| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2855 | -0.304 | -0.0965 | -0.3109 | 0.1689 | -0.2597 | -0.9999 |
| (p-val) | (0.51 ) | (0.2334 ) | (0.649 ) | (0.4689 ) | (0.2477 ) | (0.1242 ) | (0.0012 ) |
| Estimates ( 2 ) | -0.1185 | -0.2118 | 0 | -0.4749 | 0.1675 | -0.2518 | -0.9997 |
| (p-val) | (0.6252 ) | (0.2108 ) | (NA ) | (0.0489 ) | (0.2537 ) | (0.1376 ) | (0.0013 ) |
| Estimates ( 3 ) | 0 | -0.1571 | 0 | -0.5731 | 0.1653 | -0.254 | -1 |
| (p-val) | (NA ) | (0.2618 ) | (NA ) | (0 ) | (0.2558 ) | (0.136 ) | (0.0011 ) |
| Estimates ( 4 ) | 0 | 0 | 0 | -0.6481 | 0.1621 | -0.2197 | -1.0002 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.2634 ) | (0.1912 ) | (0.0017 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -1.5511 | 0 | -0.2572 | -0.8176 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.0977 ) | (0.0535 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -1.4343 | 0 | 0 | -0.8042 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0238 ) |
| Estimated ARIMA Residuals |
| Value |
| -0.0162339646353194 |
| 0.0213703725597481 |
| 0.00391528765875916 |
| 0.0393161143548027 |
| -0.0093508033079099 |
| 0.0241936137616791 |
| 0.0774731746243997 |
| -0.0328249145931872 |
| 0.00569576568557728 |
| 0.00440681559090648 |
| -0.0302215662184176 |
| -0.0372822701245109 |
| -0.0022389602135107 |
| 0.00309065107612686 |
| -0.0462751069515523 |
| -0.0284063319590192 |
| -0.00761934285937998 |
| 0.0103342261463982 |
| 0.0493960374467807 |
| -0.0191062110113186 |
| 0.0191827482211813 |
| -0.00894192389851704 |
| -0.0110490745349477 |
| 0.0645113562612415 |
| -0.0235397316352769 |
| 0.00836733343833919 |
| 0.0377981293267143 |
| 0.0585795087773328 |
| -0.0256106924050062 |
| -0.0326735449854263 |
| 0.0560082421081327 |
| 0.099066833510228 |
| -0.0116531406356032 |
| -0.0647341016865794 |
| -0.0148600582657788 |
| 0.0181658948683092 |
| -0.0254969191322891 |
| 0.00106529281141755 |
| -0.0136405569687784 |
| -0.0139718393064525 |
| -0.0321143976242867 |
| 0.0343320938348796 |
| -0.0399222732389131 |
| 0.0089131202575528 |
| 0.0262863699358056 |
| -0.0328754394436734 |
| 0.117857582286405 |
| 0.0624061439836283 |
| 0.0109823989004549 |
| -0.0176134647149866 |
| 0.0227583959108413 |
| -0.0294047868025621 |
| 0.0394398658154354 |
| -0.000301086659925378 |
| -0.0275928077414260 |
| 0.0308935852475435 |
| -0.0090365798078581 |
| 0.0194260486100507 |
| 0.0244550096683981 |
| 0.0385288737850282 |
| 0.056674763815963 |
| -0.0150759523077250 |
| 0.0165133500527994 |
| -0.0226543904674145 |
| -0.0054982008616423 |
| -0.0285625717552539 |
| 0.0454328791185476 |
| -0.00754675905084916 |
