| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5319 | -0.1102 | 0.0803 | -1 | -0.133 | 0.0223 | 0.3245 |
| (p-val) | (0 ) | (0.3839 ) | (0.4664 ) | (0 ) | (0.9032 ) | (0.9265 ) | (0.7656 ) |
| Estimates ( 2 ) | 0.5304 | -0.1092 | 0.0796 | -1 | -0.0439 | 0 | 0.235 |
| (p-val) | (0 ) | (0.3873 ) | (0.4697 ) | (0 ) | (0.938 ) | (NA ) | (0.6709 ) |
| Estimates ( 3 ) | 0.5319 | -0.111 | 0.0806 | -1 | 0 | 0 | 0.1924 |
| (p-val) | (0 ) | (0.3728 ) | (0.461 ) | (0 ) | (NA ) | (NA ) | (0.1002 ) |
| Estimates ( 4 ) | 0.5228 | -0.0695 | 0 | -1 | 0 | 0 | 0.188 |
| (p-val) | (0 ) | (0.5314 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.1146 ) |
| Estimates ( 5 ) | 0.4909 | 0 | 0 | -1 | 0 | 0 | 0.2021 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0876 ) |
| Estimates ( 6 ) | 0.4809 | 0 | 0 | -1 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -0.128797094594793 |
| 0.169155243006993 |
| 0.394539876277406 |
| -0.747997422735962 |
| -7.4401668605003 |
| -4.57934777426461 |
| 2.36597839463397 |
| 7.09181921548689 |
| -5.81379193938265 |
| 4.5465585709901 |
| 3.81149829942098 |
| -8.94231946742627 |
| -3.82797567559313 |
| 1.36752778438611 |
| -0.90744026376649 |
| 3.9070982460773 |
| 3.7960414958179 |
| 6.94150293744558 |
| -5.38848373143113 |
| -6.23956424347528 |
| -1.30394294236739 |
| 4.15689815126723 |
| -4.17776107775133 |
| 3.20619099172861 |
| -0.124551072649882 |
| 4.31402096320097 |
| -0.149600175824673 |
| 1.32490868428359 |
| 1.92784991706181 |
| 5.99596384082682 |
| -4.3438150042486 |
| 0.482997307503554 |
| -4.23988727732385 |
| 4.90264027814486 |
| -1.62931707657003 |
| -0.280499520162726 |
| 1.27913974477827 |
| -2.75408586832757 |
| 4.93754557517975 |
| 3.39460546713163 |
| -5.00544973898225 |
| -8.22917684639726 |
| 1.17312071862284 |
| 11.3198916218342 |
| 15.6868336168487 |
| -5.2724557284968 |
| -2.71189631005830 |
| 9.2566176107232 |
| 0.980158085723966 |
| 18.2951762000152 |
| -9.45654579724757 |
| -11.0047169753075 |
| -9.33010870924432 |
| -9.69083337355022 |
| -22.8421275832443 |
| 5.3521049882046 |
| -5.81678489603288 |
| 4.96817295201555 |
| 1.38214759552152 |
| -4.66996637733471 |
| 2.46945681498025 |
| 12.4576623310688 |
| -8.48663740150129 |
| 5.95846749233702 |
| 9.68763071170552 |
| -4.23611659777068 |
| -6.54678025067044 |
| -4.43672590858652 |
| 3.65096660749761 |
| 0.559057879197054 |
| 3.17316309461204 |
| -2.57309788377248 |
| -0.442898375079885 |
| -3.50128777279207 |
| 0.340837438313821 |
| 3.34548933518222 |
| -4.47296760519249 |
| 0.468713760384008 |
| -3.82912296344912 |
| 2.52344852653601 |
| 8.26723464517316 |
| 8.2792240010357 |
| -8.41522426838525 |
| 8.56598913729392 |
| 6.08921049787519 |
| -4.27567656638969 |
| -4.8881499114403 |
| 9.3829110555347 |
| 6.89333505837427 |
| -1.31008776547473 |
| -2.42361870872727 |
| 18.4656132837354 |
