| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0139 | 0.331 | 0.5668 | 0.1879 | -0.7779 | -0.4018 | 0.3065 |
| (p-val) | (0.9479 ) | (0.0088 ) | (0 ) | (0.5006 ) | (0.2534 ) | (0.1199 ) | (0.6931 ) |
| Estimates ( 2 ) | 0 | 0.3367 | 0.5721 | 0.2039 | -0.784 | -0.405 | 0.3137 |
| (p-val) | (NA ) | (2e-04 ) | (0 ) | (0.1166 ) | (0.2322 ) | (0.1007 ) | (0.6755 ) |
| Estimates ( 3 ) | 0 | 0.34 | 0.5752 | 0.1996 | -0.5072 | -0.3017 | 0 |
| (p-val) | (NA ) | (2e-04 ) | (0 ) | (0.121 ) | (4e-04 ) | (0.0333 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0.3402 | 0.5872 | 0 | -0.54 | -0.2814 | 0 |
| (p-val) | (NA ) | (4e-04 ) | (0 ) | (NA ) | (2e-04 ) | (0.0476 ) | (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 |
| 0.0941985320320626 |
| 0.653503812757776 |
| -1.53391896500750 |
| -3.36057793208943 |
| 10.5123096036122 |
| -1.01581457573704 |
| -2.67820603570839 |
| -9.74826523524703 |
| 3.63711950635251 |
| 9.50223910169676 |
| -0.328071065750664 |
| -0.99090283824161 |
| 3.15955488055449 |
| 4.274504946209 |
| -2.96994671532128 |
| -7.49489553709745 |
| 0.326324458907605 |
| -2.56567975939718 |
| 4.06810804201443 |
| 5.30985531157956 |
| -8.08565126748348 |
| 5.28645116189662 |
| 7.37889520393211 |
| -6.11905687839581 |
| -3.37762220941437 |
| -8.60601896334157 |
| 2.58282247115929 |
| 10.0203248408892 |
| 7.07928930610679 |
| -2.75364586230294 |
| 3.41775084223743 |
| -1.59740992982799 |
| 0.64919709507294 |
| 2.86097471341661 |
| -3.51941245730982 |
| 5.64985077275929 |
| 4.3083362367212 |
| -4.39107605256271 |
| -5.85155663863847 |
| -5.47131236424465 |
| -2.29984941727564 |
| -0.144024631394743 |
| 8.08067861936608 |
| -7.42975884662829 |
| 0.0227113802409349 |
| -2.47026516439664 |
| -2.11466659014063 |
| 7.8747637202872 |
| 4.65851639094002 |
| 3.60426918741376 |
| -3.64324288209951 |
| 7.25784133565925 |
| -7.62087973892363 |
| 13.8299693619635 |
| 1.28408834041515 |
| -0.320572241143239 |
| -2.89707141277690 |
| 4.92335970737777 |
| 11.9868131228538 |
| 10.0627280987577 |
| -2.21884745321978 |
| 3.97445806945834 |
| 0.560126237823582 |
| 3.34160376915877 |
| -2.85636766640084 |
| 4.38042429228536 |
| 1.43160354600064 |
| -0.489188992828318 |
| -1.23442104165709 |
