| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0198 | 0.0406 | 0.1764 | 0.3406 | -0.0666 | -0.1789 | -0.7515 |
| (p-val) | (0.9527 ) | (0.776 ) | (0.0781 ) | (0.301 ) | (0.6398 ) | (0.1412 ) | (0 ) |
| Estimates ( 2 ) | 0 | 0.0346 | 0.1776 | 0.3219 | -0.0659 | -0.178 | -0.753 |
| (p-val) | (NA ) | (0.7274 ) | (0.0689 ) | (9e-04 ) | (0.642 ) | (0.14 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0 | 0.1825 | 0.3111 | -0.051 | -0.177 | -0.7627 |
| (p-val) | (NA ) | (NA ) | (0.059 ) | (5e-04 ) | (0.7034 ) | (0.1403 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0 | 0.1887 | 0.3051 | 0 | -0.1593 | -1.2575 |
| (p-val) | (NA ) | (NA ) | (0.0474 ) | (6e-04 ) | (NA ) | (0.1551 ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | 0.1577 | 0.3289 | 0 | 0 | -1.1793 |
| (p-val) | (NA ) | (NA ) | (0.091 ) | (1e-04 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0.344 | 0 | 0 | -1.2057 |
| (p-val) | (NA ) | (NA ) | (NA ) | (2e-04 ) | (NA ) | (NA ) | (0 ) |
| Estimated ARIMA Residuals |
| Value |
| -0.0178806159968697 |
| 0.0168906520580204 |
| 0.057192157747314 |
| -0.0502636270384305 |
| 0.0447607332912944 |
| -0.028263292750512 |
| -0.0299622042690433 |
| 0.00659063289952466 |
| 0.0115458359709579 |
| 0.0287458229687222 |
| 0.00550635812219194 |
| 0.0153090189222164 |
| -0.0450357029644552 |
| -0.0269895881252243 |
| -0.0481218085817611 |
| -0.0359302038987006 |
| -0.0274958400738407 |
| 0.0373969933616100 |
| 0.0150632465578436 |
| -0.0245501835383245 |
| -0.00189064971268406 |
| 0.0415722807436344 |
| 0.0148962643584928 |
| -0.00860276713063221 |
| -0.0320368232201816 |
| -0.0601274419892996 |
| -0.00904153574066812 |
| -0.0265549286128677 |
| -0.00748399191847713 |
| 0.0511012301712135 |
| -0.0380214146838086 |
| 0.0636493731559353 |
| -0.0174989755848604 |
| 0.0243707160157205 |
| -0.00984585963625703 |
| 0.0155846362106585 |
| -0.00702461748295263 |
| -0.0258881321112895 |
| 0.0119498151827047 |
| -0.0134631297659493 |
| 0.0154395372048705 |
| -0.0051201310778559 |
| 0.0081866614697054 |
| -0.0216336805980684 |
| 0.0365439927629208 |
| 0.00206597956241676 |
| -0.0157125865189496 |
| 0.0126206232941222 |
| 0.00124730647435565 |
| -0.0187667790846071 |
| -0.0124522484515719 |
| -0.0200113528042924 |
| 0.0105459119334596 |
| 0.0222623539845201 |
| 0.0595691814790719 |
| -0.0140002626622705 |
| -0.0223751713785633 |
| -0.0190934083730812 |
| 0.0306996288971715 |
| -0.00365720672473051 |
| 0.0116872709836116 |
| -0.0102702913980836 |
| 0.0362548895447553 |
| -0.0109993930935393 |
| -0.0046807327551977 |
| 0.0494736076425727 |
| 0.075473306061754 |
| 0.00531624456669428 |
| 0.0458182248994974 |
| -0.0208986574169885 |
| -0.0202265605168479 |
| -0.0122895850935763 |
| 0.0106773951342684 |
| 0.0175997818710114 |
| -0.0503808802565979 |
| 0.0228255915352879 |
| -0.00698112710730734 |
| -0.00839661099503952 |
| -0.0147622952088558 |
| 0.0165356452802001 |
| 0.0327613110991823 |
| 0.0313994386541378 |
| 0.00895800054681579 |
| 0.0128844355894646 |
| 0.0375197175826615 |
| 0.00149659068800610 |
| 0.0609195208244417 |
| -0.0218336568115741 |
| -0.0292835062992142 |
| -0.00483080559692051 |
| -0.0487261423361025 |
| -0.0583492266785112 |
| -0.00447632854223446 |
| -0.0113563414950257 |
| 0.0382796171074084 |
| 0.0195448209809234 |
| -0.0211249773157254 |
| 0.0318465804608785 |
| 0.0626519203143317 |
| -0.0510648614422773 |
| 0.0129198663102170 |
| 0.0294237722314384 |
| 0.00774628425076272 |
| -0.0286474755580929 |
| -0.0304572957709645 |
| 0.0221968750364272 |
| -0.0131586514370226 |
| 0.0372360436844018 |
| 0.0285589611480361 |
| -0.00398664444005558 |
| -0.0377806786057015 |
| 0.0150390881881845 |
| 0.00184826062685908 |
| -0.000179258174523709 |
| 0.0412280722769474 |
| -0.0241540755492850 |
| 0.00767425081244623 |
| 0.0408855181063987 |
| 0.0400716814327729 |
| -0.0058618068258258 |
| -0.0135697115103241 |
| 0.0130014461247369 |
| -0.0250242345954529 |
| -0.0139971915699591 |
| 0.0121436377740182 |
| 0.0651225812119912 |
| 0.00120943627253697 |
| 0.0179981021825874 |
| 0.0606944431148722 |
