| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 |
| Estimates ( 1 ) | 0.3424 | 0.8601 | -0.2219 | 1 | -0.5694 | -0.2129 |
| (p-val) | (0.0121 ) | (0 ) | (0.0935 ) | (0 ) | (0 ) | (0.1944 ) |
| Estimates ( 2 ) | 0.8029 | 0.1626 | 0.0176 | 2.2186 | -0.507 | 0 |
| (p-val) | (0.1874 ) | (0.8337 ) | (0.9338 ) | (0.4482 ) | (0 ) | (NA ) |
| Estimates ( 3 ) | 0.7612 | 0.2212 | 0 | 2.0243 | -0.5071 | 0 |
| (p-val) | (0.051 ) | (0.564 ) | (NA ) | (0.1493 ) | (0 ) | (NA ) |
| Estimates ( 4 ) | 0.9837 | 0 | 0 | 0.2929 | -0.4988 | 0 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0.0275 ) | (0 ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.0878019451484966 |
| -1.08228730998824 |
| 1.72641259572392 |
| 0.320875960395996 |
| -0.754572096143827 |
| -0.413701281944712 |
| -0.303331260598497 |
| 0.971406689979722 |
| 0.520326926306715 |
| 0.0967796794252529 |
| 1.06583326529283 |
| 0.826338919765598 |
| 0.498506919239503 |
| -2.55263591081619 |
| -0.960908362374608 |
| -0.813760992011386 |
| -0.267323441054363 |
| -0.484656773187637 |
| 1.08871740694531 |
| 1.80529818021082 |
| 0.236029612855955 |
| 0.462377886042846 |
| 0.143005331425570 |
| 1.20815687000854 |
| -0.524646768806715 |
| 2.79860390409531 |
| 2.90833910455027 |
| 0.945960401488674 |
| 0.522744252738314 |
| 0.855943398542067 |
| 0.613941409498232 |
| 0.564269931459952 |
| -0.308344749310169 |
| 3.60498458738987 |
| -3.58530552531545 |
| -0.320011773927029 |
| -0.488165078675347 |
| 1.91807911660930 |
| -0.088719635097666 |
| 1.58790786941420 |
| -0.373608952461223 |
| -0.595355237669733 |
| 1.88881104233282 |
| 1.13675997840046 |
| 1.43169769120730 |
| 0.554535345945816 |
| 3.092136437242 |
| -2.71898424754617 |
| 3.51679101073053 |
| 0.860863718446835 |
| -1.70062769448614 |
| 4.81415577748608 |
| 6.89552502281182 |
| 2.11434387403259 |
| -3.28900746342976 |
| 1.74767844058317 |
| -2.03844207913290 |
| -0.0565734322665164 |
| 3.93546011690428 |
| -3.40834139878433 |
| -0.775334902041821 |
| -1.93654008528217 |
| 2.14948762360854 |
| -2.36382446127494 |
| -2.05572300237462 |
| 0.0440369193970252 |
| 0.442452936118001 |
| -1.67622032870297 |
| -0.801161004602979 |
