| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5016 | 0.7693 | -0.3102 | 0.9138 | -0.1513 | -0.2708 | -0.7348 |
| (p-val) | (0.003 ) | (0.0012 ) | (0.0121 ) | (0 ) | (0.2175 ) | (0.0129 ) | (0 ) |
| Estimates ( 2 ) | 0.4698 | 0.7862 | -0.3 | 0.9302 | 0 | -0.2061 | -0.8313 |
| (p-val) | (2e-04 ) | (0 ) | (0.0049 ) | (0 ) | (NA ) | (0.0418 ) | (0 ) |
| Estimates ( 3 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.00496077230080236 |
| 0.00140182063369704 |
| 0.0340896719939319 |
| 0.0462221133617540 |
| -0.067045099904415 |
| 0.0361104487964593 |
| -0.0145265487153619 |
| -0.0634652515818392 |
| -0.0284979249366296 |
| -0.0246214198704274 |
| 0.087223276322594 |
| 0.0118209487798106 |
| -0.0523388308229491 |
| -0.0383620159458074 |
| -0.0054996861015134 |
| -0.0604653643321296 |
| -0.0429808814729218 |
| 0.00765315662144655 |
| 0.0085874193852623 |
| 0.0214634401668955 |
| -0.11691963416421 |
| 0.0142203467728968 |
| 0.0547728663215493 |
| -0.01804827056057 |
| -0.00741525127735983 |
| -0.0444343839563428 |
| -0.0622268499792439 |
| -0.00376787346350914 |
| -0.00817476553619946 |
| -0.0333757521970656 |
| 0.00913032897246617 |
| -0.0936545975383774 |
| 0.131223826735596 |
| -0.0227383962475138 |
| 0.0133927933202855 |
| -0.0754022549850536 |
| 0.0121556630021407 |
| 0.0311718098013948 |
| 0.0078029045787764 |
| -0.0212887702676737 |
| -0.0155958679163231 |
| 0.000318953680542113 |
| -0.0284381589459343 |
| -0.0463974284696649 |
| -0.00280169880875457 |
| 0.045749430850578 |
| -0.0326177101762874 |
| 0.00986021866499806 |
| 0.0534414738882408 |
| -0.0865531701519222 |
| -0.0566289994452963 |
| -0.0144231022156591 |
| -0.0367915784267412 |
| 0.0243374469108268 |
| 0.05907031513238 |
| 0.0667670907844571 |
| -0.00183134647630921 |
| -0.0776099017068822 |
| -0.0264232635278065 |
| 0.000349239290598731 |
| -0.0274310557458304 |
| 0.0358512863508387 |
| -0.00564360130093699 |
| 0.0386727664639391 |
| -0.0296157837326809 |
| 0.0248389860712534 |
| 0.0410287531785149 |
| 0.0849252583820899 |
| -0.0350354283898888 |
| -0.00472665549158409 |
| -0.0358827658616018 |
| 0.0340104500802269 |
| -0.00765823501590506 |
| 0.0104712314998251 |
| 0.00932227897983504 |
| -0.0211314251623256 |
| 0.0180150039787792 |
| 0.0386373848699009 |
| 0.000154652210748109 |
| -0.0317840069847254 |
| -0.000619141891328213 |
| 0.066914249314796 |
| 0.143523681235100 |
| -0.0417985974452282 |
| 0.00141321070477834 |
| 0.084573724218568 |
| 0.039142606460529 |
| 0.111518167506788 |
| -0.039951206969439 |
| -0.0423694596004807 |
| -0.0314936701890432 |
| -0.052672538064489 |
| -0.172189936398436 |
| 0.0123927617137699 |
| -0.0362729308626902 |
| 0.0153766274759647 |
| 0.00679931678971598 |
| -0.00970832299315002 |
| 0.0281891347813318 |
| 0.115141730766700 |
| -0.0803973048324115 |
| 0.0414857426826949 |
| 0.0632326898389978 |
| -0.0291628052089837 |
| -0.0476665488796604 |
| -0.0362249459653065 |
| 0.0441155505146838 |
| -0.0221529268784654 |
| 0.042869698277459 |
| -0.0132886675187302 |
| 0.0114979287753136 |
| -0.0321424274535849 |
| -0.0153917693451445 |
| 0.0120372324732676 |
| -0.0104817571966024 |
| 0.00195778144972970 |
| -0.0256082335253315 |
| -0.0129821257559329 |
| 0.065936548542384 |
| 0.0496385070746634 |
| -0.0369884983171655 |
| 0.057002538517647 |
| 0.0483371894963808 |
| -0.0457207679818347 |
| -0.0316124928588473 |
| 0.0649389166343859 |
| 0.072658620209937 |
| 0.0290304641076988 |
| 0.0513453018782221 |
| 0.0881177583496085 |
