| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0668 | -0.2631 | 0.0637 | -0.4213 | -0.3521 | -0.3068 |
| (p-val) | (0.6599 ) | (0.0951 ) | (0.691 ) | (0.386 ) | (0.2386 ) | (0.6091 ) |
| Estimates ( 2 ) | -0.0803 | -0.2676 | 0 | -0.4125 | -0.3338 | -0.3207 |
| (p-val) | (0.5881 ) | (0.0906 ) | (NA ) | (0.4033 ) | (0.266 ) | (0.5969 ) |
| Estimates ( 3 ) | -0.0936 | -0.2765 | 0 | -0.6508 | -0.4413 | 0 |
| (p-val) | (0.5238 ) | (0.0813 ) | (NA ) | (6e-04 ) | (0.0091 ) | (NA ) |
| Estimates ( 4 ) | 0 | -0.2662 | 0 | -0.6364 | -0.4239 | 0 |
| (p-val) | (NA ) | (0.0933 ) | (NA ) | (8e-04 ) | (0.0131 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -0.7035 | -0.4391 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (1e-04 ) | (0.0099 ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -0.286864331067573 |
| -5.07734978476939 |
| -4.53067447357595 |
| -8.36707087775059 |
| 12.2006206397697 |
| 12.7983257191277 |
| 12.2399845695876 |
| -5.53432731570625 |
| 5.6665423945906 |
| 5.4276583025017 |
| 7.7972941195683 |
| 12.1086421913791 |
| -10.0910854166173 |
| -13.6282182484431 |
| 2.92255247667524 |
| -2.69679691184861 |
| 22.4851911827129 |
| 6.73052420922854 |
| -10.4751638485624 |
| 21.1298811321795 |
| -1.96677874600926 |
| 13.2169977740573 |
| 4.54159229520793 |
| -20.1724224459777 |
| -1.72906527494527 |
| -0.250996627033457 |
| 8.54207060922027 |
| -12.0073903131545 |
| 0.396832236446305 |
| 28.0099906130956 |
| 1.66489418844442 |
| -2.32466202437918 |
| 9.5736507847007 |
| -16.6630460240043 |
| -27.7018430617579 |
| -20.5936458565045 |
| 0.692800329607131 |
| 4.95311493148514 |
| -37.1484330030014 |
| 19.0274888599230 |
| -9.00804693960697 |
| 10.8854140173274 |
| -3.80172039773100 |
| 11.0572160535244 |
| 7.40593213793954 |
| -18.3098947078831 |
| 38.0794086447187 |
| 13.9069838095070 |
