| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0198 | 0.0406 | 0.1764 | 0.3406 | -0.0666 | -0.1789 | -0.7515 |
| (p-val) | (0.9527 ) | (0.7761 ) | (0.0781 ) | (0.3011 ) | (0.6398 ) | (0.1412 ) | (0 ) |
| Estimates ( 2 ) | 0 | 0.0346 | 0.1776 | 0.3219 | -0.0659 | -0.178 | -0.753 |
| (p-val) | (NA ) | (0.7274 ) | (0.0689 ) | (9e-04 ) | (0.642 ) | (0.14 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0 | 0.1825 | 0.3111 | -0.051 | -0.177 | -0.7627 |
| (p-val) | (NA ) | (NA ) | (0.059 ) | (5e-04 ) | (0.7034 ) | (0.1403 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0 | 0.1887 | 0.3051 | 0 | -0.1593 | -1.2575 |
| (p-val) | (NA ) | (NA ) | (0.0474 ) | (6e-04 ) | (NA ) | (0.1551 ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | 0.1577 | 0.3289 | 0 | 0 | -1.1793 |
| (p-val) | (NA ) | (NA ) | (0.091 ) | (1e-04 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0.344 | 0 | 0 | -1.2057 |
| (p-val) | (NA ) | (NA ) | (NA ) | (2e-04 ) | (NA ) | (NA ) | (0 ) |
| Estimated ARIMA Residuals |
| Value |
| -0.0178806159968494 |
| 0.0168906520796098 |
| 0.0571921578195944 |
| -0.0502636271234359 |
| 0.0447607332540313 |
| -0.0282632932614460 |
| -0.0299622039529571 |
| 0.00659063258158519 |
| 0.0115458362065979 |
| 0.0287458232482681 |
| 0.00550635811192861 |
| 0.0153090191052 |
| -0.0450357035039871 |
| -0.0269895881524433 |
| -0.048121808824379 |
| -0.0359302036614023 |
| -0.0274958399397995 |
| 0.0373969938242331 |
| 0.0150632468673633 |
| -0.0245501833586875 |
| -0.00189064991328014 |
| 0.0415722807370486 |
| 0.0148962646213656 |
| -0.00860276710834741 |
| -0.0320368238154879 |
| -0.0601274421890151 |
| -0.00904153572274448 |
| -0.026554928512027 |
| -0.00748399150209469 |
| 0.0511012304267577 |
| -0.0380214145997058 |
| 0.0636493734704494 |
| -0.0174989760434992 |
| 0.0243707164202611 |
| -0.00984586016561526 |
| 0.0155846363779814 |
| -0.00702461782196067 |
| -0.0258881322245300 |
| 0.0119498150859078 |
| -0.0134631298263324 |
| 0.0154395374353174 |
| -0.00512013113085076 |
| 0.00818666155307103 |
| -0.0216336807062839 |
| 0.0365439929013365 |
| 0.00206597951091669 |
| -0.0157125864430650 |
| 0.0126206231139587 |
| 0.00124730629702748 |
| -0.0187667790731095 |
| -0.0124522486335359 |
| -0.020011352933536 |
| 0.0105459121462225 |
| 0.0222623541797347 |
| 0.059569181786757 |
| -0.0140002627833082 |
| -0.0223751715486434 |
| -0.0190934088545080 |
| 0.0306996290512583 |
| -0.00365720655267 |
| 0.0116872709880830 |
| -0.0102702917477640 |
| 0.0362548896950046 |
| -0.0109993933078840 |
| -0.00468073269305621 |
| 0.0494736076301316 |
| 0.0754733064578204 |
| 0.00531624457754965 |
| 0.045818224642227 |
| -0.0208986581113687 |
| -0.0202265605891944 |
| -0.0122895855058531 |
| 0.0106773951676644 |
| 0.0175997819819969 |
| -0.0503808803656116 |
| 0.0228255914836561 |
| -0.00698112725523704 |
| -0.00839661044737976 |
| -0.0147622952130311 |
| 0.0165356453775801 |
| 0.0327613114291147 |
| 0.0313994387701564 |
| 0.00895800041609143 |
| 0.0128844354074815 |
| 0.0375197174507641 |
| 0.00149659055604577 |
| 0.0609195208419311 |
| -0.0218336572629272 |
| -0.0292835064236312 |
| -0.00483080596782585 |
| -0.0487261422443205 |
| -0.058349226616388 |
| -0.00447632841757587 |
| -0.0113563411313850 |
| 0.0382796177363281 |
| 0.0195448210997911 |
| -0.0211249771879621 |
| 0.0318465803538426 |
| 0.0626519204859783 |
| -0.0510648615509582 |
| 0.0129198660286239 |
| 0.0294237719181984 |
| 0.0077462846932615 |
| -0.0286474759360639 |
| -0.0304572960551364 |
| 0.0221968751242366 |
| -0.0131586512035722 |
| 0.0372360441127868 |
| 0.0285589610582225 |
| -0.00398664425868215 |
| -0.0377806787472975 |
| 0.0150390878147968 |
| 0.00184826063652270 |
| -0.000179257761210577 |
| 0.0412280723077329 |
| -0.0241540758556646 |
| 0.00767425091746985 |
| 0.0408855179688299 |
| 0.0400716818053204 |
| -0.00586180673679321 |
| -0.0135697118467644 |
| 0.0130014459527472 |
| -0.0250242345632091 |
| -0.0139971916924738 |
| 0.0121436376569231 |
| 0.0651225817986277 |
| 0.00120943650536302 |
| 0.0179981019201913 |
| 0.060694442914754 |
