| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.3723 | 0.1224 | -0.0617 | -1 | 0.5571 | -0.0926 | -0.9993 |
| (p-val) | (0.0033 ) | (0.3467 ) | (0.6176 ) | (0 ) | (7e-04 ) | (0.63 ) | (0.2258 ) |
| Estimates ( 2 ) | 0.3659 | 0.1208 | -0.0504 | -1 | 0.5776 | 0 | -1 |
| (p-val) | (0.0037 ) | (0.353 ) | (0.6787 ) | (0 ) | (5e-04 ) | (NA ) | (0.0262 ) |
| Estimates ( 3 ) | 0.3618 | 0.1041 | 0 | -1 | 0.5786 | 0 | -0.9987 |
| (p-val) | (0.0041 ) | (0.4008 ) | (NA ) | (0 ) | (5e-04 ) | (NA ) | (0.0352 ) |
| Estimates ( 4 ) | 0.3998 | 0 | 0 | -1 | 0.5586 | 0 | -1.0002 |
| (p-val) | (8e-04 ) | (NA ) | (NA ) | (0 ) | (5e-04 ) | (NA ) | (0.0161 ) |
| 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 |
| -0.0165645093211093 |
| -0.00761598592253563 |
| 0.0523833206242285 |
| 0.00920737060564757 |
| -0.0280702792780465 |
| 0.00281750898310281 |
| -0.022332672139411 |
| -0.00787112294803327 |
| 0.0221173379073692 |
| 0.0067280366738747 |
| -0.0600557158843458 |
| 0.0298374026517252 |
| 0.000186581259647118 |
| -0.00109191298840832 |
| 0.0539321780862091 |
| -0.0519810358661653 |
| 0.0492086359384103 |
| -0.056871289610396 |
| 0.0208163463146961 |
| -0.00141406559195286 |
| 0.0621450147583607 |
| 0.0311274742024184 |
| 0.0780561050492554 |
| 0.0490248023672456 |
| -0.00193488014247141 |
| 0.122250249716408 |
| -0.0222516431313169 |
| -0.00120574581849320 |
| 0.0487207501912845 |
| 0.0597652785553623 |
| -0.00525080774645977 |
| -0.00331131630947451 |
| -0.0175706498857684 |
| -0.048353844587374 |
| 0.0444051450583285 |
| -0.0266478587556102 |
| -0.0457651808789366 |
| -0.0102960122787207 |
| -0.00191866736296624 |
| 0.00397209654179794 |
| 0.0134055150094126 |
| -0.0287488997462509 |
| 0.0212584862568654 |
| 0.0155484994010022 |
| 0.131325821456894 |
| 0.0106379461815768 |
| -0.000189969366080745 |
| -0.115253383167950 |
| 0.140566998360777 |
| 0.0105175216495473 |
| -0.118755378638246 |
| -0.00166721169156504 |
| -0.100503512640737 |
| -0.0286018925746096 |
| 0.0546731356976751 |
| 0.0882854487984557 |
| 0.0501534873653888 |
| 0.0171490345644563 |
| -0.0949198659626559 |
| -0.0443474847780983 |
| -0.027525485099238 |
| -0.0178788782127245 |
| -0.0507294153310545 |
| -0.0220504349813639 |
| 0.0580044197496768 |
| 0.0227984732059170 |
| 0.0223448342740036 |
| -0.0112084529924838 |
