| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1215 | -0.0413 | -0.3608 | -0.133 | -0.3324 | 0.4949 | 0.7807 |
| (p-val) | (0.6479 ) | (0.675 ) | (7e-04 ) | (0.6398 ) | (0.3354 ) | (0.0027 ) | (0.0614 ) |
| Estimates ( 2 ) | 0.1177 | 0 | -0.3662 | -0.1344 | -0.3272 | 0.4901 | 0.7709 |
| (p-val) | (0.645 ) | (NA ) | (4e-04 ) | (0.6372 ) | (0.3366 ) | (0.0024 ) | (0.0595 ) |
| Estimates ( 3 ) | 0 | 0 | -0.3676 | -0.0122 | -0.3309 | 0.4994 | 0.7844 |
| (p-val) | (NA ) | (NA ) | (4e-04 ) | (0.9113 ) | (0.3328 ) | (0.0022 ) | (0.0579 ) |
| Estimates ( 4 ) | 0 | 0 | -0.3666 | 0 | -0.3307 | 0.499 | 0.784 |
| (p-val) | (NA ) | (NA ) | (4e-04 ) | (NA ) | (0.3338 ) | (0.0022 ) | (0.0581 ) |
| Estimates ( 5 ) | 0 | 0 | -0.3689 | 0 | 0 | 0.3526 | 0.4302 |
| (p-val) | (NA ) | (NA ) | (3e-04 ) | (NA ) | (NA ) | (0.003 ) | (1e-04 ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.00200147839087365 |
| -0.0216058444005542 |
| -0.0222145391353238 |
| -0.0463985224381376 |
| -0.0353895324141767 |
| -0.00932747082545202 |
| 0.0323671470576175 |
| 0.0524787528909093 |
| -0.0345828840913102 |
| 0.0218191134390016 |
| -0.0197276173643167 |
| -0.0167535721706866 |
| -0.0612768206067064 |
| -0.0161420992820751 |
| -0.0197857153606179 |
| 0.0544297619502803 |
| -0.00217303079785906 |
| -0.0228193177289160 |
| 0.0144316044983902 |
| 0.0274435630572674 |
| 0.0142137759982791 |
| 0.159834240154226 |
| -0.0214959343099046 |
| 0.00675270350609719 |
| 0.0985968705390431 |
| -0.0145013124776513 |
| 0.0170492335281872 |
| -0.0531272284338411 |
| -0.00444892352079798 |
| 0.0131112572585838 |
| 0.0561877511329985 |
| -0.0239301906202676 |
| -0.00494997317367667 |
| 0.0347398710767976 |
| -0.00436421755315953 |
| 0.0100763865618025 |
| 0.0313879952146342 |
| -0.00476915900880408 |
| -0.00452389727569396 |
| -0.0303248377253466 |
| -0.00947344518451138 |
| 0.0124410167441955 |
| 0.0089866232118211 |
| 0.0120244946854947 |
| 0.00722018999236059 |
| -0.0294831633822169 |
| -0.00306040964075164 |
| 0.00649679218741509 |
| -0.0123572816765002 |
| 0.00439863636840774 |
| -0.00623602489273799 |
| -0.106126447542172 |
| -0.00238282008985389 |
| 0.00251495964172511 |
| 0.109705993487879 |
| 0.010080866523411 |
| 0.0074489176906658 |
| -0.0244593383436526 |
| -0.0082576514941279 |
| -0.0049345890875587 |
| 0.000421793444245806 |
| -0.00441571103437802 |
| -0.00534514728290785 |
| 0.0213902267384058 |
| 0.00608139143442771 |
| -0.0197927389349290 |
| -0.00652549674086137 |
| -0.000316549923858597 |
| -0.0110717984282002 |
| 0.00830966692376999 |
| -0.0106978412552433 |
| -0.00205385008959703 |
| 0.0167323581047296 |
| -0.00374319446726109 |
| -0.0193040237051260 |
| 0.0313676465741677 |
| 0.00203221930894221 |
| -0.0032515955901252 |
| -0.0799819891658529 |
| 0.00784734309454633 |
| -0.00759310363931603 |
| -0.00680303446603329 |
| -0.0106429612240380 |
| -0.0284949069867679 |
| 0.0444628650674193 |
| -0.0171287395161674 |
| -0.0343181733968545 |
| 0.0208233058747531 |
| -0.032083747726223 |
| -0.0325805438051414 |
| 0.0687576767971405 |
| 0.00826018419130082 |
| -0.0442807032733388 |
