| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.3891 | -0.3825 | 0.0641 | -0.9031 | -0.3069 | -0.3179 | -0.9242 |
| (p-val) | (0.0184 ) | (0.0062 ) | (0.6693 ) | (0 ) | (0.0631 ) | (0.0568 ) | (0.0097 ) |
| Estimates ( 2 ) | 0.3488 | -0.3633 | 0 | -0.8803 | -0.2866 | -0.3045 | -1.0765 |
| (p-val) | (0.0097 ) | (0.0055 ) | (NA ) | (0 ) | (0.0691 ) | (0.067 ) | (0.013 ) |
| Estimates ( 3 ) | 0.3304 | -0.3014 | 0 | -0.8995 | 0 | -0.1542 | -1.0207 |
| (p-val) | (0.0154 ) | (0.0176 ) | (NA ) | (0 ) | (NA ) | (0.3348 ) | (0 ) |
| Estimates ( 4 ) | 0.3631 | -0.287 | 0 | -0.8972 | 0 | 0 | -1.017 |
| (p-val) | (0.0061 ) | (0.0228 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0 ) |
| 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 |
| 0.00325236856335704 |
| 0.00815263978035967 |
| 0.00686371255390232 |
| 0.0183155123529127 |
| 0.0173725256233845 |
| -0.00404167284611222 |
| -0.0500987335995269 |
| 0.00167000377403628 |
| -0.0168753393667674 |
| 0.0146724840806138 |
| -0.0090243470567568 |
| 0.0300664154544315 |
| -0.00665756493534332 |
| -0.0107901495915631 |
| -0.00796373042909805 |
| 0.0300796801885045 |
| -0.0390823735537381 |
| -0.0402556200715463 |
| -0.0222474857276694 |
| -0.0103344429820830 |
| 0.0228876155492904 |
| -0.0234104604858261 |
| 0.0412408151895051 |
| -0.0153161872842312 |
| -0.00275915496041634 |
| -0.0414193438974823 |
| -0.0171582284398898 |
| -0.0300910903501643 |
| 0.00803969464416907 |
| -0.000721956560744159 |
| -0.0150532834829097 |
| 0.00252852632344888 |
| 0.00451317806482134 |
| 0.0378221546452347 |
| -0.00714123008653151 |
| -0.0340672755642742 |
| 0.00661972575553082 |
| 0.0129448646572488 |
| -0.0312089580895339 |
| -0.0233970177084946 |
| -0.0475632320067161 |
| -0.00860568330938372 |
| 0.0181026086273733 |
| -0.0174534190811312 |
| -0.0164784881188222 |
| -0.0173517985465461 |
| -0.00555993709187016 |
| 0.022726359174582 |
| -0.012704327612578 |
| 0.0240157047809873 |
| 0.0311549656359961 |
| 0.0246517465404374 |
| -0.00679335263481209 |
| 0.0146409257496259 |
| 0.00372669081121623 |
| -0.0141529499128844 |
| -0.0105482331785890 |
| 0.0284803044087608 |
| -0.0068636983939278 |
| -0.0326146420229682 |
| 0.0274648897955595 |
| 0.00575543449141951 |
| 0.0218110219312703 |
| -0.0314310945101486 |
| 0.00379680495883028 |
| 0.0178547083577751 |
| -0.0233257331594924 |
| 0.0311064908133525 |
