| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1201 | -0.0083 | 0.1554 | 0.2049 | 0.2066 | 0.1268 | -1 |
| (p-val) | (0.8631 ) | (0.9744 ) | (0.2211 ) | (0.7713 ) | (0.2394 ) | (0.5664 ) | (0.0128 ) |
| Estimates ( 2 ) | 0.1006 | 0 | 0.1544 | 0.2247 | 0.2051 | 0.1251 | -1.0007 |
| (p-val) | (0.7666 ) | (NA ) | (0.2106 ) | (0.501 ) | (0.2264 ) | (0.5614 ) | (0.0129 ) |
| Estimates ( 3 ) | 0 | 0 | 0.1492 | 0.3146 | 0.2009 | 0.1337 | -1 |
| (p-val) | (NA ) | (NA ) | (0.234 ) | (0.0081 ) | (0.2352 ) | (0.5317 ) | (0.0119 ) |
| Estimates ( 4 ) | 0 | 0 | 0.1577 | 0.3268 | 0.1568 | 0 | -1.0009 |
| (p-val) | (NA ) | (NA ) | (0.2093 ) | (0.0049 ) | (0.2957 ) | (NA ) | (0.2957 ) |
| Estimates ( 5 ) | 0 | 0 | 0.1105 | 0.3003 | -0.5003 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.37 ) | (0.0129 ) | (0 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0.3189 | -0.4901 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0112 ) | (0 ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -0.370867547224966 |
| 4.28661056313976 |
| 0.657944574579502 |
| -1.18422595901217 |
| -1.52682492782420 |
| -0.531110681196882 |
| 2.42552914560538 |
| 1.70218989241554 |
| 0.104883190653825 |
| 2.559766307433 |
| 3.13097711650703 |
| 1.36019210162577 |
| -7.77689755658615 |
| -2.11569841126384 |
| -2.98823064543605 |
| 0.390850645098170 |
| -0.197798692615099 |
| 3.38470897328407 |
| 6.66697634348241 |
| 0.354025833016676 |
| 0.667903689034745 |
| -0.334022099952450 |
| 2.89738011387037 |
| -1.19087403776140 |
| 7.02759754596315 |
| 8.9505951536834 |
| 1.3828944300669 |
| -3.21110673736732 |
| 0.654809090317773 |
| -0.0430356484077948 |
| 2.19133255298473 |
| -1.96273750607141 |
| 9.72321765893672 |
| -9.28576730974738 |
| -2.47874120199062 |
| -1.72276618351752 |
| 3.95023172333603 |
| -1.38523510939738 |
| 4.42810836717808 |
| -0.884478616837711 |
| -1.34623214409876 |
| 6.12829120898347 |
| 3.87654140832913 |
| 4.07323558823336 |
| -2.60014972469986 |
| 9.58824066985392 |
| -9.8389806554596 |
| 10.6814383283516 |
| 3.34752815249212 |
| -5.15019697164604 |
| 15.4514311128513 |
| 20.1207663361360 |
| 7.14347302173196 |
| -14.6231404005330 |
| 0.664120183047771 |
| -8.14551994345331 |
| -0.00669251840110974 |
| 12.0548701949178 |
| -13.1474025982718 |
| -3.64606849221647 |
| -6.12340400327616 |
| 1.07137172038699 |
| -8.13371285681308 |
| -5.7985293519163 |
| -0.394732076580624 |
| 1.17529129490131 |
| -8.1214449298053 |
| 1.04526374528095 |
