| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0594 | 0.238 | -0.5841 | 0.3204 | -0.9615 | -0.7507 | 0.3204 |
| (p-val) | (0.7616 ) | (0.0786 ) | (1e-04 ) | (0.4242 ) | (0 ) | (0 ) | (0.4242 ) |
| Estimates ( 2 ) | 0 | 0.2374 | -0.5681 | 0.3485 | -0.9688 | -0.7444 | 0.3485 |
| (p-val) | (NA ) | (0.0723 ) | (1e-04 ) | (0.3414 ) | (0 ) | (0 ) | (0.3414 ) |
| Estimates ( 3 ) | 0 | 0.2661 | -0.5593 | 0 | -0.8946 | -0.6738 | 0.6008 |
| (p-val) | (NA ) | (0.047 ) | (1e-04 ) | (NA ) | (0 ) | (0 ) | (3e-04 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.000786002554469307 |
| 0.321678571530025 |
| 0.126337068597336 |
| 0.0300051382992453 |
| 0.0452043964860156 |
| 0.111592284461202 |
| 0.0134693425476287 |
| 0.0619263695103171 |
| 0.103280915507745 |
| 0.000813593066321712 |
| 0.0161871657439464 |
| -0.0553483521332543 |
| 0.0380964214879051 |
| -0.0836026799202338 |
| -0.0345666568798899 |
| 0.0332163236358499 |
| 0.00815073365131669 |
| 0.00370271322957277 |
| -0.0168818373854683 |
| -0.0192651871228514 |
| -0.0524386895048389 |
| -0.0390247976824936 |
| -0.030333507496134 |
| -0.00120856555486104 |
| 0.0478027064495297 |
| -0.00179816899089857 |
| 0.0211852660664000 |
| -0.0972054976349126 |
| -0.0330774635635727 |
| -0.135800837911623 |
| -0.00151085482015445 |
| 0.00757856264803647 |
| -0.0488872314288604 |
| 0.0179339606329421 |
| -0.0461499142588648 |
| 0.0734322737933009 |
| -0.0322727211531304 |
| 0.0638076839548669 |
| 0.0297140036192847 |
| -0.0191934881235103 |
| -0.0862346767952633 |
| 0.0721933453128614 |
| 0.0156242059331830 |
| 0.008073040947713 |
| 0.0110186190641033 |
| -0.0335633496425269 |
| 0.0917316469243157 |
| -0.0316382978096212 |
| -0.0129433200485121 |
| -0.0586356931229584 |
| -0.0492553485564700 |
| 0.105195600049878 |
| 0.0694858787172421 |
| -0.0127917877566692 |
| 0.0209067024349083 |
| 0.0179772763010355 |
| 0.0183676286440622 |
| 0.0725525058533067 |
| -0.029034850372867 |
| -0.0295324644584338 |
| -0.00817473529925561 |
| 0.0431105923677328 |
| 0.0666546778953352 |
| -0.0554334667430514 |
| 0.00499784055886066 |
| 0.0462023843231227 |
| 0.0182335666743141 |
| 0.0214448374731946 |
| 0.00173278548619105 |
| -0.051568635475117 |
| 8.43326026398472e-05 |
| 0.0351559832448931 |
