| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0136 | 0.4457 | 0.538 | 0.2658 | 0.1436 | -0.1621 | -0.9999 |
| (p-val) | (0.943 ) | (6e-04 ) | (0 ) | (0.2274 ) | (0.3405 ) | (0.3082 ) | (0 ) |
| Estimates ( 2 ) | 0 | 0.4395 | 0.5319 | 0.2526 | 0.1436 | -0.1616 | -0.9999 |
| (p-val) | (NA ) | (0 ) | (0 ) | (0.0392 ) | (0.3405 ) | (0.3094 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0.4348 | 0.5455 | 0.2455 | 0 | -0.1836 | -1 |
| (p-val) | (NA ) | (0 ) | (0 ) | (0.0426 ) | (NA ) | (0.227 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0.4225 | 0.5534 | 0.2024 | 0 | 0 | -0.9999 |
| (p-val) | (NA ) | (0 ) | (0 ) | (0.0839 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 5 ) | 0 | 0.4214 | 0.5471 | 0 | 0 | 0 | -1 |
| (p-val) | (NA ) | (0 ) | (0 ) | (NA ) | (NA ) | (NA ) | (6e-04 ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.00454853130127846 |
| -0.0769538798469615 |
| -0.0409356254177511 |
| -0.0297835644793122 |
| 0.107710033937271 |
| 0.0304709110087577 |
| -0.00386417363945182 |
| 0.000211837414729760 |
| -0.0235667811837491 |
| 0.0147494231976653 |
| 0.0219362991635419 |
| -0.0243089141925303 |
| -0.0235174283702428 |
| -0.0296413398635593 |
| -0.0115438161167223 |
| -0.0704385238020041 |
| 0.0316991859932219 |
| 0.0103746326115051 |
| -0.00399945634772011 |
| 0.038343495775864 |
| -0.0827325533958776 |
| 0.0141457662598192 |
| -0.0178265618921496 |
| 0.00451054059090254 |
| 0.0619735390777437 |
| -0.0139068520177522 |
| -0.0198839056027105 |
| 0.0553506224782464 |
| 0.0958889331284091 |
| -0.0419893068358103 |
| 0.0271807984583887 |
| 0.043878696822384 |
| 0.0836456820247517 |
| -0.0241163178521654 |
| -0.0575273069714737 |
| -0.0618425563542515 |
| 0.0457785993141595 |
| 0.00821174208639296 |
| -0.00563255954314083 |
| -0.0139420248065210 |
| 0.00920754645594565 |
| -0.051968376332587 |
| 0.105362928923992 |
| -0.0523647985067716 |
| 0.0166135206741491 |
| -0.00202829965643666 |
| -0.0701772646113275 |
| 0.0411894025799955 |
| 0.0661145156832387 |
| 0.0463825240664279 |
| -0.0106205841497909 |
| 0.0325817266825707 |
| -0.0695476197490501 |
| 0.0729873478862816 |
| 0.0308912777877176 |
| -0.0349064303681944 |
| -0.0240198058889273 |
| 0.0416823797540561 |
| 0.0642996449680752 |
| 0.0493979472176033 |
| -0.0124120959854216 |
| 0.0437179924192265 |
| -0.0391405073268983 |
| -0.0135804377048923 |
| -0.04188057044496 |
| 0.0366122760835881 |
| 0.0146611250959715 |
| 0.0660029291941198 |
| 0.0274371812709723 |
