| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ar2 | ar3 | sar1 | sar2 |
| Estimates ( 1 ) | -0.6448 | -0.4809 | 0.1727 | -0.6069 | -0.3671 |
| (p-val) | (0 ) | (0.0045 ) | (0.2135 ) | (1e-04 ) | (0.0111 ) |
| Estimates ( 2 ) | -0.7515 | -0.6097 | 0 | -0.582 | -0.3739 |
| (p-val) | (0 ) | (0 ) | (NA ) | (6e-04 ) | (0.0145 ) |
| Estimates ( 3 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -0.00621691861962557 |
| 0.00924123590162522 |
| 0.00811432482087955 |
| -0.00358063641743856 |
| -0.00976780897234346 |
| -0.0136982105631839 |
| -0.0129239001199018 |
| 1.94065418029546e-05 |
| 0.00451048140701457 |
| 0.00106924728608226 |
| 0.00189102564362105 |
| 0.00191312183381770 |
| 0.00205790617998147 |
| -0.00531368752485584 |
| -0.00601214067596434 |
| 0.00446070375706231 |
| -0.00111590093139124 |
| -0.0102340055834675 |
| 0.00267709988550813 |
| 0.0160146762707241 |
| 0.00960966095787708 |
| 0.00558125178930524 |
| 0.00289387246195627 |
| -0.0133049108067285 |
| -0.0125332537059553 |
| 0.00190960378192617 |
| -0.091588139151125 |
| 0.017535697713706 |
| 0.00897784932509804 |
| 0.0131021465549734 |
| 0.0184340413460236 |
| 0.0185192285367224 |
| -0.00197619081838329 |
| -0.0143680742682459 |
| -0.00359161426889631 |
| 0.0301001355004704 |
| 0.00315025240736766 |
| -0.00120389935759491 |
| -0.00130952612005331 |
| -0.00262200065182672 |
| -0.0079477301685138 |
| -0.000711689922715308 |
| -0.000994841994875984 |
| -0.00325050564298213 |
| 0.00574952362706949 |
| 0.00988150441011992 |
| 0.000301220110009659 |
| -0.00748836249031193 |
| -0.00437239557704228 |
| 0.000344960502431491 |
| -0.00457076018364511 |
| 0.000381810623284906 |
| 0.007068958421379 |
