| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0282 | -0.0176 | 0.3889 | -1 | 0.1006 | -0.3784 | -0.9999 |
| (p-val) | (0.8279 ) | (0.8802 ) | (0.0033 ) | (0 ) | (0.5031 ) | (0.0054 ) | (0.0131 ) |
| Estimates ( 2 ) | 0.0299 | 0 | 0.3894 | -1 | 0.1028 | -0.3757 | -1 |
| (p-val) | (0.816 ) | (NA ) | (0.0034 ) | (0 ) | (0.4914 ) | (0.0053 ) | (0.013 ) |
| Estimates ( 3 ) | 0 | 0 | 0.3928 | -1 | 0.0884 | -0.3754 | -1 |
| (p-val) | (NA ) | (NA ) | (0.0028 ) | (0 ) | (0.5134 ) | (0.0052 ) | (0.0135 ) |
| Estimates ( 4 ) | 0 | 0 | 0.4248 | -1 | 0 | -0.396 | -0.9147 |
| (p-val) | (NA ) | (NA ) | (0.0013 ) | (0 ) | (NA ) | (0.0032 ) | (0.3397 ) |
| Estimates ( 5 ) | 0 | 0 | 0.2646 | -1 | 0 | -0.3889 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0314 ) | (0 ) | (NA ) | (0.0029 ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -0.0161236598112092 |
| -0.00405559673181902 |
| -0.014329308143646 |
| 0.0252286369562927 |
| 0.00504344894375521 |
| -0.0188177369319820 |
| 0.0261317009277052 |
| -0.0207262616608917 |
| 0.0144546413658620 |
| -0.0198601451885437 |
| -0.00501981727926888 |
| 0.0183634615088553 |
| 0.071298984911875 |
| 0.0340238382519872 |
| 0.0244178153195269 |
| 0.0069536875228737 |
| -0.0454570435599479 |
| -0.00216452249537217 |
| 0.0331643673467036 |
| 0.0326665018068706 |
| 0.0634582219947838 |
| -0.00336941556470681 |
| 0.0131196317896337 |
| 0.0744656215294091 |
| -0.099130582470422 |
| -0.0314772841722242 |
| -0.0106951293092262 |
| 0.0326226132184119 |
| -0.0089708529624067 |
| 0.0576084165656037 |
| 0.0244714423428261 |
| 0.0215218830173121 |
| 0.00166096310470575 |
| -0.0728515869111905 |
| 0.0121202131038468 |
| 0.0659723493881998 |
| 0.0259954874720762 |
| -0.0388579854875856 |
| -0.0353415097747687 |
| 0.00484962828200029 |
| 0.011090675722065 |
| -0.0153516933621231 |
| -0.0854548058475125 |
| -0.0109624947469622 |
| 0.0332309032705147 |
| -0.0481545028730073 |
| 0.0149311939587098 |
| -0.0119682419247878 |
| -0.00606637209969442 |
| 0.00554833708682829 |
| 0.0715566172221239 |
| -0.0272359192088826 |
| 0.0443653921369148 |
| 0.00163892575872314 |
| -0.0326643111779520 |
| -0.000205209912608256 |
| -0.0120164082030541 |
| 0.00178713769579872 |
| 0.0260124632106328 |
| 0.00531435251483024 |
| 0.000719304637799583 |
| -0.0355475719133323 |
| 0.00574484270622893 |
| -0.0342711054968714 |
| 0.0197613908939129 |
| -0.0135939716386854 |
| 0.000774512473744933 |
| -0.00380456453435069 |
