| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1993 | 0.1848 | 0.0117 | 0.1767 | -0.061 | 0.6022 | -0.9996 |
| (p-val) | (0.9657 ) | (0.9158 ) | (0.9825 ) | (0.9696 ) | (0.6057 ) | (0 ) | (0.0035 ) |
| Estimates ( 2 ) | 0.3008 | 0.1466 | 0 | 0.0752 | -0.0608 | 0.6023 | -1.0006 |
| (p-val) | (0.7897 ) | (0.7602 ) | (NA ) | (0.9473 ) | (0.6079 ) | (0 ) | (0.0034 ) |
| Estimates ( 3 ) | 0.3752 | 0.1153 | 0 | 0 | -0.0623 | 0.6007 | -1.0001 |
| (p-val) | (0.0017 ) | (0.3293 ) | (NA ) | (NA ) | (0.5933 ) | (0 ) | (0.0043 ) |
| Estimates ( 4 ) | 0.3719 | 0.1145 | 0 | 0 | 0 | 0.6396 | -1 |
| (p-val) | (0.0018 ) | (0.3316 ) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) |
| Estimates ( 5 ) | 0.4178 | 0 | 0 | 0 | 0 | 0.625 | -1 |
| (p-val) | (2e-04 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.00476386896451442 |
| 0.0224261950758185 |
| 0.0454666567577735 |
| -0.0960513904455607 |
| 0.0206889944447735 |
| 0.0457673458153563 |
| -0.0280114492229433 |
| -0.0525608695145331 |
| -0.0522329360037735 |
| 0.0650230337076927 |
| -0.0115424844260768 |
| -0.0606685174295334 |
| -0.00488221837548009 |
| -0.0320363998124937 |
| -0.0108994497297860 |
| -0.0343412983810648 |
| -0.00563371448400873 |
| -0.0684787667292326 |
| -0.00329745944827441 |
| -0.0347887940014629 |
| -0.0424036740353927 |
| 0.0648933618939629 |
| -0.085035728239655 |
| 0.0184901040380966 |
| -0.0757197859178961 |
| 0.00665968375578374 |
| -0.00746197821848553 |
| 0.00234411455346472 |
| 0.0236765588617131 |
| 0.0735082338948599 |
| 0.031842172315817 |
| -0.0295999499870170 |
| 0.0998720027932579 |
| -0.00335390065702902 |
| -0.0227077091288768 |
| 0.0278318747881778 |
| 0.0582558948092507 |
| -0.000493793645749376 |
| -0.000658534752778215 |
| -0.059527961613901 |
| -0.0442671137384536 |
| 0.0490205921803635 |
| -0.0400907306873220 |
| -0.0664267743134563 |
| -0.0329241050070974 |
| 0.0206834999659404 |
| -0.0140632391355822 |
| -0.0119331024549280 |
| -0.0361945998341836 |
| 0.0251174062047511 |
| 0.0154909027400484 |
| 0.0942056152307788 |
| 0.0163330065653823 |
| 0.0028084612502297 |
| -0.131309202591394 |
| 0.127185060626130 |
| -0.00449688734082382 |
| -0.105455558659720 |
| -0.0190405416920385 |
| -0.126735039045221 |
| -0.0284998068851473 |
| 0.052028645834184 |
| 0.0908781679860223 |
| 0.0178795363363645 |
| 0.0208649848126786 |
| -0.0902209042082827 |
| -0.0591771050408771 |
| -0.0541078346371349 |
| -0.0447216325455157 |
| -0.0423040438787238 |
| -0.0470826084406988 |
| 0.0385490060065342 |
| 0.0240278397014413 |
| 0.0173655238392965 |
| -0.0145342967779102 |
