| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0052 | 0.3528 | 0.4884 | -0.8861 | 0.1811 | 0.2309 | -0.9999 |
| (p-val) | (0.9776 ) | (0.0328 ) | (0.002 ) | (0 ) | (0.3415 ) | (0.2728 ) | (3e-04 ) |
| Estimates ( 2 ) | 0 | 0.3503 | 0.4883 | -0.8826 | 0.1813 | 0.2318 | -1 |
| (p-val) | (NA ) | (0.0156 ) | (0.0023 ) | (0 ) | (0.3418 ) | (0.2676 ) | (3e-04 ) |
| Estimates ( 3 ) | 0 | 0.3535 | 0.5135 | -0.8862 | 0 | 0.1694 | -0.8037 |
| (p-val) | (NA ) | (0.0065 ) | (2e-04 ) | (0 ) | (NA ) | (0.3746 ) | (0.0089 ) |
| Estimates ( 4 ) | 0 | 0.3431 | 0.4495 | -0.8659 | 0 | 0 | -0.7294 |
| (p-val) | (NA ) | (0.0202 ) | (0.0012 ) | (0 ) | (NA ) | (NA ) | (0.0029 ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
| -0.463664755458391 |
| -1.45609494385159 |
| 6.63533929391685 |
| -1.31933836800926 |
| -4.91422687711096 |
| -1.60301062714482 |
| -0.127411088721890 |
| 1.35499716105037 |
| -4.5896810047394 |
| 3.29565209442135 |
| -1.06065854776226 |
| 2.89473292999229 |
| -7.19470720286511 |
| -5.64245373112454 |
| 8.10675522973292 |
| 4.93953259049832 |
| -1.45559993394552 |
| 3.89557644353998 |
| -0.605239388526094 |
| 1.61378209916723 |
| 0.00237789208160035 |
| 1.13150062830415 |
| 5.53185341508864 |
| 9.42776583197366 |
| -3.32794055383351 |
| 2.26242765622176 |
| -2.70117106701530 |
| 0.919906259863941 |
| 0.0283290339116825 |
| 7.09205772881028 |
| -4.75548238184358 |
| 2.4738758762102 |
| 1.03074493575468 |
| -3.22526296239219 |
| -4.21931855529536 |
| 3.99896782300752 |
| -5.42281893156194 |
| -2.10937116962237 |
| 1.97453727686806 |
| 2.45701093976825 |
| 8.06333478302162 |
| 2.54974333530315 |
| 2.93643203845587 |
| 4.36580053411871 |
| -4.85441158878022 |
| -0.937667321495785 |
| -0.277740645986258 |
| 7.95663120777794 |
| -2.88687070829333 |
| -2.72443822069983 |
| -2.45771515638403 |
| -3.47736143598169 |
| -1.12739144314086 |
| -7.2760662307217 |
| -2.04580846809811 |
| 5.87099920212663 |
| -2.42652154254941 |
| -0.422519158447138 |
| 0.644711163753745 |
| -6.2055139778888 |
| -1.67557293170276 |
| -5.35900061635652 |
| -0.508699129122190 |
| 0.102713381859688 |
| 6.86988179431764 |
| -1.7559211766451 |
| -1.61985726369107 |
| -10.8687175038740 |
| 2.70534246478735 |
