| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2665 | 0.1996 | -0.1116 | 0.4596 | 0.6139 | 0.3853 | -0.9585 |
| (p-val) | (0.547 ) | (0.238 ) | (0.5024 ) | (0.2962 ) | (2e-04 ) | (0.0169 ) | (0 ) |
| Estimates ( 2 ) | 0 | 0.1619 | -0.1422 | 0.2012 | 0.6128 | 0.3808 | -0.8828 |
| (p-val) | (NA ) | (0.2716 ) | (0.3054 ) | (0.1569 ) | (2e-04 ) | (0.0178 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0.1731 | 0 | 0.1825 | 0.6327 | 0.3603 | -0.8839 |
| (p-val) | (NA ) | (0.252 ) | (NA ) | (0.1966 ) | (3e-04 ) | (0.0292 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0 | 0 | 0.1278 | 0.6217 | 0.3729 | -0.8819 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.2713 ) | (3e-04 ) | (0.0227 ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0 | 0.6431 | 0.3517 | -0.8776 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (3e-04 ) | (0.0379 ) | (0 ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.106479893373956 |
| 0.247298693922025 |
| 0.189456989461441 |
| 0.545683115509084 |
| 0.300687323505136 |
| 0.210897863148440 |
| 0.0514052649745338 |
| 0.0432956596239831 |
| 0.115569189150141 |
| 0.0279709845178551 |
| 0.146022686521674 |
| -0.161142912966383 |
| 0.511383453703849 |
| -0.0162439060057033 |
| 0.116209246272899 |
| -0.342718400794555 |
| 0.114698121193135 |
| -0.279527024814200 |
| 0.272613351959942 |
| -0.0863338480211644 |
| 0.146582253733094 |
| -0.171980897453709 |
| 0.000986128761518241 |
| 0.107784695526279 |
| 0.117618978504801 |
| 0.348170163163143 |
| 0.0156943023937816 |
| -0.403038887639461 |
| -0.341584995828061 |
| 0.162342849719052 |
| 0.0707434393364982 |
| 0.0867528690221752 |
| 0.119954871825279 |
| -0.294585384206885 |
| 0.123119869843524 |
| 0.0266081812975210 |
| -0.054240993346731 |
| 0.170195231994108 |
| -0.181842413811992 |
| 0.281959831704176 |
| -0.144038792012203 |
| 0.0119973644916432 |
| 0.142939246320577 |
| 0.0130380484792363 |
| -0.0966848099586736 |
| 0.43913378910885 |
| -0.135371157125876 |
| -0.171125581976306 |
| 0.0497759822934912 |
| 0.259850969412848 |
| 0.320037525730693 |
| -0.104905983784331 |
| 0.0953221530553417 |
| 0.0845553029693593 |
| 0.26225036512051 |
| -0.0576626709523464 |
| -0.310719071246747 |
| 0.0564443317360241 |
| 0.20360186488553 |
| 0.0645572966875827 |
