| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1669 | -0.1156 | -0.1772 | -0.9998 | -0.6482 | -0.0893 | -0.1802 |
| (p-val) | (0.2979 ) | (0.4308 ) | (0.2508 ) | (0 ) | (0.642 ) | (0.9236 ) | (0.9034 ) |
| Estimates ( 2 ) | 0.1677 | -0.1145 | -0.1782 | -1.0042 | -0.498 | 0 | -0.3631 |
| (p-val) | (0.2703 ) | (0.435 ) | (0.2448 ) | (0 ) | (0.0436 ) | (NA ) | (0.3147 ) |
| Estimates ( 3 ) | 0.1449 | 0 | -0.2015 | -1.0038 | -0.4951 | 0 | -0.3749 |
| (p-val) | (0.3316 ) | (NA ) | (0.1809 ) | (0 ) | (0.0415 ) | (NA ) | (0.3001 ) |
| Estimates ( 4 ) | 0 | 0 | -0.23 | -1.0047 | -0.4924 | 0 | -0.4081 |
| (p-val) | (NA ) | (NA ) | (0.1231 ) | (0 ) | (0.0299 ) | (NA ) | (0.2312 ) |
| Estimates ( 5 ) | 0 | 0 | -0.2266 | -1.005 | -0.6829 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.1315 ) | (0 ) | (0 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -1.0038 | -0.6761 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.00439958302135495 |
| 0.00200532894711501 |
| -0.00627506816071457 |
| -0.0241069598313034 |
| 0.047540256873412 |
| -0.014111318274618 |
| -0.0520126183550092 |
| -0.0017102889965763 |
| -0.0239894242674517 |
| 0.0212543246261824 |
| 0.0433026472220479 |
| 0.0207584513140139 |
| 0.0169251323977911 |
| 0.011786142289265 |
| -0.00728033362387927 |
| -0.00756667411788703 |
| -0.0235473697135990 |
| 0.00430680134568293 |
| 0.0240809899684963 |
| 0.0116380319405951 |
| -0.0225873301619406 |
| 0.00420168456651682 |
| 0.00207546648751092 |
| -0.0365135900114598 |
| 0.00593594421832902 |
| 0.0151257738387516 |
| 0.0119428697683331 |
| 0.0555285449657393 |
| 0.00679520615215467 |
| 0.0320708819019066 |
| -0.00372440379429004 |
| 0.00914738062700125 |
| 0.00652230488965574 |
| 0.00788154292510605 |
| -0.0236149000491563 |
| 0.00599029930245213 |
| 0.0199276540360547 |
| -0.0094398683456014 |
| 0.000735659469632567 |
| 0.064881617385333 |
| -0.00607267525111548 |
| -0.0603122608962294 |
| -0.0444488269332202 |
| -0.0124233282123210 |
| 0.0249214009873783 |
| -0.0189422488299646 |
| 0.0347877862205179 |
