| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ar2 | ar3 | sar1 | sar2 |
| Estimates ( 1 ) | 0.0642 | -0.2131 | 0.0168 | 0.1428 | 0.2951 |
| (p-val) | (0.6 ) | (0.1029 ) | (0.8911 ) | (0.2841 ) | (0.0774 ) |
| Estimates ( 2 ) | 0.0604 | -0.213 | 0 | 0.1396 | 0.2959 |
| (p-val) | (0.6072 ) | (0.084 ) | (NA ) | (0.2685 ) | (0.0529 ) |
| Estimates ( 3 ) | 0 | -0.2108 | 0 | 0.1371 | 0.2943 |
| (p-val) | (NA ) | (0.0871 ) | (NA ) | (0.2733 ) | (0.0524 ) |
| Estimates ( 4 ) | 0 | -0.2429 | 0 | 0 | 0.3497 |
| (p-val) | (NA ) | (0.0383 ) | (NA ) | (NA ) | (0.0113 ) |
| Estimated ARIMA Residuals |
| Value |
| 0.101799939389735 |
| 1.46624177184694 |
| 1.37462512777646 |
| 0.503873939238711 |
| 0.765347826032272 |
| -0.992258529654315 |
| 1.03580671033165 |
| -0.589814684868072 |
| 1.88759558484371 |
| -0.372701745483804 |
| 0.344175311206522 |
| -0.0942986586036548 |
| 3.05746461242695 |
| -0.494566569962502 |
| 0.068088281091632 |
| -0.235469664164632 |
| -0.307422058513991 |
| 0.175412525740459 |
| -0.226247983053271 |
| 0.121473835953176 |
| -0.369478359416770 |
| 0.0517885654947331 |
| -0.0890827265921772 |
| 0.123390676768176 |
| -0.506860209517472 |
| -0.419271575832524 |
| -0.500899248859169 |
| -0.138661810967358 |
| -0.217862993576105 |
| 0.314237959573447 |
| -0.322462849884815 |
| 0.185992021251522 |
| -0.591842389085116 |
| 0.113120161436782 |
| -0.111701030831412 |
| 0.248049408518881 |
| 3.15815775849698 |
| -0.892760908985451 |
| 0.754169030754923 |
| 3.83100210521174 |
| 2.04804940851886 |
| 1.94957237475663 |
| 0.427888993790290 |
| 0.231925859531486 |
| 0.699999999999989 |
| 1.60000000000001 |
| 2.14758918333821 |
| 0.309924094964842 |
| 4.65951987989779 |
| -1.26866878036833 |
| -3.60648738857404 |
| -3.61472141579371 |
| 1.67698629474357 |
| -0.156817675486579 |
| 0.953622608306915 |
| -1.88421087841363 |
| -0.611642458135506 |
| -0.641064259432099 |
| -0.420967515305094 |
| -0.105119775369346 |
| 6.4773036985827 |
| 1.87387274347930 |
| 1.99488488913468 |
| -1.59567896378158 |
| -0.856188081446504 |
| 4.25997366534804 |
| -3.96279400253246 |
| -2.83897942445029 |
| 2.48456192548934 |
| -1.27755375763823 |
| 1.30211654516387 |
| -0.0992898051834743 |
| -2.43561520209934 |
