| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 |
| Estimates ( 1 ) | -0.2547 | -0.248 | -0.0503 | -0.4239 | -0.3557 | -0.2782 |
| (p-val) | (0.5993 ) | (0.4353 ) | (0.8396 ) | (0.3801 ) | (0.0097 ) | (0.065 ) |
| Estimates ( 2 ) | -0.1673 | -0.1929 | 0 | -0.5104 | -0.359 | -0.277 |
| (p-val) | (0.4975 ) | (0.2963 ) | (NA ) | (0.0421 ) | (0.0088 ) | (0.0665 ) |
| Estimates ( 3 ) | 0 | -0.1019 | 0 | -0.6527 | -0.3655 | -0.274 |
| (p-val) | (NA ) | (0.4938 ) | (NA ) | (0 ) | (0.008 ) | (0.069 ) |
| Estimates ( 4 ) | 0 | 0 | 0 | -0.699 | -0.3796 | -0.2709 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0049 ) | (0.0652 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -1.3217 | -0.3073 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0148 ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -0.361846007532772 |
| 3.68863098861213 |
| 0.682519663180303 |
| 7.63067731671178 |
| -1.52075037210644 |
| 5.70955581144987 |
| 13.1939928862509 |
| -5.49940323517293 |
| 1.76500444649349 |
| 1.96677142422135 |
| -5.60662922820024 |
| -7.31646013152379 |
| -1.08563548801227 |
| -0.099103421317697 |
| -9.39514313732207 |
| -6.39447775845358 |
| -2.02805473224696 |
| 0.903602088633067 |
| 7.57491469457003 |
| -2.19407311445752 |
| 3.58898833702079 |
| -1.68951274457543 |
| -1.53671157669086 |
| 13.3598886375142 |
| -3.65726657887787 |
| 0.613493186862468 |
| 9.24506908223031 |
| 11.0285738876639 |
| -3.49893748343257 |
| -6.55850163797107 |
| 5.54750744110568 |
| 16.5005808635365 |
| -0.0867999869147866 |
| -10.1895526735612 |
| -1.56002146200367 |
| 3.61791774409454 |
| -3.46228026897451 |
| -0.839719033549138 |
| -1.74844063591575 |
| -5.59275453302008 |
| -4.31083509741400 |
| 8.28778989827125 |
| -14.0676602788114 |
| -4.07578881412959 |
| 3.95794121224257 |
| -2.54404876219145 |
| 24.3555160491049 |
| 11.7342693021934 |
| 3.81944484749606 |
| -2.98176766619709 |
| 7.45551605729516 |
| -6.39245158356992 |
| 11.7003155629076 |
| 2.36027611470617 |
| -7.48442696186156 |
| -2.54111530629837 |
| -2.30507409276129 |
| 10.8550201878513 |
| -2.11331989623902 |
| 3.4086895867965 |
| 11.2003605872847 |
| -1.20537867882487 |
| 5.81786820725412 |
| -2.61150202837964 |
| -1.54008349441135 |
| -5.42145151519334 |
| 11.6034074049369 |
| -9.06789177079852 |
