| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1167 | 0.1946 | 0.688 | 0.1198 | -0.0052 | -0.4143 | -0.9581 |
| (p-val) | (0.4465 ) | (0.0866 ) | (0 ) | (0.5748 ) | (0.9784 ) | (0.0145 ) | (0.0264 ) |
| Estimates ( 2 ) | 0.1512 | 0.2243 | 0.7058 | 0.1204 | 0 | -0.3863 | -1.0006 |
| (p-val) | (0.2849 ) | (0.0509 ) | (0 ) | (0.5657 ) | (NA ) | (0.0164 ) | (0.2496 ) |
| Estimates ( 3 ) | 0.2161 | 0.1926 | 0.6693 | 0 | 0 | -0.3692 | -1.0001 |
| (p-val) | (0.0319 ) | (0.0588 ) | (0 ) | (NA ) | (NA ) | (0.0202 ) | (0.3576 ) |
| Estimates ( 4 ) | 0.2648 | 0.0962 | 0.3652 | 0 | 0 | -0.3665 | 0 |
| (p-val) | (0.0338 ) | (0.4393 ) | (0.0036 ) | (NA ) | (NA ) | (0.0203 ) | (NA ) |
| Estimates ( 5 ) | 0.3003 | 0 | 0.395 | 0 | 0 | -0.381 | 0 |
| (p-val) | (0.0107 ) | (NA ) | (0.001 ) | (NA ) | (NA ) | (0.0157 ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.0973993971529519 |
| 0.684957933929784 |
| -0.333260437473632 |
| -2.33874983845848 |
| 4.03126472735544 |
| 0.168342692833313 |
| -3.29117592305202 |
| 4.51132916047474 |
| -3.47066106814662 |
| 2.30371588280563 |
| -2.34076003387348 |
| -0.862052341109757 |
| 3.30986711076202 |
| 9.82597920091835 |
| 3.16184977736443 |
| 4.10719488168864 |
| -0.0911809148670366 |
| -6.46991596081094 |
| 2.6136270858497 |
| 3.97128250234715 |
| 4.51628029995899 |
| 10.1047693751313 |
| 0.519554428038296 |
| 2.82098778436895 |
| 11.5951354121844 |
| -17.8910359549696 |
| -1.64617327556617 |
| 1.15419388804366 |
| 3.34580385117227 |
| 3.15368982280289 |
| 10.5772607690491 |
| -0.263603547626483 |
| 1.56424926892985 |
| -2.35900690616743 |
| -7.49763129226626 |
| 4.62454136254096 |
| 5.02665320428585 |
| 10.9019847914362 |
| -2.83866846466726 |
| -2.56641356008961 |
| 0.838824986092334 |
| 3.76125033074455 |
| -6.65617625188598 |
| -9.13158557361193 |
| 1.03080410814025 |
| 6.1207995280663 |
| 0.2330639210019 |
| 2.89228838144176 |
| -7.28558229836531 |
| -0.079230410811661 |
| 6.52921232876118 |
| 13.6747155466438 |
| -5.91879713648562 |
| 6.3555460891139 |
| 2.24893192350281 |
| 2.36037718944587 |
| 1.72904096915816 |
| -3.62965805730386 |
| 7.81678387005185 |
| 2.60652701551938 |
| 1.62723710957208 |
