| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2449 | -0.0377 | -0.0568 | -0.1672 | 0.9434 | 0.0442 | -0.8577 |
| (p-val) | (0.6437 ) | (0.7331 ) | (0.5655 ) | (0.7499 ) | (0 ) | (0.7611 ) | (0.001 ) |
| Estimates ( 2 ) | 0.2344 | -0.0408 | -0.0528 | -0.1602 | 0.9936 | 0 | -0.9004 |
| (p-val) | (0.67 ) | (0.7093 ) | (0.5888 ) | (0.7693 ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | 0.0759 | -0.027 | -0.053 | 0 | 0.9923 | 0 | -0.892 |
| (p-val) | (0.4281 ) | (0.7836 ) | (0.5818 ) | (NA ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0.0751 | 0 | -0.056 | 0 | 0.9937 | 0 | -0.9044 |
| (p-val) | (0.4333 ) | (NA ) | (0.5607 ) | (NA ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 5 ) | 0.0799 | 0 | 0 | 0 | 0.9893 | 0 | -0.8798 |
| (p-val) | (0.4023 ) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | 0.9891 | 0 | -0.873 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (0 ) |
| Estimated ARIMA Residuals |
| Value |
| 0.00448570722258807 |
| 0.00161627008051144 |
| -0.00148103604695934 |
| 0.00370662236561495 |
| 0.00365213590849957 |
| -0.00111929007561087 |
| 0.00202894670871937 |
| -0.00319537555574839 |
| -0.000115297471801953 |
| 0.000207732752387937 |
| -0.000193809964066644 |
| -0.000617502855287235 |
| 0.00267917863791114 |
| 0.00101870086796636 |
| 0.00122816042981585 |
| 0.00164007142023998 |
| -0.000425131732519528 |
| -0.00136244733432715 |
| 0.000558705725005591 |
| 0.000315360633839379 |
| 0.00209902605197982 |
| 0.000918783548783637 |
| 0.00185127411835918 |
| 0.00296081256507189 |
| 0.000115071804741404 |
| 0.00224444271218977 |
| 0.00358967265745595 |
| -0.000791569555137633 |
| 0.000820898909146944 |
| 0.0042654643382554 |
| 0.000352135463422806 |
| 0.00101319797453202 |
| 0.00577618519868283 |
| -0.00317793724831984 |
| 0.00276463935659925 |
| -0.00335592071342644 |
| -0.00207518674583269 |
| 0.00250587076741912 |
| 0.00127015567990493 |
| 0.00582329478916602 |
| 0.00347779560993236 |
| 0.00106706078643245 |
| -0.00208869630491994 |
| 0.00118711723817082 |
| 0.000678895704500574 |
| -0.00133031152020092 |
| 4.66272759626643e-05 |
| -0.00190522951870584 |
| 0.00492388039825642 |
| -0.000982094706596713 |
| 0.00158700153242671 |
| -0.00324114444069905 |
| -0.00109834861765504 |
| -0.00307957607000311 |
| 0.00246280425525008 |
| 0.000451168657026153 |
| 0.000557078701682656 |
| -0.000667750757797388 |
| -0.00189007898443563 |
| 0.00111563541279842 |
| 0.00235327038447162 |
| 0.00439708454751803 |
| 0.00118393590213247 |
| -0.00548126638100145 |
| -0.00487263830895669 |
| 0.00328381565008992 |
| 0.000385101134086802 |
| 0.00344659419526791 |
| 0.000301555401043752 |
| -0.00262866719031730 |
| 0.00118629498011972 |
| -0.000377642996183579 |
| 0.000626204256106537 |
| 0.0008049247836587 |
| -0.000155132511933779 |
| 0.00321473719305704 |
| 0.00180526825813112 |
| -0.00103547278097048 |
| 0.00202972923549924 |
| 0.00127992120343444 |
| -0.00170430074604714 |
| 0.00588152522860069 |
| -0.00257880934823165 |
| -0.00270165345509185 |
| 0.000605358855440578 |
| 0.00366563922443009 |
| 0.0045409959925552 |
| -0.000643791480355452 |
| -0.000592834618556011 |
| 0.00277039361546545 |
| 0.00405977710356672 |
| 0.000665078000940488 |
| -0.000969006282867427 |
| -0.00158668951022226 |
| -0.000794393348260039 |
| 0.000638022815746765 |
| -0.00214771844939365 |
| 0.00105058419629655 |
| -0.00254981462795891 |
| 0.00262015509706327 |
| 0.00153553233128507 |
| -0.000947475648852895 |
| 0.00124325433079447 |
| 0.00104583455268845 |
| -0.00480731405784928 |
| -0.00122987289697014 |
| 0.00206882711674461 |
| 0.00183460657908581 |
| -0.00177412254735189 |
| 0.00199191110992592 |
| -0.00181600070846074 |
| 0.00190792404916493 |
| -0.00352131241210541 |
| -0.000333990880691547 |
| 0.00189578833611634 |
| -0.00158666313146865 |
| -0.00022224948193303 |
