| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0288 | -0.0639 | -0.1061 | -0.9999 | 0.946 | 0.0361 | -0.8808 |
| (p-val) | (0.7594 ) | (0.5082 ) | (0.2682 ) | (0 ) | (0 ) | (0.782 ) | (3e-04 ) |
| Estimates ( 2 ) | 0.0249 | -0.0682 | -0.1057 | -0.9999 | 0.9922 | 0 | -0.9242 |
| (p-val) | (0.7895 ) | (0.4724 ) | (0.2624 ) | (0 ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | 0 | -0.0681 | -0.1077 | -1 | 0.9921 | 0 | -0.9236 |
| (p-val) | (NA ) | (0.4729 ) | (0.252 ) | (0 ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0 | 0 | -0.1086 | -1 | 0.9904 | 0 | -0.9183 |
| (p-val) | (NA ) | (NA ) | (0.2504 ) | (0 ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -1 | 0.982 | 0 | -0.8873 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.000179999768475895 |
| -0.205748417370882 |
| 0.277174238635602 |
| 0.224209869827771 |
| -0.275680633066098 |
| 0.0773639105349013 |
| -0.388921652177261 |
| -0.131655697782117 |
| -0.0384397255226213 |
| -0.114960682215008 |
| -0.125463746913028 |
| 0.218438603194323 |
| 0.082713989297511 |
| 0.0358999039991814 |
| 0.188490226630979 |
| -0.0120791472066705 |
| -0.194402982416769 |
| 0.0402462795090452 |
| -0.0715273870950144 |
| 0.119905579981145 |
| 0.0510518990709388 |
| 0.114378353584346 |
| 0.229756730946418 |
| 0.0239177118858153 |
| 0.199729509981823 |
| 0.305031281843651 |
| -0.0418174503566783 |
| 0.0819566328598171 |
| 0.345370591859273 |
| 0.0221941924416717 |
| -0.00443662191887427 |
| 0.529331847970583 |
| -0.319191911581016 |
| 0.180255163816415 |
| -0.305914503468945 |
| -0.278394577723584 |
| 0.223992115788403 |
| 0.0560166778298629 |
| 0.530919808784497 |
| 0.384880048446553 |
| 0.0769767989269575 |
| -0.165792515250552 |
| 0.0391010800184063 |
| 0.06183783162926 |
| -0.220856605034090 |
| -0.0435082812329301 |
| -0.250067021923415 |
| 0.396559084426193 |
| -0.0696860674700534 |
| 0.0840155465761003 |
| -0.233681224012347 |
| -0.127841974215050 |
| -0.340231069168297 |
| 0.148771515324329 |
| -0.0299075156577816 |
| 0.0134388123816025 |
| -0.106962029201916 |
| -0.218014844433964 |
| 0.0303123137578907 |
| 0.212670776331527 |
| 0.418962584898922 |
| 0.129845552080550 |
| -0.487426991877089 |
| -0.461383211604068 |
| 0.243263117368569 |
| -0.0155401638567683 |
| 0.220897449562530 |
| 0.0801916703874006 |
| -0.310892682454967 |
| 0.0936754959705558 |
| -0.081400130694178 |
| 0.028251946299269 |
| 0.106095241440149 |
| -0.031255817537816 |
| 0.320004325080415 |
| 0.205218730488842 |
| -0.126526667857552 |
| 0.213473202320139 |
| 0.114369891728514 |
| -0.170747915003493 |
| 0.529121392147046 |
| -0.231284668370567 |
| -0.362026050372907 |
| 0.0988859385987496 |
| 0.365440664645776 |
| 0.44041667970163 |
| -0.0140225430125440 |
| -0.0223125215787925 |
| 0.291005456008139 |
| 0.428904002261486 |
| 0.051008921936628 |
| -0.0686168742910511 |
| -0.171628936646121 |
| -0.123217803133220 |
| -0.0179221092911274 |
| -0.232780743829143 |
| 0.110082815251802 |
| -0.252162794845216 |
| 0.237322112213442 |
| 0.191580214654675 |
| -0.139053664443043 |
| 0.159670418616534 |
| 0.100746727337202 |
| -0.508986334322383 |
| -0.200929169437728 |
| 0.179018618534866 |
| 0.0961324290961355 |
| -0.190276843713048 |
| 0.250902903621715 |
| -0.160810930394186 |
| 0.187983984585996 |
| -0.326333053729084 |
| -0.109637196958570 |
| 0.231844349415094 |
| -0.221113913084704 |
| -0.061920079303195 |
