| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1116 | 0.4074 | -0.0452 | 0.1877 | -0.4948 | -0.3919 | 0.184 |
| (p-val) | (0.746 ) | (0.0284 ) | (0.797 ) | (0.6311 ) | (0.329 ) | (0.0476 ) | (0.7569 ) |
| Estimates ( 2 ) | -0.0163 | 0.4398 | 0 | 0.3121 | -0.4889 | -0.3928 | 0.1761 |
| (p-val) | (0.968 ) | (0.0301 ) | (NA ) | (0.4997 ) | (0.4761 ) | (0.089 ) | (0.816 ) |
| Estimates ( 3 ) | 0 | 0.4344 | 0 | 0.2949 | -0.4905 | -0.3914 | 0.1756 |
| (p-val) | (NA ) | (0.0048 ) | (NA ) | (0.0833 ) | (0.4735 ) | (0.0896 ) | (0.8169 ) |
| Estimates ( 4 ) | 0 | 0.4335 | 0 | 0.2975 | -0.3358 | -0.3547 | 0 |
| (p-val) | (NA ) | (0.005 ) | (NA ) | (0.0815 ) | (0.0828 ) | (0.0578 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0.4763 | 0 | 0.3884 | 0 | -0.2817 | 0 |
| (p-val) | (NA ) | (0.0017 ) | (NA ) | (0.0072 ) | (NA ) | (0.1575 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0.4254 | 0 | 0.3937 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.0044 ) | (NA ) | (0.0073 ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.00447845531333673 |
| 0.0878453079348509 |
| -0.0687404814713538 |
| -0.0929278591928236 |
| -0.0841684703701208 |
| 0.0581885069854353 |
| 0.04284604308998 |
| 0.0383613377834400 |
| 0.00306961648270187 |
| -0.00951500984493533 |
| 0.0388344753719996 |
| 0.0506952077676546 |
| 0.0203861790954021 |
| 0.00393442793152487 |
| -0.0398359385834428 |
| 0.0572602722827436 |
| 0.00394568977265798 |
| -0.0561473395964506 |
| -0.0247737146474137 |
| -0.0755625711846781 |
| -0.0022658704330042 |
| 0.0267154678055593 |
| 0.00840321054068451 |
| -0.123012304269086 |
| 0.0322924205383771 |
| 0.00472231148187419 |
| -0.0945001668427128 |
| 0.0179495333318573 |
| -0.0210621386885079 |
| 0.0665326662047096 |
| 0.0327476825046564 |
| 0.075273785093915 |
| -0.0450618485374711 |
| 0.0560532276875752 |
| -0.0131260818132338 |
| 0.0258553198998409 |
| 0.0492407669848453 |
| -0.00372904370634816 |
| 0.0731005608124546 |
| -0.00223492750261814 |
| -0.0148678333230039 |
| 0.0355479136304053 |
| 0.0254881693869295 |
| -0.0268756950314470 |
| 0.0221100539143952 |
| -0.0101096166544581 |
| -0.0240881215886537 |
| 0.0285770840558586 |
| 0.037787977281833 |
