| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.6905 | -0.0338 | 0.3422 | -0.7612 | 0.3661 | 0.36 | -0.9592 |
| (p-val) | (1e-04 ) | (0.8561 ) | (0.0488 ) | (0 ) | (0.2584 ) | (0.2315 ) | (0.0062 ) |
| Estimates ( 2 ) | 0.6687 | 0 | 0.3287 | -0.7531 | 0.3788 | 0.3448 | -0.9382 |
| (p-val) | (0 ) | (NA ) | (0.021 ) | (0 ) | (0.289 ) | (0.2685 ) | (1e-04 ) |
| Estimates ( 3 ) | 0.6696 | 0 | 0.3228 | -0.762 | 0 | 0.1929 | -0.5628 |
| (p-val) | (0 ) | (NA ) | (0.0222 ) | (0 ) | (NA ) | (0.386 ) | (0.0095 ) |
| Estimates ( 4 ) | 0.664 | 0 | 0.3282 | -0.7311 | 0 | 0 | -0.5347 |
| (p-val) | (0 ) | (NA ) | (0.025 ) | (0 ) | (NA ) | (NA ) | (0.0156 ) |
| 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 |
| 0.00423984828835786 |
| -0.00208895778911590 |
| -0.164734410732666 |
| 0.0621819617363768 |
| 0.150848141625794 |
| 0.0407283709635206 |
| -0.000704181214224989 |
| 0.0880508730648036 |
| 0.050624455713895 |
| -0.0444200048391915 |
| 0.0381699684766350 |
| -0.106577936944048 |
| 0.181281338028466 |
| 0.0967745232542973 |
| 0.0119648892186226 |
| 0.0327518320007808 |
| 0.0495193113074307 |
| 0.0341106624733743 |
| 0.0177634517784809 |
| 0.0193836854093623 |
| -0.0491014361088648 |
| -0.0842777267158685 |
| 0.00411056018966575 |
| -0.0182478767364613 |
| 0.106054211060238 |
| 0.0491196194998609 |
| -0.0879827344110895 |
| 0.0144521607158856 |
| -0.0310522769146916 |
| 0.0364564130704466 |
| 0.0424204394325698 |
| 0.0205102606486549 |
| -0.116628674248409 |
| 0.139424207893961 |
| 0.0176263568183304 |
| 0.0580924546395147 |
| -0.00474435835560434 |
| -0.0140942865437975 |
| 0.0412327410860765 |
| 0.0783166816950346 |
| 0.0187955437184232 |
| 0.0832943553089438 |
| -0.00515666501973281 |
| -0.00895760222966397 |
| 0.0115719981928341 |
| 0.0240581879388124 |
| 0.00783948218357751 |
| 0.0987596919776676 |
| 0.0214795072055453 |
