| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0587 | 0.4656 | 0.3573 | -0.4125 | -0.3923 | 0.0981 |
| (p-val) | (0.8704 ) | (0.014 ) | (0.3836 ) | (0.5268 ) | (0.0813 ) | (0.8912 ) |
| Estimates ( 2 ) | -0.061 | 0.4662 | 0.3612 | -0.3269 | -0.3739 | 0 |
| (p-val) | (0.8652 ) | (0.0139 ) | (0.3767 ) | (0.0947 ) | (0.051 ) | (NA ) |
| Estimates ( 3 ) | 0 | 0.4463 | 0.2973 | -0.3332 | -0.3664 | 0 |
| (p-val) | (NA ) | (0.004 ) | (0.0815 ) | (0.0867 ) | (0.0485 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0.4864 | 0.3891 | 0 | -0.2961 | 0 |
| (p-val) | (NA ) | (0.0014 ) | (0.0068 ) | (NA ) | (0.1354 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0.4306 | 0.3937 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.0039 ) | (0.0071 ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.088099611374169 |
| 9.09991342500542 |
| -7.35508782875268 |
| -9.63027351884776 |
| -8.09956276694137 |
| 5.87134934771151 |
| 4.37120744692289 |
| 4.35919376476607 |
| 0.222071828911728 |
| -1.24229027856226 |
| 4.33825947016836 |
| 4.60664694708622 |
| 1.38965789536273 |
| 1.30823467988426 |
| -4.23042787999216 |
| 5.65497514243973 |
| 0.365790807112413 |
| -5.64334390187382 |
| -2.30920343133455 |
| -8.40101680066219 |
| -0.115668145864661 |
| 3.20442920089574 |
| 0.720817841422331 |
| -11.1170708927648 |
| 3.10544632144646 |
| -0.481935480703685 |
| -9.94595584047646 |
| 2.04038292149759 |
| -1.79771230527272 |
| 6.61622067546187 |
| 3.30704370980918 |
| 8.49625922330628 |
| -4.82549712290729 |
| 5.40142546409244 |
| -1.11941631167184 |
| 1.85003070016295 |
| 4.75478842969535 |
| 0.412885821124111 |
| 7.83541035014212 |
| -0.429980727281771 |
| -2.00026896923221 |
| 3.72129138881134 |
| 2.60840936447653 |
| -2.70203740450562 |
| 2.18163020292025 |
| -1.0420752310215 |
| -2.58895494096853 |
| 2.55997197094756 |
| 3.88161047460306 |
