| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1413 | 0.1531 | -0.1143 | 0.2569 | -0.4543 | 0.5434 | 0.936 |
| (p-val) | (0.7488 ) | (0.2372 ) | (0.4208 ) | (0.5585 ) | (3e-04 ) | (0 ) | (0.0015 ) |
| Estimates ( 2 ) | 0 | 0.1402 | -0.1323 | 0.1193 | -0.4454 | 0.5479 | 0.8932 |
| (p-val) | (NA ) | (0.2476 ) | (0.2788 ) | (0.3426 ) | (3e-04 ) | (0 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0.1275 | -0.1302 | 0 | -0.4068 | 0.5845 | 0.8785 |
| (p-val) | (NA ) | (0.2893 ) | (0.2958 ) | (NA ) | (4e-04 ) | (0 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0.1247 | 0 | 0 | -0.438 | 0.5513 | 0.8698 |
| (p-val) | (NA ) | (0.2987 ) | (NA ) | (NA ) | (1e-04 ) | (0 ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0 | -0.4215 | 0.5691 | 0.8801 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (1e-04 ) | (0 ) | (0 ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.00463569519292025 |
| 0 |
| 0.00143923460172335 |
| 0.00144853054504027 |
| -0.00162948785000958 |
| 0.00126792818850945 |
| 0.00234811866264784 |
| 0.000540524400251635 |
| -0.000270568209359912 |
| 0.00206931662322303 |
| 0.00286676786841799 |
| 0.00187581043598554 |
| 0.00176070152375519 |
| -0.000265784295388790 |
| 0.00243491709541981 |
| -0.000161830926563079 |
| 0.00409488594184309 |
| 0.000567568947962611 |
| -8.62318787957905e-05 |
| 0.00338400851898412 |
| 0.00205249103249761 |
| 3.09799421278379e-05 |
| -0.000592916602392861 |
| 0.000405795936844418 |
| 0.000781413303939543 |
| 0.00252397900894133 |
| 0.00290919488973382 |
| -0.00107510474861822 |
| -0.00350707915903945 |
| 9.89132513938052e-05 |
| -1.89306660423649e-05 |
| 0.000639485643732569 |
| 0.00263583378053166 |
| -0.00121439777818397 |
| 0.00105472150930439 |
| -0.00127092158767014 |
| -0.00148950401692806 |
| 0.00385464616352799 |
| -0.000223456361577770 |
| 0.000768236994111173 |
| -0.00386435457822765 |
| 0.00119889404368548 |
| 0.00179114278704465 |
| -0.000972899385449658 |
| -0.0018621951901171 |
| 0.000901096765850996 |
| -0.00108950772866412 |
| 0.00158624372277465 |
| 0.00037245345943365 |
| 0.00312515160034284 |
| 7.61954697028127e-06 |
| -0.000918699155153142 |
| -0.0063070273548383 |
| -0.000158493786046726 |
| 0.00156746782611579 |
| 0.00187755099080337 |
| -7.78210268363866e-05 |
| -0.000402478951780790 |
| -0.000686610555711077 |
| 0.000627079511179277 |
| 0.00103812971298083 |
| 6.29695604751267e-05 |
| 0.00144113835067093 |
| 0.000157148599393572 |
| 0.00516738774839585 |
| -0.000275128215104696 |
| 9.78943043732883e-06 |
| -0.00215536805984324 |
| -0.000474302520938954 |
| 0.00272873858269233 |
| 0.000731914959171474 |
| 0.00061088221663088 |
