| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7736 | -0.0911 | -0.0385 | -1 | 0.2104 | -0.247 | -0.2449 |
| (p-val) | (0 ) | (0.5599 ) | (0.7894 ) | (0 ) | (0.5534 ) | (0.0652 ) | (0.4942 ) |
| Estimates ( 2 ) | 0.7775 | -0.1138 | 0 | -1 | 0.203 | -0.2446 | -0.255 |
| (p-val) | (0 ) | (0.3857 ) | (NA ) | (0 ) | (0.5607 ) | (0.0689 ) | (0.4689 ) |
| Estimates ( 3 ) | 0.794 | -0.1165 | 0 | -1 | 0 | -0.2471 | -0.0673 |
| (p-val) | (0 ) | (0.3776 ) | (NA ) | (0 ) | (NA ) | (0.0548 ) | (0.6171 ) |
| Estimates ( 4 ) | 0.799 | -0.1353 | 0 | -1 | 0 | -0.2502 | 0 |
| (p-val) | (0 ) | (0.2891 ) | (NA ) | (0 ) | (NA ) | (0.0524 ) | (NA ) |
| Estimates ( 5 ) | 0.7122 | 0 | 0 | -1 | 0 | -0.2139 | 0 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.0944 ) | (NA ) |
| Estimates ( 6 ) | 0.7158 | 0 | 0 | -1 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.0869999464512175 |
| -10.8155932734626 |
| -2.40776360158153 |
| 14.1583181884663 |
| 10.5808354327166 |
| 4.67006447876645 |
| 5.58297633406343 |
| -0.777279803694884 |
| 4.57202035254442 |
| -0.118090256896303 |
| -3.36336366814269 |
| -0.851934057537696 |
| 3.17844343934383 |
| 3.16127998327168 |
| 2.88627800995876 |
| -6.04977136991423 |
| -7.44211797783178 |
| -4.87878592009625 |
| -12.3850856752073 |
| 10.7614814166150 |
| 6.2447911850951 |
| -3.52595312035821 |
| -2.92215858175662 |
| -0.369117955290680 |
| 5.46531269286255 |
| -10.5638447390442 |
| 8.83576325756681 |
| 4.35727779845188 |
| 7.07573023845128 |
| 4.89891199584067 |
| 0.793279746005768 |
| 0.0888716441463969 |
| -0.364309360149873 |
| 6.82202193091864 |
| -3.46686736357546 |
| 4.94337056823093 |
| 1.86074781976289 |
| -4.3632725801878 |
| 0.782157637509517 |
| 1.70286291917088 |
| -0.138709221889108 |
| 4.13549946304044 |
| 3.48147602803018 |
| -4.13409942881032 |
| -9.82123163560196 |
| -4.88815274634675 |
| -4.79533478755004 |
| 1.93390623018431 |
| -11.8334741050301 |
| 8.74705254433589 |
| -0.0439798755391813 |
| 1.83290527792912 |
| 0.886561539645683 |
| -0.940252451198455 |
| -3.46440854911724 |
| 0.0758542317473677 |
| -2.80112501707190 |
| 5.48003444873026 |
| 3.57599200171005 |
| -2.71226783425622 |
| 2.87973027426395 |
| 6.70880342039397 |
| 0.887147667574122 |
| -6.89787760269219 |
| 5.52230351551101 |
| 3.04102113425158 |
| -0.656369006371965 |
| 6.90878522266808 |
| 1.05606104412315 |
| 4.42058935827045 |
| -0.446988525797627 |
| -10.0118386341938 |
| -0.167334773003057 |
