| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.6283 | -0.0443 | 0.4152 | -0.7032 | 0.3405 | 0.3357 | -0.9627 |
| (p-val) | (3e-04 ) | (0.8058 ) | (0.0146 ) | (0 ) | (0.2596 ) | (0.259 ) | (0.0026 ) |
| Estimates ( 2 ) | 0.6109 | 0 | 0.3932 | -0.6963 | 0.3842 | 0.3829 | -1.0003 |
| (p-val) | (0 ) | (NA ) | (0.0066 ) | (0 ) | (0.0721 ) | (0.1253 ) | (0 ) |
| Estimates ( 3 ) | 0.6047 | 0 | 0.3841 | -0.7118 | -0.4256 | 0 | -0.1126 |
| (p-val) | (1e-04 ) | (NA ) | (0.0084 ) | (0 ) | (0.4571 ) | (NA ) | (0.8714 ) |
| Estimates ( 4 ) | 0.6108 | 0 | 0.3777 | -0.7217 | -0.5111 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (0.0067 ) | (0 ) | (0.0013 ) | (NA ) | (NA ) |
| 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 |
| 0.0693990238500725 |
| -0.202508879784000 |
| -18.0825451650144 |
| 6.67897137919856 |
| 14.9871944949232 |
| 6.82249136991831 |
| 1.20477877404993 |
| 10.5148802743588 |
| 5.85093737706826 |
| -3.73615461994183 |
| 3.85281956420836 |
| -11.1862001862996 |
| 15.0124192342109 |
| 9.9585687417191 |
| 0.786774498883611 |
| 3.36539245418093 |
| 4.4416035522114 |
| 3.47164787845242 |
| 2.04647126132675 |
| 3.45954693245012 |
| -4.67092891436139 |
| -8.5989110651235 |
| 1.58097313515991 |
| -2.66817956832325 |
| 7.94842771374732 |
| 4.84790403500832 |
| -8.81314695781482 |
| 2.07410903714862 |
| -3.38628384324976 |
| 4.06380361865556 |
| 4.94898156698772 |
| 4.04195625878557 |
| -11.9303577650716 |
| 16.9273904984887 |
| 3.70496180157471 |
| 5.92387030376004 |
| -4.20185645636102 |
| -3.13453268699528 |
| 5.59907399121433 |
| 9.90827997409823 |
| 2.64382654641493 |
| 8.44006128237075 |
| -1.19528311634833 |
| 0.314644349167505 |
| 1.92084804404795 |
| 3.51002113180532 |
| 3.08440866080907 |
| 8.05495940836078 |
| -1.55364521273671 |
