| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2295 | 0.1984 | 0.5494 | -0.128 | -0.6075 | -0.5087 |
| (p-val) | (0.1305 ) | (0.1278 ) | (1e-04 ) | (0.7504 ) | (0.0013 ) | (0.5298 ) |
| Estimates ( 2 ) | 0.259 | 0.1941 | 0.5425 | 0 | -0.5653 | -0.8043 |
| (p-val) | (0.0374 ) | (0.1336 ) | (1e-04 ) | (NA ) | (2e-04 ) | (0.042 ) |
| Estimates ( 3 ) | 0.3632 | 0 | 0.6143 | 0 | -0.6121 | -0.5865 |
| (p-val) | (0.0011 ) | (NA ) | (0 ) | (NA ) | (0 ) | (0.1504 ) |
| Estimates ( 4 ) | 0.3483 | 0 | 0.474 | 0 | -0.5676 | 0 |
| (p-val) | (0.0044 ) | (NA ) | (4e-04 ) | (NA ) | (3e-04 ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.108397535296406 |
| 6.88213942205853 |
| 1.13142667186215 |
| 0.56842960925653 |
| 7.82742281638304 |
| -15.2979948582366 |
| 0.65956803546223 |
| -2.48486689481669 |
| 3.73313676756849 |
| 3.18702414495066 |
| 7.32489609667369 |
| -0.826443398080632 |
| 3.58457655371833 |
| -2.42080842085776 |
| -3.95682307990883 |
| 4.70539386241296 |
| 3.53848252551747 |
| 3.77975438026032 |
| -3.10333312499743 |
| -3.27846833664851 |
| 0.537515693943329 |
| 6.68876610023075 |
| -3.16186845831888 |
| -8.81909609403227 |
| -0.462228478616628 |
| 4.14441899832538 |
| -0.246011670977238 |
| 1.83640731341084 |
| -5.42672268797816 |
| -3.24644821372414 |
| 4.87556643608679 |
| 12.7968770664302 |
| -4.87312769210229 |
| 8.62556292564284 |
| -1.57473737229226 |
| -0.453717354633755 |
| 1.19829354872597 |
| -3.92351600170314 |
| 4.25933697979798 |
| 4.2493248781215 |
| -0.95964896934972 |
| -1.33019448960345 |
| -5.69289276248916 |
| -0.470982315604962 |
| -2.06183336001489 |
| 5.08234650818225 |
| -1.7300665391551 |
| 0.187291292100408 |
| -1.47555964136607 |
