| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.3893 | -0.4404 | 0.1255 | -0.8142 | -0.7168 | 0.298 |
| (p-val) | (0.0164 ) | (0.0033 ) | (0.3962 ) | (0.0149 ) | (0 ) | (0.6325 ) |
| Estimates ( 2 ) | 0.3699 | -0.4433 | 0.1225 | -0.6647 | -0.6618 | 0 |
| (p-val) | (0.0182 ) | (0.0031 ) | (0.4038 ) | (0 ) | (0 ) | (NA ) |
| Estimates ( 3 ) | 0.3165 | -0.4047 | 0 | -0.6513 | -0.6627 | 0 |
| (p-val) | (0.0296 ) | (0.0046 ) | (NA ) | (0 ) | (0 ) | (NA ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.000264391336852861 |
| 0.0194346650407553 |
| -0.0145509154469518 |
| 0.00444022629448487 |
| -0.0278130245096466 |
| -0.0117880358743277 |
| -0.0467275827246642 |
| 0.0134306960370622 |
| 0.00734695592036248 |
| 0.0071850771388216 |
| 0.00241417014584178 |
| -0.0126957310568412 |
| 0.0346847524109482 |
| -0.0201865551574396 |
| -0.0245748764994792 |
| -0.00152992195242880 |
| 0.0104776254693772 |
| -0.014812371458706 |
| -0.0214392039052837 |
| -0.0315791819164916 |
| -0.00346722301481104 |
| 0.0146080774191756 |
| -0.0173496579603873 |
| -0.0256125550405005 |
| -0.0129214791919224 |
| -0.0219315904650135 |
| 0.00130342079615455 |
| -0.0251018945673459 |
| 0.00951517045793065 |
| 0.0159258666751947 |
| -0.00379998532659986 |
| 0.0101768126389229 |
| 0.0210826207355293 |
| 0.007901676349744 |
| -0.0065391783740081 |
| -0.0212464151975304 |
| 0.0312450111358189 |
| -0.0307130017452927 |
| -0.0216946697446066 |
| 0.0164251860212690 |
| 0.0107397607068657 |
| 0.0261273236865303 |
| -0.0129116361172340 |
| 0.00374334798389001 |
| 0.00792275824083888 |
| -0.0135424834198119 |
| 0.0294062931480656 |
| 0.000632967824828523 |
