| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.018 | -0.2821 | -0.1063 | -0.0371 | -0.0292 | -0.0691 | -0.9961 |
| (p-val) | (0.9749 ) | (0.0434 ) | (0.611 ) | (0.9477 ) | (0.8912 ) | (0.759 ) | (0.1759 ) |
| Estimates ( 2 ) | 0 | -0.2818 | -0.1113 | -0.0198 | -0.0295 | -0.0699 | -1.0042 |
| (p-val) | (NA ) | (0.0428 ) | (0.3962 ) | (0.8833 ) | (0.8899 ) | (0.7552 ) | (0.1773 ) |
| Estimates ( 3 ) | 0 | -0.2868 | -0.1131 | -0.0203 | 0 | -0.0562 | -1.0022 |
| (p-val) | (NA ) | (0.0329 ) | (0.3864 ) | (0.8807 ) | (NA ) | (0.7826 ) | (0.0714 ) |
| Estimates ( 4 ) | 0 | -0.2868 | -0.113 | 0 | 0 | -0.0606 | -1.0027 |
| (p-val) | (NA ) | (0.0328 ) | (0.3871 ) | (NA ) | (NA ) | (0.7627 ) | (0.0698 ) |
| Estimates ( 5 ) | 0 | -0.2813 | -0.1083 | 0 | 0 | 0 | -1.0006 |
| (p-val) | (NA ) | (0.0345 ) | (0.4041 ) | (NA ) | (NA ) | (NA ) | (0.0553 ) |
| Estimates ( 6 ) | 0 | -0.2809 | 0 | 0 | 0 | 0 | -1.002 |
| (p-val) | (NA ) | (0.0365 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0471 ) |
| Estimated ARIMA Residuals |
| Value |
| -0.00231213333806960 |
| -0.00132544129384626 |
| 0.00725845667818143 |
| 0.00605745138113249 |
| 0.00133882031260360 |
| 0.000401880432307826 |
| 0.00123603537822424 |
| -0.00132247713074291 |
| 0.00407284817336661 |
| -0.00344737161067208 |
| -0.00182119833679073 |
| 0.00063896460786587 |
| -0.00163374304384885 |
| 0.00134170352403886 |
| -0.0017196990580481 |
| -0.00170830605939194 |
| -0.00249976821550554 |
| 0.000799432641315696 |
| -0.00104574791976090 |
| -0.00111389273099639 |
| 0.000327698519003263 |
| -0.00304610357416119 |
| 0.00179008632041306 |
| 0.00418738637860028 |
| -0.000733006136223132 |
| 0.00181711643037704 |
| -0.00313448135670110 |
| -0.000788641471585313 |
| 0.00279825187101158 |
| -0.00462712628137449 |
| 0.00100129414023201 |
| -0.00230528894729462 |
| -0.000475134613663462 |
| 0.00416432787914704 |
| 0.000121436222204413 |
| 0.000374885628715706 |
| -0.000551996532963019 |
| 0.00224490629520471 |
| 0.00185657371857997 |
| -0.00519694793404009 |
| 0.00012850482665849 |
| 0.000484088727676778 |
| -0.00208105160727312 |
| 0.00307404700061372 |
| 0.00527975319055940 |
| 0.00378368561463232 |
| -0.000585325780201615 |
| 0.000181778876344447 |
| 0.00783129783000376 |
| -0.00241022664904131 |
| 0.00253705700874673 |
| -0.00254287051685632 |
| 0.000457613362907796 |
| -0.00182348673361954 |
| -0.00121662167451702 |
