| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3225 | -0.3246 | -0.1523 | -0.1153 | 0.2098 | -0.0316 | -0.9998 |
| (p-val) | (0.5661 ) | (0.18 ) | (0.4788 ) | (0.8386 ) | (0.2326 ) | (0.859 ) | (0.0226 ) |
| Estimates ( 2 ) | -0.3172 | -0.3225 | -0.1498 | -0.1244 | 0.2197 | 0 | -1.0003 |
| (p-val) | (0.5764 ) | (0.1889 ) | (0.4915 ) | (0.8274 ) | (0.1884 ) | (NA ) | (0.0092 ) |
| Estimates ( 3 ) | -0.4369 | -0.3673 | -0.186 | 0 | 0.2225 | 0 | -1.0003 |
| (p-val) | (5e-04 ) | (0.0048 ) | (0.1247 ) | (NA ) | (0.1819 ) | (NA ) | (0.0087 ) |
| Estimates ( 4 ) | -0.4488 | -0.3993 | -0.167 | 0 | 0 | 0 | -0.6943 |
| (p-val) | (4e-04 ) | (0.0017 ) | (0.171 ) | (NA ) | (NA ) | (NA ) | (0.001 ) |
| Estimates ( 5 ) | -0.3896 | -0.3364 | 0 | 0 | 0 | 0 | -0.6904 |
| (p-val) | (0.0012 ) | (0.0045 ) | (NA ) | (NA ) | (NA ) | (NA ) | (4e-04 ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -0.0161470029182524 |
| -0.00217918117242405 |
| -0.00101681243724944 |
| 0.0302647334318750 |
| -0.0103707758693905 |
| -0.0316283943452303 |
| 0.0482250575030986 |
| -0.00778388058255816 |
| 0.0739213560071713 |
| -0.0355219211705796 |
| -0.0465860499530978 |
| -0.0183359518482659 |
| 0.0849309396182536 |
| -0.00472883479485204 |
| -0.0457663996097076 |
| 0.0194892368208509 |
| -0.0844586838805345 |
| 0.0158438070140536 |
| 0.0249353169266053 |
| -0.0154862497940329 |
| -0.0570963231046569 |
| 0.0194811649211625 |
| 0.05542357887686 |
| -0.0184271136655211 |
| 0.0550211854847744 |
| 0.0139860059849044 |
| 0.0180850001205276 |
| 0.0113435104270672 |
| -0.00975914295057982 |
| 0.0183856587950422 |
| 0.0651601806871196 |
| -0.00180131284799998 |
| -0.0380454828469899 |
| 0.0227023476550891 |
| -0.0233128896761908 |
| -0.0333407722698318 |
| -0.0775215156899833 |
| 0.0279606227704031 |
| -0.0189672425012947 |
| 0.0261649400887914 |
| 0.0280801227662849 |
| -0.00982841149575672 |
| 0.0757245409696279 |
| -0.0456789455501814 |
| -0.0274673712585132 |
| -0.0363291869956202 |
| 0.0677351537467136 |
| 0.0477360963481313 |
| 0.0230282564519755 |
| 0.0387067842378921 |
| 0.0417253858710914 |
| 0.0146246322736662 |
| 0.0227143621321611 |
| 0.0433601386275023 |
| -0.00274115692977646 |
| -0.0129603851411029 |
| -0.00934895009209842 |
| -0.0515257082121934 |
| 0.00443386032185225 |
| 0.0518640157456822 |
| 0.0171664295790064 |
| 0.0376182080442142 |
| 0.0039243188528491 |
| -0.0577965899903973 |
| -0.0146157607324355 |
| -0.0184907295399863 |
| -0.0449466844100761 |
| 0.0235491858576680 |
| -0.0513516327592869 |
