| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7099 | 0.2346 | -0.2172 | -0.7575 | 1.192 | -0.1977 | -0.9308 |
| (p-val) | (0.0554 ) | (0.1412 ) | (0.141 ) | (0.0347 ) | (0.0058 ) | (0.5189 ) | (0.3252 ) |
| Estimates ( 2 ) | 0.677 | 0.2278 | -0.2214 | -0.728 | 0.8883 | 0 | -0.6065 |
| (p-val) | (0.0633 ) | (0.152 ) | (0.1399 ) | (0.0401 ) | (5e-04 ) | (NA ) | (0.2153 ) |
| Estimates ( 3 ) | 0.7274 | 0.2627 | -0.2545 | -0.7394 | 0.4833 | 0 | 0 |
| (p-val) | (0.0924 ) | (0.0926 ) | (0.0983 ) | (0.0827 ) | (0.0015 ) | (NA ) | (NA ) |
| Estimates ( 4 ) | -0.0476 | 0.2542 | 0 | 0.028 | 0.4926 | 0 | 0 |
| (p-val) | (0.9113 ) | (0.0517 ) | (NA ) | (0.9488 ) | (9e-04 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | -0.0214 | 0.2555 | 0 | 0 | 0.4942 | 0 | 0 |
| (p-val) | (0.8654 ) | (0.0474 ) | (NA ) | (NA ) | (7e-04 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0.2566 | 0 | 0 | 0.4914 | 0 | 0 |
| (p-val) | (NA ) | (0.0461 ) | (NA ) | (NA ) | (7e-04 ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.00466550910929266 |
| 0.000711627398491264 |
| 0.00843531162224707 |
| 0.0154851139341733 |
| 0.0100299421835313 |
| -0.000569261557558297 |
| -0.00738547196144207 |
| -0.000110743327447515 |
| 0.000522102059825012 |
| 0.00283399600373236 |
| -0.000916903746325451 |
| -0.00664748804617896 |
| 0.0169240935635273 |
| -0.00756312029960388 |
| -0.00343273642372738 |
| -0.00553586562855379 |
| -0.000949066774754037 |
| -0.00893640033795595 |
| 0.00331974121976497 |
| -0.00187312877833357 |
| 0.00667207216180632 |
| -0.00294814068826277 |
| -0.00110846349123861 |
| -0.00169893338263716 |
| 0.000341603018877201 |
| 0.00979810720007723 |
| 0.00183206356917864 |
| 0.00263554879966055 |
| -0.00215958947970130 |
| 0.0078567136106038 |
| -0.000393862194577821 |
| 0.00054554198624146 |
| 0.00726739504838303 |
| -0.0129233415019252 |
| -0.00208213837629145 |
| -0.000847972377935768 |
| 0.00511971634244279 |
| 0.000202093115440505 |
| -1.60332873742064e-05 |
| 0.00632068990174517 |
| 0.00320724043626175 |
| -0.00469790621936905 |
| -0.00320938299387663 |
| -0.00468210573956185 |
| -0.00501319791400245 |
| 0.00601713318412056 |
| 0.00494821569039505 |
| -0.000864739160633121 |
| -0.00106379953885849 |
| 0.00745088750012002 |
| 0.0135026515714873 |
| -0.00534988486100207 |
| 0.00113974424580032 |
| -0.00425344834929486 |
| -0.00717149541026174 |
| 0.00457758914083506 |
| -0.00753242753063255 |
| 0.000440382059053057 |
| 0.00646419728829173 |
| -0.00074895072606651 |
