| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ar2 | ar3 | sar1 | sar2 |
| Estimates ( 1 ) | 0.3396 | 0.4788 | -0.1002 | -0.5638 | 0.2093 |
| (p-val) | (0.0232 ) | (0.0014 ) | (0.5124 ) | (8e-04 ) | (0.2556 ) |
| Estimates ( 2 ) | 0.2981 | 0.4529 | 0 | -0.5619 | 0.2089 |
| (p-val) | (0.028 ) | (0.0017 ) | (NA ) | (8e-04 ) | (0.2584 ) |
| Estimates ( 3 ) | 0.2859 | 0.4755 | 0 | -0.7043 | 0 |
| (p-val) | (0.0349 ) | (9e-04 ) | (NA ) | (0 ) | (NA ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.110999333318814 |
| 0.549177580773956 |
| 30.377781583794 |
| -7.63760418062015 |
| -4.05837744503920 |
| -16.4841215093778 |
| -4.16084321511597 |
| 1.88432746216252 |
| 1.32298797950601 |
| 9.99701502739637 |
| 4.76683599748624 |
| 8.43975390329757 |
| 9.58878437401235 |
| -0.739971680168427 |
| -10.0805332579749 |
| -5.96187297428805 |
| -0.749914049521218 |
| -6.28420170619882 |
| 5.25666997472634 |
| 29.1875134720246 |
| 11.5538531394761 |
| -5.27756970872444 |
| -17.6751078489912 |
| 5.05264185525564 |
| -11.7468364274148 |
| -10.8647890320666 |
| -11.3105793910626 |
| 4.52551246908345 |
| 11.9186311111237 |
| -4.40312811160342 |
| -4.44052082867583 |
| 14.7344789900620 |
| -18.4809665677759 |
| 6.48036787641036 |
| -9.91146255405877 |
| -20.9899261879386 |
| -11.1410069273963 |
| 11.8904708126835 |
| -8.84462815374191 |
| 7.6546806617927 |
| -6.89152355923923 |
| -4.05270277879558 |
| -9.6824471103813 |
| -6.54543718843544 |
| 2.96464116733910 |
| -21.490204329454 |
| -1.04199254328918 |
| -1.39635533200945 |
| -5.3141701261797 |
