| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3909 | 0.1088 | 0.3392 | -0.0238 | 0.6859 | -0.5068 | -0.0238 |
| (p-val) | (0.2662 ) | (0.6174 ) | (0.0223 ) | (0.977 ) | (0.005 ) | (0.0067 ) | (0.977 ) |
| Estimates ( 2 ) | -0.395 | 0.1074 | 0.3386 | 0 | 0.6837 | -0.5052 | -0.041 |
| (p-val) | (0.2407 ) | (0.624 ) | (0.0229 ) | (NA ) | (0.0041 ) | (0.0055 ) | (0.9345 ) |
| Estimates ( 3 ) | -0.4196 | 0.0964 | 0.3336 | 0 | 0.6684 | -0.4953 | 0 |
| (p-val) | (0.0074 ) | (0.5973 ) | (0.0179 ) | (NA ) | (0 ) | (5e-04 ) | (NA ) |
| Estimates ( 4 ) | -0.4715 | 0 | 0.2811 | 0 | 0.7136 | -0.4621 | 0 |
| (p-val) | (3e-04 ) | (NA ) | (0.0082 ) | (NA ) | (0 ) | (6e-04 ) | (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 |
| 0.102859943244494 |
| -0.704448721713728 |
| -1.19519063840259 |
| 0.44691141803854 |
| -0.122469346160724 |
| -0.620894170508473 |
| -0.0379463206461616 |
| -0.812607925297044 |
| -0.414127966779205 |
| -0.0338608275242933 |
| -0.0155426137374945 |
| -2.30427479617714 |
| 0.47703432220834 |
| -0.292263997642792 |
| 1.34785686440411 |
| 3.77455586414624 |
| -0.112034324647126 |
| -0.843319247014506 |
| 3.74396819713670 |
| 2.41218495263692 |
| 0.129138544811127 |
| 0.609686664979094 |
| 1.39374029362736 |
| 4.48518329911812 |
| -3.35285565876433 |
| 4.42499955825501 |
| 3.44940240648027 |
| -2.26985769386087 |
| 3.99778193114257 |
| 4.57247527263898 |
| -1.25305993440814 |
| -2.64647137378437 |
| 9.30963083756757 |
| -4.80778100293253 |
| -0.209769493797836 |
| -6.79362955958386 |
| -2.06361120145692 |
| 2.07893823001611 |
| -2.66567420488195 |
| 5.35436331766857 |
| 3.42773241534232 |
| -2.53000583454936 |
| -4.67082562642099 |
| -0.747544391686361 |
| 3.67782102794069 |
| -8.23963319923666 |
| -0.801720334949437 |
| -0.906517420610001 |
| 0.817707549804723 |
| -0.6557959936696 |
| 2.12754950254327 |
| 5.75414175899591 |
| -2.77868745389412 |
| -1.56734394787597 |
| 0.714114764980266 |
| 0.740316427493099 |
| 1.06258022339554 |
| 0.592187424080052 |
| -3.4028437200746 |
| 0.653281980171059 |
| 2.48797421247258 |
| 2.52187383003347 |
| 0.256048391980144 |
| -5.40255237539611 |
| -3.39973024695381 |
| 1.50801148612538 |
| -0.082947995610553 |
| 3.26238914245506 |
| 0.640420042156393 |
| -1.00361795565095 |
| 0.495981100086695 |
| -0.244143405650021 |
| -0.318623059913733 |
| -0.134199209650333 |
| 3.07757222063782 |
| 3.02404310528703 |
| 5.80457659652851 |
| -2.21518447651957 |
| 2.79851632724939 |
| 2.25675689374799 |
| 0.628981035507024 |
| 3.83680645849256 |
| -4.86510983423128 |
| -2.95574620194742 |
| -2.67743905011795 |
| 6.11161131226649 |
| 1.57364639021208 |
| 7.47553909025211 |
| -2.93351777601697 |
| 6.90361698364063 |
| 5.64630827167207 |
| 1.72051651216142 |
| 4.50594251547807 |
| -2.63433691013705 |
| -8.07787467336885 |
| -1.44961559902012 |
