| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.516 | 0.2381 | 0.0814 | 0.8661 | 0.5144 | 0.2085 | -0.3597 |
| (p-val) | (0.0186 ) | (0.1189 ) | (0.5517 ) | (0 ) | (0.5154 ) | (0.4753 ) | (0.6726 ) |
| Estimates ( 2 ) | -0.53 | 0.23 | 0.0745 | 0.8735 | 0.183 | 0.3061 | 0 |
| (p-val) | (0.0107 ) | (0.1262 ) | (0.5822 ) | (0 ) | (0.1556 ) | (0.018 ) | (NA ) |
| Estimates ( 3 ) | -0.5316 | 0.2074 | 0 | 0.8936 | 0.1607 | 0.3153 | 0 |
| (p-val) | (0.0063 ) | (0.1427 ) | (NA ) | (0 ) | (0.1797 ) | (0.0138 ) | (NA ) |
| Estimates ( 4 ) | 0.105 | -0.0016 | 0 | 0.2776 | 0 | 0.3356 | 0 |
| (p-val) | (0.0077 ) | (0.2831 ) | (NA ) | (0.0113 ) | (NA ) | (0 ) | (NA ) |
| Estimates ( 5 ) | 0.0509 | 0 | 0 | 0.331 | 0 | 0.3388 | 0 |
| (p-val) | (0.0389 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0 ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.0051535540602417 |
| -0.0666367043287501 |
| 0.060079935070895 |
| 0.0152734753850844 |
| 0.00995179254877799 |
| 0.0312322740778422 |
| 0.0234756313153434 |
| 0.0437015015367202 |
| -0.107543405600488 |
| 0.0393630763328297 |
| 0.0787414331936318 |
| -0.031281351129763 |
| 0.0268268428085709 |
| 0.00868607784951963 |
| 0.0318114634226352 |
| 0.114182920271138 |
| -0.044952813963556 |
| 0.0308369729506360 |
| -0.0104632250920655 |
| -0.0152396935452357 |
| 0.00613735330315774 |
| -0.0380212458929757 |
| 0.0326001814983574 |
| 0.0081578707388756 |
| 0.00593092901950621 |
| 0.0418726814989101 |
| -0.0289085793604353 |
| -0.00330590292730583 |
| 0.034483770084288 |
| -0.0450572711587827 |
| 0.177564498210496 |
| 0.129336221582597 |
| -0.00457098390002696 |
| 0.0354417308881355 |
| -0.00653045699379523 |
| 0.00110147116382458 |
| 0.0129871354835291 |
| -0.0114200728131850 |
| -0.00899301043490297 |
| -0.0610280846000535 |
| -0.0352720180748447 |
| 0.0487311487583293 |
| 0.0814922453692608 |
| 0.0724824984020955 |
| -0.0508469863171381 |
| 0.0292881285362139 |
| -0.0555656256606758 |
| 0.0138096267277295 |
| -0.00322511885507737 |
| 0.0141968650872268 |
| 0.0144616151656125 |
| 0.0335710915060972 |
| -0.0264123844815947 |
| 0.0549389769078381 |
| 0.0407931423923333 |
| -0.069799117346367 |
| -0.0215457774729462 |
| -0.0024057151518182 |
| 0.0087183707703149 |
| -0.00314782344879827 |
| 0.0342058374876606 |
| 0.00699474523171517 |
| -0.0239762855732861 |
| -0.00457806562172092 |
| -0.0970933310684163 |
| 0.0242041962161359 |
| -0.018678463382793 |
| 0.0131644661287442 |
| -0.0574232644434831 |
| 0.00164677513801781 |
| -0.00502496956083132 |
| 0.00205400202548667 |
