| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0289 | -0.0243 | 0.4026 | -0.9436 | -0.0112 | -0.5646 | -0.8636 |
| (p-val) | (0.904 ) | (0.9018 ) | (0.0415 ) | (0.0015 ) | (0.9727 ) | (0.003 ) | (0.6973 ) |
| Estimates ( 2 ) | -0.0252 | -0.0236 | 0.4023 | -0.9457 | 0 | -0.5609 | -0.9363 |
| (p-val) | (0.9068 ) | (0.9042 ) | (0.0414 ) | (0.0015 ) | (NA ) | (3e-04 ) | (0.6846 ) |
| Estimates ( 3 ) | 0 | -0.0111 | 0.414 | -0.9763 | 0 | -0.5631 | -0.8925 |
| (p-val) | (NA ) | (0.9451 ) | (0.0139 ) | (0.0144 ) | (NA ) | (2e-04 ) | (0.59 ) |
| Estimates ( 4 ) | 0 | 0 | 0.4167 | -0.9947 | 0 | -0.5621 | -0.9158 |
| (p-val) | (NA ) | (NA ) | (0.0078 ) | (0.2227 ) | (NA ) | (2e-04 ) | (0.645 ) |
| Estimates ( 5 ) | 0 | 0 | 0.3608 | -1.0683 | 0 | -0.5496 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0215 ) | (0 ) | (NA ) | (4e-04 ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -0.0157849668492955 |
| -0.0271242952386908 |
| -0.00792488985144561 |
| 0.0459148738449478 |
| -0.107916158530197 |
| -0.0438458505911499 |
| -0.0271360746689603 |
| 0.00521599839841529 |
| 0.00344739361931397 |
| 0.0462884578538337 |
| -0.0097691824539114 |
| 0.00508668680791504 |
| -0.0268378684186578 |
| -0.0460202870761644 |
| 0.00457411626605104 |
| 0.0202703340483053 |
| 0.0138780833152714 |
| -0.0368570822698068 |
| -0.0373042026304117 |
| -0.0141720103403002 |
| 0.0279211562227211 |
| -0.0237502468290586 |
| -0.087199455220258 |
| -0.0268651911387560 |
| 0.0225803013509109 |
| -0.0294893626090131 |
| 0.012381175068433 |
| -0.0285515363835311 |
| -0.0382291533140091 |
| 0.00431996843958038 |
| 0.0646841362279952 |
| -0.0335672308356738 |
| 0.0472155970591788 |
| 0.0146421330059951 |
| -0.0178345535627121 |
| -0.00226478825584639 |
| -0.0249815003522722 |
| 0.00796397164537458 |
| 0.0239811662159118 |
| -0.00474979291749824 |
| -0.0102587626954571 |
| -0.0409266362533724 |
| -0.0134088275301494 |
| -0.0362048270251369 |
| 0.0235300656231686 |
| -0.0139176178293481 |
| -0.00425407973487355 |
| -0.0107326426657964 |
