| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.5399 | 0.1708 | 0.0304 | 0.9042 | -0.0386 | -0.2391 | -0.7179 |
| (p-val) | (0 ) | (0.1128 ) | (0.7583 ) | (0 ) | (0.7772 ) | (0.0358 ) | (0 ) |
| Estimates ( 2 ) | -0.5401 | 0.1715 | 0.0271 | 0.9074 | 0 | -0.2281 | -0.7396 |
| (p-val) | (0 ) | (0.1088 ) | (0.7819 ) | (0 ) | (NA ) | (0.0348 ) | (0 ) |
| Estimates ( 3 ) | -0.5438 | 0.1618 | 0 | 0.9155 | 0 | -0.2309 | -0.7349 |
| (p-val) | (0 ) | (0.1082 ) | (NA ) | (0 ) | (NA ) | (0.032 ) | (0 ) |
| Estimates ( 4 ) | -0.5646 | 0 | 0 | 0.8564 | 0 | -0.2289 | -0.7429 |
| (p-val) | (1e-04 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.0321 ) | (0 ) |
| 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 |
| -0.0188617052236618 |
| -0.00480518696381852 |
| 0.0386604299596439 |
| -0.108558199150346 |
| -0.0342341157949376 |
| 0.0470709618031273 |
| -0.00378593260964411 |
| 0.084908753384194 |
| 0.0216717154148097 |
| 0.0764535262723437 |
| -0.0214701349220553 |
| -0.00288912125847166 |
| -0.0110750040363763 |
| -0.0131796528909636 |
| -0.0252908488260806 |
| -0.0723209465011967 |
| 0.035583254480575 |
| 0.0682703692876727 |
| -0.0212556897253976 |
| -0.0449837816224749 |
| 0.0387402666693091 |
| 0.0505999046218331 |
| 0.0124994452158954 |
| -0.0164536913959678 |
| 0.00337538175968105 |
| -0.0310346549045335 |
| 0.00144469116877099 |
| -0.0512908613724161 |
| -0.003825501183449 |
| 0.0561771288521043 |
| -0.0361660789107442 |
| 0.127052534137075 |
| -0.0430000497266376 |
| -0.00300482147163695 |
| -0.0284425492263112 |
| 0.028552270866014 |
| 0.0672346139508214 |
| -0.0231487087966499 |
| 0.00160225316569137 |
| -0.0359537994734657 |
| 0.0626134330196644 |
| -0.02262721585705 |
| -0.0281902975621727 |
| -0.0372562976633048 |
| 0.0801283787641748 |
| 0.0392978596059758 |
| 0.0433743926024704 |
| 0.00694555229977395 |
| 0.00178164632939194 |
| -0.0556942121591666 |
| 0.00236425589354194 |
| -0.0269163708685144 |
| 0.00628712124442563 |
| 0.0338350851264338 |
| 0.0903095429199688 |
| -0.0104845911526373 |
| 0.00309375706670886 |
| -0.0567838417208723 |
| 0.0261608296190736 |
| 0.00705041100420995 |
| 0.0149776155524088 |
| -0.0163278603742414 |
| -0.0120185263685339 |
| -0.00638048949476752 |
| 0.0385711103907229 |
| 0.0732916611361229 |
| 0.0918216918380306 |
| 0.0391920798231936 |
| 0.0792929171874763 |
| -0.0412888196720461 |
| -0.0126660759823600 |
| -0.0389329639109142 |
| -0.0391534633552554 |
| 0.00865927349803817 |
| -0.0366550619725453 |
| 0.00948017353160925 |
| 0.0282403016997684 |
| -0.0245998776547136 |
| -0.0405062485787519 |
| 0.0579704575275294 |
| -0.0212434550014502 |
| -0.00913346491345895 |
| 0.0713951189633145 |
| 0.0333026486107708 |
| 0.0273541497799685 |
| 0.00900169997204778 |
| 0.046362769940699 |
| 0.0214786912951184 |
| -0.0391502769651846 |
| 0.00583943395571575 |
| -0.0689344693008103 |
| -0.045789995214643 |
| 0.0199823053845984 |
| -0.0290597654043378 |
| 0.00468433591433152 |
| 0.00168585008920773 |
| -0.0321491302845718 |
| 0.00876022617539829 |
| 0.0321908668323309 |
| -0.0532497260755194 |
| 0.036189226577314 |
| 0.0244785447090322 |
| 0.0639802307638794 |
| -0.0734871807180395 |
| 0.0278000207980543 |
| -0.00819467423881322 |
| -0.0115617093712317 |
| 0.0493591368131129 |
| 0.0177729429363333 |
| 0.05212603893352 |
| -0.0215389488063387 |
| 0.0551258163993368 |
| 0.0313657098241115 |
| -0.0162011713075296 |
| 0.0360045363634907 |
| -0.0915895507553786 |
| 0.0592615564207261 |
| 0.105372426104259 |
| 0.0488645877985787 |
| -0.00816410416000369 |
| -0.00955522793648373 |
| 0.00879456045456353 |
| -0.0153263431374198 |
| -0.0662904810276389 |
| 0.0237068904542412 |
| 0.0886587441320772 |
| -0.0451837643288755 |
| 0.0591687634000339 |
| 0.0876070888157847 |
