| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2659 | 0.2193 | -0.109 | 0.4667 | 0.6128 | 0.3862 | -0.9548 |
| (p-val) | (0.5378 ) | (0.1898 ) | (0.526 ) | (0.2743 ) | (3e-04 ) | (0.0171 ) | (0 ) |
| Estimates ( 2 ) | 0 | 0.1857 | -0.1467 | 0.2139 | 0.6143 | 0.3796 | -0.8883 |
| (p-val) | (NA ) | (0.2058 ) | (0.2899 ) | (0.1331 ) | (3e-04 ) | (0.0187 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0.1933 | 0 | 0.19 | 0.6354 | 0.3574 | -0.8854 |
| (p-val) | (NA ) | (0.199 ) | (NA ) | (0.1777 ) | (3e-04 ) | (0.0312 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0 | 0 | 0.1281 | 0.621 | 0.3735 | -0.8814 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.2632 ) | (3e-04 ) | (0.0229 ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0 | 0.644 | 0.3509 | -0.8786 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (3e-04 ) | (0.0395 ) | (0 ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.00466795251264031 |
| 0.00232123668531572 |
| 0.00177188537454070 |
| 0.00507995842163002 |
| 0.00277762962641919 |
| 0.00194251260348176 |
| 0.000471948364349372 |
| 0.000397859954416223 |
| 0.00106087850811440 |
| 0.000256086176485959 |
| 0.00133751402521535 |
| -0.00147660214449385 |
| 0.00467136230754828 |
| -0.000166629391341547 |
| 0.00104543844577402 |
| -0.0031344401546561 |
| 0.00103564518019486 |
| -0.00254113336749654 |
| 0.00247457707741843 |
| -0.000784283992805354 |
| 0.00132661847828823 |
| -0.00155782167112579 |
| 8.8253310864199e-06 |
| 0.0009764366846782 |
| 0.00105176382005596 |
| 0.00307275204018296 |
| 9.18912409767207e-05 |
| -0.00371980218217647 |
| -0.00310979869652454 |
| 0.00142529333621093 |
| 0.000620442510756594 |
| 0.000767850972478488 |
| 0.00104738937548462 |
| -0.00262641112548107 |
| 0.00107674155700516 |
| 0.000258821788841843 |
| -0.000564425366185287 |
| 0.00145624146521269 |
| -0.00166984203625062 |
| 0.00240801641961748 |
| -0.00135617574092357 |
| 0.000107986576624822 |
| 0.00120326435090652 |
| 0.000119531934554008 |
| -0.000893277486231181 |
| 0.00386279672834103 |
| -0.00121464320699708 |
| -0.00148061305490844 |
| 0.000303652937911744 |
| 0.00215108842766719 |
| 0.00267498517560204 |
| -0.000963997296422947 |
| 0.000744582839446196 |
| 0.000696159057373224 |
| 0.00217063948063448 |
| -0.00050234627051068 |
| -0.00274833194146066 |
| 0.000559997667863378 |
| 0.00168084268778452 |
| 0.000571127447789982 |
