| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0693 | -0.1119 | 0.1602 | 0.1939 | -0.1299 | 0.0066 | -0.846 |
| (p-val) | (0.8248 ) | (0.3383 ) | (0.1119 ) | (0.5318 ) | (0.3678 ) | (0.96 ) | (0 ) |
| Estimates ( 2 ) | 0.0703 | -0.1122 | 0.1604 | 0.1931 | -0.134 | 0 | -0.8413 |
| (p-val) | (0.8218 ) | (0.3367 ) | (0.1107 ) | (0.5327 ) | (0.2622 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | 0 | -0.0959 | 0.149 | 0.2596 | -0.1354 | 0 | -0.8405 |
| (p-val) | (NA ) | (0.3053 ) | (0.0989 ) | (0.0043 ) | (0.2573 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0 | 0 | 0.1457 | 0.2873 | -0.1653 | 0 | -0.823 |
| (p-val) | (NA ) | (NA ) | (0.1077 ) | (0.0023 ) | (0.1476 ) | (NA ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | 0.1575 | 0.2714 | 0 | 0 | -1.0006 |
| (p-val) | (NA ) | (NA ) | (0.0771 ) | (0.0046 ) | (NA ) | (NA ) | (0.0357 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0.2721 | 0 | 0 | -1.0615 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0126 ) | (NA ) | (NA ) | (1e-04 ) |
| Estimated ARIMA Residuals |
| Value |
| -0.0175063280084533 |
| 0.0210621904335181 |
| 0.0975024649991754 |
| -0.00925881896675038 |
| 0.0998432192209355 |
| -0.0822290556882643 |
| -0.0407573583212513 |
| -0.0119559522866009 |
| 0.0404990692143038 |
| -0.0378452903896837 |
| 0.00930835376140888 |
| 0.073663306866438 |
| -0.0581883865190507 |
| -0.060553035417965 |
| -0.073102091604183 |
| -0.00828380758777422 |
| -0.0937062584390658 |
| 0.0221885131642275 |
| 0.0177735912132138 |
| 0.0290280035166388 |
| -0.0300608667152782 |
| 0.0166744120066131 |
| 0.0212404449327668 |
| -0.00791985098242519 |
| -0.0376936661080969 |
| -0.0999574032671087 |
| -0.0129995470796146 |
| -0.0510868785676207 |
| -0.0122448642132043 |
| 0.0706889408436295 |
| -0.0286296609112747 |
| -0.00110996945272055 |
| -0.0212883657873947 |
| 0.0511982134561406 |
| 0.0457417043456079 |
| 0.0190314021659869 |
| -0.0995510841704147 |
| -0.0806976735030734 |
| 0.0112063712793748 |
| 0.000743364548033375 |
| -0.0020459092083226 |
| 0.0265081559086050 |
| 0.0687221948018958 |
| -0.0522025795739984 |
| 0.0134910016903127 |
| -0.00393426668147662 |
| -0.0849401335475294 |
| -0.0207683486975675 |
| 0.0646368103191599 |
| 0.0125357450357580 |
| -0.0151654164120298 |
| -0.0196163548683695 |
| -0.00779653750828643 |
| -0.021189049081616 |
| 0.0150755614706856 |
| -0.00155081130899638 |
| -0.00707958512386559 |
| 0.00464712407541729 |
| 0.0649559704630451 |
| 0.00393102645018954 |
| 0.00850709170123617 |
| -0.0259666742937825 |
| 0.0816856981573598 |
| -0.0121964712369432 |
| -0.0488867416956258 |
| 0.0280932138375901 |
| 0.0790400138326607 |
| -0.00656788212826398 |
| 0.113711227891463 |
| 0.00366839293050334 |
| -0.0468818096063048 |
| -0.000239943506701 |
| 0.0427515069849375 |
| 0.0118114943902725 |
| -0.094925857886247 |
| 0.0210971396312439 |
| -0.0574006671378783 |
| -0.0269657128749459 |
| 0.0639757047597602 |
| 0.00350226136473701 |
| 0.0317860329062409 |
| -0.071172611335004 |
| 0.000426376367394075 |
| 0.0313994818389691 |
| 0.0511685809756567 |
| -0.0317226270822643 |
| 0.0302701855800115 |
| -0.0290600427536761 |
| -0.00254670571551385 |
| 0.0764415665214236 |
| 0.00435165688175707 |
| 0.0221678250508851 |
| -0.0125932624478463 |
| 0.00922608560507202 |
| 0.0619652239109971 |
| 0.0371781157052465 |
| -0.0289041873133411 |
| 0.0560176004490843 |
| 0.0763874360451586 |
| -0.0550549852908045 |
| -0.0143292966761594 |
| 0.00840165615873759 |
| -0.0208066524383272 |
| -0.00451263855648813 |
| -0.0287127530085676 |
| 0.0507375336462988 |
| -0.00212365937760495 |
| 0.0319491328184479 |
| 0.0913871284899838 |
| -0.0434096286717424 |
| -0.0259891175898659 |
| 0.0169877145724087 |
| -0.0392830737015081 |
| 0.00102346141541426 |
| 0.055511124398254 |
| -0.0118736416516957 |
| -0.0177879601756281 |
| -0.0113910107598028 |
| 0.043952295107952 |
| 0.0125345719188506 |
| -0.0478835561153842 |
| -0.0102541944571002 |
| -0.0090976818028156 |
| 0.0186894344619871 |
| -0.0146082489366461 |
| 0.0699885725936537 |
| 0.0238635762950227 |
| -0.0258290911988956 |
| 0.0320061345129017 |
