| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2255 | -0.127 | -0.3345 | -0.8394 | 0.0102 | 0.5742 | -0.9745 |
| (p-val) | (0.1342 ) | (0.3896 ) | (0.018 ) | (0 ) | (0.9574 ) | (0.0099 ) | (1e-04 ) |
| Estimates ( 2 ) | -0.2252 | -0.1268 | -0.3349 | -0.8397 | 0 | 0.5661 | -0.9702 |
| (p-val) | (0.1343 ) | (0.39 ) | (0.0176 ) | (0 ) | (NA ) | (4e-04 ) | (2e-04 ) |
| Estimates ( 3 ) | -0.1711 | 0 | -0.2938 | -0.8843 | 0 | 0.5508 | -0.9726 |
| (p-val) | (0.2156 ) | (NA ) | (0.0329 ) | (0 ) | (NA ) | (7e-04 ) | (1e-04 ) |
| Estimates ( 4 ) | 0 | 0 | -0.2719 | -0.9414 | 0 | 0.5192 | -0.975 |
| (p-val) | (NA ) | (NA ) | (0.0571 ) | (0 ) | (NA ) | (0.002 ) | (1e-04 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -0.9959 | 0 | 0.4765 | -0.9644 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.007 ) | (0.0012 ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.328504678402449 |
| 0.0987112117083462 |
| -0.141996739023622 |
| 0.409647951239871 |
| -0.178181333752713 |
| -0.248817942759388 |
| 0.291224515870371 |
| 0.0463877648286736 |
| -0.281003570858507 |
| -0.253791460801047 |
| -0.147080128122718 |
| -0.136542371803573 |
| 0.149346531459939 |
| 0.0652303906281005 |
| -0.269742416012797 |
| -0.411835687556891 |
| -0.00300977348927454 |
| -0.163553311508125 |
| -0.117463574535048 |
| 0.268927684479426 |
| -0.242113289533286 |
| 0.0870811562315026 |
| -0.158297878781710 |
| -0.255971312752685 |
| 0.517566948052703 |
| -0.215667526327056 |
| 0.0207940705287607 |
| -0.336848773563762 |
| 0.0727636717842411 |
| 0.0754195527267024 |
| -0.291867831919701 |
| -0.126452981123013 |
| 0.0249240916532798 |
| -0.281392959820206 |
| 0.0731601226981525 |
| -0.0537470317525142 |
| 0.410585605691026 |
| -0.155332348668094 |
| 0.0364763672251384 |
| -0.746095086021075 |
| 0.0340202068423647 |
| 0.210612781438624 |
| -0.157591706782990 |
| -0.0866772499430275 |
| 0.139128237053435 |
| -0.0317360961638871 |
| 0.158415993267980 |
| 0.197066521175012 |
| -0.0142312719994434 |
| 0.137882062940475 |
| 0.0747109559808575 |
| 0.786770426634687 |
| -0.0783463053255577 |
| 0.0282541150665985 |
| 0.0121338247556852 |
| -0.0785790266451426 |
| 0.254745322839341 |
| -0.111495834230400 |
| 0.0508987253721759 |
