| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4676 | -0.2866 | -0.1379 | -0.4785 | -0.5282 | -0.2314 | 0.2768 |
| (p-val) | (0.037 ) | (0.0304 ) | (0.3368 ) | (0.0177 ) | (0.5281 ) | (0.2894 ) | (0.7459 ) |
| Estimates ( 2 ) | 0.4694 | -0.2845 | -0.1395 | -0.4813 | -0.2595 | -0.1729 | 0 |
| (p-val) | (0.0348 ) | (0.0317 ) | (0.3292 ) | (0.0161 ) | (0.0618 ) | (0.3446 ) | (NA ) |
| Estimates ( 3 ) | 0.4613 | -0.2764 | -0.1399 | -0.5075 | -0.2317 | 0 | 0 |
| (p-val) | (0.0325 ) | (0.0343 ) | (0.3253 ) | (0.0077 ) | (0.0782 ) | (NA ) | (NA ) |
| Estimates ( 4 ) | 0.6045 | -0.3312 | 0 | -0.6233 | -0.2134 | 0 | 0 |
| (p-val) | (7e-04 ) | (0.0076 ) | (NA ) | (1e-04 ) | (0.105 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.6039 | -0.2774 | 0 | -0.6414 | 0 | 0 | 0 |
| (p-val) | (0.0035 ) | (0.0245 ) | (NA ) | (0.001 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.0945999809563008 |
| -0.634102888427244 |
| -4.41229147918470 |
| 4.29895636488618 |
| -0.685671733519119 |
| 1.54115635301947 |
| 6.93759365232407 |
| -1.61466306134491 |
| 1.877514683899 |
| 0.87065950045942 |
| 8.11068500420528 |
| 1.51681085857377 |
| 3.38551987713224 |
| -2.71654898726920 |
| -4.90863830981080 |
| 1.51703474240458 |
| -6.67607814533063 |
| -7.56496795640878 |
| -0.658161134991774 |
| -10.8893339523601 |
| -1.28288941922757 |
| -3.77295708618142 |
| -7.6539770955698 |
| -1.21376835632227 |
| -0.343985058486733 |
| -7.49449226370889 |
| 1.66360693851968 |
| -0.909718380175516 |
| -4.45711929495121 |
| 0.65452070997257 |
| -2.69626189223864 |
| -1.86554906256315 |
| 3.19220056460905 |
| -0.52248135639243 |
| -0.158296566166649 |
| -0.301328925593276 |
| -0.670132328288092 |
| -2.63262544423334 |
| 0.803829733938151 |
| -4.04641907104174 |
| -6.80459914547973 |
| 1.77307137394852 |
| -8.20821055980299 |
| 0.646689261841926 |
| -1.55219624098723 |
| -7.51378104552323 |
| 4.08627050961155 |
| 1.82671901548085 |
| 2.43827331353651 |
| 17.4189171087981 |
| -8.06488570289225 |
| -17.7471758870144 |
| 2.60293985367602 |
| 0.0254804337048284 |
| 17.1089346086980 |
| 0.669736897936957 |
| 1.48940418598403 |
| 2.85745012537419 |
| -17.9229271197133 |
| 2.37018591330228 |
| 4.76282452722036 |
| -5.31085176628794 |
| 2.28464721962185 |
| -9.63453175311189 |
| 2.4662629653873 |
| -1.69892357296104 |
| -3.16586833722084 |
| 4.06638167829533 |
| 2.40551143872580 |
| 3.58796108853532 |
