| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1167 | 0.1945 | 0.688 | 0.1199 | -0.0052 | -0.4143 | -0.9581 |
| (p-val) | (0.4464 ) | (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 ) | (0.2497 ) |
| 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 |
| 0.0973993971534754 |
| 0.684958028404943 |
| -0.333260300152933 |
| -2.3387498107608 |
| 4.03126454544493 |
| 0.168342937626809 |
| -3.29117598898969 |
| 4.51132918804717 |
| -3.47066054442358 |
| 2.30371533379263 |
| -2.34075939202775 |
| -0.862052564298872 |
| 3.30986700244251 |
| 9.8259790971203 |
| 3.16185025308045 |
| 4.10719553931156 |
| -0.0911792860008416 |
| -6.46991472979417 |
| 2.61362770970854 |
| 3.97128339146907 |
| 4.51628051449066 |
| 10.1047701430712 |
| 0.519556229400279 |
| 2.82098901080909 |
| 11.5951373080319 |
| -17.8910332753953 |
| -1.64617279973184 |
| 1.15419593602081 |
| 3.34580359757551 |
| 3.15369002534375 |
| 10.5772615861559 |
| -0.263602027567956 |
| 1.56424990405207 |
| -2.35900480995223 |
| -7.49763059196303 |
| 4.62454165628635 |
| 5.02665434440411 |
| 10.9019856399951 |
| -2.83866670281954 |
| -2.56641212840358 |
| 0.838826444234925 |
| 3.76125070683527 |
| -6.65617529630954 |
| -9.13158484907653 |
| 1.03080461191013 |
| 6.12079990666047 |
| 0.233063527293922 |
| 2.8922886602483 |
| -7.28558080327856 |
| -0.0792320389269179 |
| 6.52921242996639 |
| 13.6747155949301 |
| -5.91879616333195 |
| 6.35554694976091 |
| 2.24893476352638 |
| 2.36037757492291 |
| 1.72904257902252 |
| -3.62965669707233 |
| 7.81678419927475 |
| 2.60652890303987 |
| 1.6272382546169 |
