| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 |
| Estimates ( 1 ) | 0.1442 | 0.2732 | 0.5667 | -0.3153 | -0.2692 | -0.3506 |
| (p-val) | (0.3753 ) | (0.0195 ) | (3e-04 ) | (0.0818 ) | (0.1622 ) | (0.0754 ) |
| Estimates ( 2 ) | 0 | 0.3237 | 0.6571 | -0.1929 | -0.2903 | -0.3942 |
| (p-val) | (NA ) | (9e-04 ) | (0 ) | (0.2594 ) | (0.1203 ) | (0.0329 ) |
| Estimates ( 3 ) | 0 | 0.3208 | 0.6501 | 0 | -0.2347 | -0.4026 |
| (p-val) | (NA ) | (4e-04 ) | (0 ) | (NA ) | (0.1906 ) | (0.0275 ) |
| Estimates ( 4 ) | 0 | 0.3309 | 0.6184 | 0 | 0 | -0.3469 |
| (p-val) | (NA ) | (5e-04 ) | (0 ) | (NA ) | (NA ) | (0.0672 ) |
| Estimates ( 5 ) | 0 | 0.3281 | 0.5776 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.0011 ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.0093829998412209 |
| 0.00863217797535443 |
| 0.00292920616984827 |
| -0.0323958581121684 |
| 0.0107651239129251 |
| 0.00759792444128433 |
| -0.00625189095702309 |
| 0.0203888212462926 |
| -0.00920438736091553 |
| -0.0165826867245936 |
| 0.0552082045175739 |
| -0.00334284654245357 |
| 0.0111635576981426 |
| 0.0559086987643076 |
| 0.0626111988394595 |
| -0.0231954941198753 |
| 0.0539076295988835 |
| 0.00552969067546595 |
| 0.095965553962796 |
| -0.0206223118900641 |
| -0.0147166617705454 |
| 0.0244671322514566 |
| 0.0451963336342973 |
| -0.00205890206335151 |
| -0.0527055714175416 |
| -0.0307225202858808 |
| 0.00383477938630626 |
| 0.0228773639762198 |
| -0.0179799537268437 |
| -0.0569682873315286 |
| 0.00510570422771829 |
| 0.0503153714467322 |
| -0.0621834559772712 |
| -0.00848644130544506 |
| 0.0218277440351038 |
| 0.0571764425211186 |
| 0.000237294444449532 |
| 0.0424409621302306 |
| -0.091742276910253 |
| 0.0483206802561114 |
| 0.0431504072807538 |
| 0.0588218533030798 |
| 0.000924056416710783 |
| -0.0574126994483386 |
| 0.0539083182734537 |
| 0.0269426914574797 |
| -0.0294800003194649 |
| 0.0104595410078794 |
| 0.00897059595172855 |
| 0.0034717667922024 |
