200139519189108 |
| -0.00345278133418167 |
| 0.0740709902765758 |
| -0.0705975761653782 |
| 0.0364714725159083 |
| -0.0257904355032063 |
| -0.842559330480234 |
| -0.0529897498095678 |
| -0.000927356629710465 |
| 0.741332977167697 |
| 0.122890776152932 |
| 0.0385091825904608 |
| -0.173824044124402 |
| -0.044131226691716 |
| -0.0726783058885917 |
| -0.246964072313779 |
| -0.0515736257247573 |
| -0.0578577380390314 |
| 0.397737167611 |
| 0.0955350228773066 |
| -0.162467086134877 |
| -0.209679585607493 |
| -0.0389450374084741 |
| -0.100745394825058 |
| 0.100025324930866 |
| -0.0735112199529221 |
| -0.0063274442450193 |
| 0.245868738153088 |
| -0.0157805122456686 |
| -0.145201781824706 |
| 0.229267442764982 |
| 0.0153674531224489 |
| -0.0230247092134778 |
| -0.643426320172006 |
| 0.0137849003610783 |
| -0.0563605148003243 |
| -0.229056418639951 |
| -0.0668741249285637 |
| -0.250413650286985 |
