| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2472 | -0.0642 | -0.4362 | -0.3561 | 0.3018 | -0.4302 | -0.9993 |
| (p-val) | (0.4198 ) | (0.6323 ) | (0.0072 ) | (0.3374 ) | (0.0923 ) | (0.0325 ) | (0.1873 ) |
| Estimates ( 2 ) | 0.2343 | 0 | -0.4539 | -0.3663 | 0.3034 | -0.4261 | -0.9994 |
| (p-val) | (0.4331 ) | (NA ) | (0.0025 ) | (0.3364 ) | (0.0916 ) | (0.0346 ) | (0.1766 ) |
| Estimates ( 3 ) | 0 | 0 | -0.48 | -0.0869 | 0.3054 | -0.4054 | -0.9993 |
| (p-val) | (NA ) | (NA ) | (7e-04 ) | (0.5925 ) | (0.0948 ) | (0.047 ) | (0.2105 ) |
| Estimates ( 4 ) | 0 | 0 | -0.47 | 0 | 0.3074 | -0.4018 | -0.9991 |
| (p-val) | (NA ) | (NA ) | (9e-04 ) | (NA ) | (0.0949 ) | (0.0497 ) | (0.2301 ) |
| Estimates ( 5 ) | 0 | 0 | -0.4834 | 0 | -0.2197 | -0.3892 | 0 |
| (p-val) | (NA ) | (NA ) | (4e-04 ) | (NA ) | (0.1604 ) | (0.0235 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | -0.4928 | 0 | 0 | -0.3737 | 0 |
| (p-val) | (NA ) | (NA ) | (2e-04 ) | (NA ) | (NA ) | (0.0336 ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -0.0251493099611877 |
| 0.080366781830014 |
| 0.0803633812264673 |
| -0.321656665287581 |
| 0.0425522796378086 |
| 0.0425515986020858 |
| -0.170230874969728 |
| 0.0939279240186272 |
| 0.0029096087113687 |
| -0.73980475887708 |
| 0.0377813086174004 |
| -0.00606393631105966 |
| 0.676833083524591 |
| 0.0127080055577478 |
| 0.0127056082130096 |
| -0.402086020575196 |
| 0.00391966400800503 |
| -0.0882661295700052 |
| -0.319615423381609 |
| 0.0210562388848433 |
| -0.0379498592131643 |
| 0.631738752673107 |
| 0.0867396924850818 |
| -0.200413272633856 |
| -0.402144551250925 |
| -0.0260925381617518 |
| -0.0531791957143953 |
| -0.0602136259049976 |
| -0.0295282045044233 |
| -0.00315398045102972 |
| 0.141182392349111 |
| 0.0389201055691417 |
| -0.110620769567904 |
| 0.0750147315726318 |
| 0.0407847212193296 |
| 0.00771772343856549 |
| -0.560442003661984 |
| -0.0113485812777427 |
| -0.0728979642845837 |
| -0.404452065703297 |
| -0.0106207695737872 |
| -0.287263680463294 |
| 0.0816499644194906 |
| -0.0999999999999979 |
| -0.237471870964615 |
| 0.722458491727517 |
| -0.209423469267735 |
| -0.314835204788666 |
| 0.251839364095989 |
