| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0719 | 0.1387 | -0.0788 | -0.0188 | 0.9678 | 0.0204 | -0.8672 |
| (p-val) | (0.9449 ) | (0.4174 ) | (0.6945 ) | (0.9856 ) | (0.0042 ) | (0.9322 ) | (0.2028 ) |
| Estimates ( 2 ) | -0.0905 | 0.1368 | -0.076 | 0 | 0.9673 | 0.0206 | -0.8658 |
| (p-val) | (0.4772 ) | (0.32 ) | (0.5629 ) | (NA ) | (0.0045 ) | (0.9317 ) | (0.206 ) |
| Estimates ( 3 ) | -0.0892 | 0.1409 | -0.0748 | 0 | 0.9873 | 0 | -0.8659 |
| (p-val) | (0.4815 ) | (0.2884 ) | (0.567 ) | (NA ) | (0 ) | (NA ) | (5e-04 ) |
| Estimates ( 4 ) | -0.0995 | 0.1432 | 0 | 0 | 0.9871 | 0 | -0.8641 |
| (p-val) | (0.4273 ) | (0.2806 ) | (NA ) | (NA ) | (0 ) | (NA ) | (7e-04 ) |
| Estimates ( 5 ) | 0 | 0.1599 | 0 | 0 | 0.9832 | 0 | -0.8506 |
| (p-val) | (NA ) | (0.2264 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.0072 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | 0.9921 | 0 | -0.8865 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (0 ) |
| Estimated ARIMA Residuals |
| Value |
| 0.103649918861003 |
| 0.175823638819370 |
| 0.0559231408203393 |
| 1.08878877609752 |
| 0.169051658024421 |
| 0.258478302621255 |
| 0.0767518235054876 |
| -0.620760938330455 |
| 0.00736006112002883 |
| -0.253915182483503 |
| 0.66753266557509 |
| -0.379542328179025 |
| 0.513783105806074 |
| 0.0595884330573675 |
| 0.838644600897171 |
| 1.20182340628153 |
| 1.11838989178884 |
| -0.0398664207909832 |
| -0.75310034460835 |
| 0.323835900859729 |
| 0.0143833581485036 |
| 0.451969208526558 |
| -0.400117517111814 |
| -0.54424217642364 |
| 1.82133291716348 |
| -0.938487023526808 |
| -0.0200215448419498 |
| -0.664044801007921 |
| 0.118978178151534 |
| -1.09014891652093 |
| 0.191150442294836 |
| -0.0977087311430021 |
| 0.74390242140218 |
| -0.2231065988089 |
| -0.269293274255702 |
| -0.261020532662231 |
| 0.308945933774695 |
| 0.717018816491798 |
| 0.0589107563882697 |
| -0.245774699428009 |
| -0.411064435867119 |
| 0.568590601942649 |
| 0.0667970960963488 |
| 0.227469691520354 |
| 0.98815428132996 |
| -1.48521265966468 |
| -0.296146470579635 |
| -0.124108200856614 |
| 0.259523165482887 |
| 0.234752473374623 |
| -0.0442727745124731 |
| 0.260127382259922 |
| 0.0118961261268151 |
| -0.226914311953969 |
| -0.223277284429377 |
| -0.380961755461330 |
| -0.376605975359689 |
| 0.206613484001451 |
| 0.335778533201609 |
| 0.103180705283678 |
| -0.437985505972849 |
| 0.911443270324813 |
| 1.40603875532069 |
| -0.819721339237752 |
| 0.115202425582448 |
