| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1726 | 0.1897 | 0.6125 | -8e-04 | -0.1099 | -0.6084 | -0.5463 |
| (p-val) | (0.5223 ) | (0.206 ) | (0.001 ) | (0.9984 ) | (0.7553 ) | (0.0012 ) | (0.4756 ) |
| Estimates ( 2 ) | 0.1723 | 0.19 | 0.6127 | 0 | -0.1089 | -0.6082 | -0.549 |
| (p-val) | (0.2283 ) | (0.1298 ) | (0 ) | (NA ) | (0.7587 ) | (0.001 ) | (0.4761 ) |
| Estimates ( 3 ) | 0.1991 | 0.1906 | 0.6054 | 0 | 0 | -0.57 | -0.8145 |
| (p-val) | (0.0881 ) | (0.1222 ) | (0 ) | (NA ) | (NA ) | (2e-04 ) | (0.0679 ) |
| Estimates ( 4 ) | 0.2936 | 0 | 0.6622 | 0 | 0 | -0.6083 | -0.5253 |
| (p-val) | (0.0084 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0 ) | (0.1533 ) |
| Estimates ( 5 ) | 0.2662 | 0 | 0.523 | 0 | 0 | -0.5689 | 0 |
| (p-val) | (0.0296 ) | (NA ) | (2e-04 ) | (NA ) | (NA ) | (3e-04 ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.102198199816294 |
| 7.65958546208447 |
| 0.514973250445928 |
| 1.81052007008340 |
| 6.87959583239421 |
| -14.1296215038840 |
| -0.894115995830363 |
| -3.49670822300363 |
| 3.85191131068838 |
| 3.72615525827043 |
| 8.02782704692735 |
| -0.575486605249606 |
| 3.74461596322281 |
| -3.65014406624194 |
| -4.15751154001616 |
| 3.86783918169441 |
| 3.51493400170107 |
| 4.5921821627627 |
| -2.67235973940551 |
| -3.00118307871782 |
| 0.121624212446519 |
| 6.36107406842662 |
| -1.95651204369615 |
| -8.28092938344957 |
| -0.0670671358346481 |
| 5.09770696139485 |
| -1.16482134107362 |
| 3.6564160794059 |
| -5.17441113100498 |
| -2.69601586657165 |
| 3.39963075397343 |
| 11.4641329158508 |
| -4.01600771684882 |
| 8.80862538196329 |
| -0.356300608899575 |
| -0.310813056332678 |
| 0.903483312894887 |
| -5.49095051070587 |
| 4.48318334994514 |
| 2.91068975024282 |
| -0.318643316617468 |
| -0.470342537745711 |
| -5.77679191314484 |
| -1.09532167407187 |
| -2.66524300921066 |
| 4.15608639125453 |
| -1.15764638514092 |
| 1.95357595742689 |
| -0.406863146659291 |
