| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 |
| Estimates ( 1 ) | 0.1395 | 0.2592 | 0.5736 | -0.2551 | -0.2676 | -0.3143 |
| (p-val) | (0.4342 ) | (0.0292 ) | (4e-04 ) | (0.231 ) | (0.1657 ) | (0.1252 ) |
| Estimates ( 2 ) | 0 | 0.3077 | 0.6586 | -0.1146 | -0.2814 | -0.3671 |
| (p-val) | (NA ) | (0.0014 ) | (0 ) | (0.5001 ) | (0.135 ) | (0.0505 ) |
| Estimates ( 3 ) | 0 | 0.3047 | 0.6549 | 0 | -0.2491 | -0.378 |
| (p-val) | (NA ) | (9e-04 ) | (0 ) | (NA ) | (0.169 ) | (0.0415 ) |
| Estimates ( 4 ) | 0 | 0.3047 | 0.6232 | 0 | 0 | -0.3287 |
| (p-val) | (NA ) | (0.0016 ) | (0 ) | (NA ) | (NA ) | (0.0863 ) |
| Estimates ( 5 ) | 0 | 0.3026 | 0.5831 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.003 ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.00959712066136382 |
| 0.00485159543256975 |
| 0.00183005465125911 |
| -0.0310712658185612 |
| 0.0150931363518026 |
| 0.0107829399357803 |
| -0.0160300857998508 |
| 0.0151498453065062 |
| -0.00602672384254585 |
| 0.00302019560420399 |
| 0.0639453550214281 |
| -0.00221062844554276 |
| 0.0163957737982088 |
| 0.0602195430257205 |
| 0.0571578639399077 |
| -0.0260275066957109 |
| 0.0518111367087361 |
| 0.00473638659642722 |
| 0.100865211422536 |
| -0.0141035500751402 |
| -0.0144910728788562 |
| 0.0169938852207225 |
| 0.0395087354880611 |
| 0.00796585237105192 |
| -0.0504246217179149 |
| -0.0292164399945759 |
| 0.00805538415063364 |
| 0.0309326814361166 |
| -0.0224933697483168 |
| -0.0613906564013493 |
| 0.00201700071214139 |
| 0.0488252037359126 |
| -0.0493180799754038 |
| 0.0149574811408923 |
| 0.0549535226415986 |
| 0.0667274389607582 |
| -0.00669625749817831 |
| 0.0423549924106 |
| -0.0960773424266768 |
| 0.0406938638281733 |
| 0.0321765597393497 |
| 0.0656792357837528 |
| 0.00532788528109052 |
| -0.0545173470495968 |
| 0.0417484643486237 |
| 0.00580949516096219 |
| -0.0699497425186344 |
| -0.0070943572719937 |
| 0.0130364323482350 |
| 0.00257417763861056 |
