| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0158 | -0.0847 | -0.1512 | 0.0447 | 1.4566 | -0.4671 | -0.7214 |
| (p-val) | (0.9706 ) | (0.465 ) | (0.2115 ) | (0.9177 ) | (0.177 ) | (0.6463 ) | (0.4913 ) |
| Estimates ( 2 ) | 0 | -0.0811 | -0.1492 | 0.0626 | 1.3992 | -0.4128 | -0.6656 |
| (p-val) | (NA ) | (0.4478 ) | (0.183 ) | (0.5577 ) | (0.0518 ) | (0.5412 ) | (0.3287 ) |
| Estimates ( 3 ) | 0 | -0.0935 | -0.1385 | 0 | 1.4973 | -0.5049 | -0.7684 |
| (p-val) | (NA ) | (0.3717 ) | (0.2133 ) | (NA ) | (0 ) | (0.1295 ) | (0.0165 ) |
| Estimates ( 4 ) | 0 | 0 | -0.1521 | 0 | 1.3706 | -0.3846 | -0.6432 |
| (p-val) | (NA ) | (NA ) | (0.1814 ) | (NA ) | (0.0787 ) | (0.6006 ) | (0.3863 ) |
| Estimates ( 5 ) | 0 | 0 | -0.1562 | 0 | 0.962 | 0 | -0.2365 |
| (p-val) | (NA ) | (NA ) | (0.1614 ) | (NA ) | (0 ) | (NA ) | (0.0796 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | 0.9711 | 0 | -0.304 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.0185 ) |
| Estimated ARIMA Residuals |
| Value |
| 0.526997821567394 |
| -3.82568831210916 |
| -4.52126800520117 |
| -4.86881649232127 |
| -4.14167131800505 |
| -2.14030134319112 |
| 16.4757066488152 |
| 9.40302038610873 |
| -7.16623489284409 |
| -4.59548833183486 |
| -5.79650026624473 |
| -1.74682165544101 |
| -1.49723484930532 |
| -2.09515784478358 |
| -6.68025006327 |
| 7.76268688913684 |
| -5.80489486908715 |
| -0.331493578308325 |
| 4.44439155142639 |
| 5.85767891058646 |
| -1.22725166260853 |
| 4.04946705651211 |
| -2.14878574838820 |
| -3.96507365177981 |
| 6.18101496081164 |
| 3.65539920286622 |
| 4.14508862336372 |
| 2.48312093814937 |
| 6.78971761342097 |
| -1.20885346257978 |
| 6.85027242926334 |
| -3.22733271810219 |
| 21.5992059718891 |
| 7.23351840594494 |
| -13.1809474985266 |
| 6.38972789670007 |
| 0.531658644576642 |
| 4.75881325883876 |
| 8.12152334808777 |
| -3.87396744286873 |
| 3.23307824403783 |
| 6.5457688369229 |
| 10.9777338549064 |
| -17.6581585392256 |
| 1.12389087771117 |
| 8.89190038107461 |
| 15.0116975779038 |
| 3.74556098001028 |
| 3.19336934375897 |
| 3.33274133615729 |
| 0.199272044220832 |
| 7.08354071493817 |
| -1.62543288446374 |
| 6.24425391804119 |
| 7.11101957713368 |
| -1.22052179290840 |
| 0.976544397607013 |
| -6.5305748280103 |
| -4.31342154237871 |
| 5.9880720308226 |
| -0.40781677498678 |
| 0.403691246474106 |
| 1.57966424220694 |
| -8.32087956104088 |
| 0.455716315998132 |
| 1.81972405137417 |
| -8.52881002840826 |
| 6.23807772412225 |
| 4.19059004535281 |
| 7.61133578088453 |
| 0.297744482759518 |
| -4.66669414500756 |
| -9.18979390202758 |
| -0.893201008468299 |
| 0.099967718547647 |
| -4.06260064404337 |
| 0.67962990818218 |
| -3.22094216307469 |
| 0.855773564570148 |
| -6.76361674567088 |
| -2.52173492709022 |
| -11.8167032181927 |
| -1.88027926831903 |
| -0.522489661728907 |
| -4.52396929771928 |
| -1.38821144296872 |
| -5.00430899230342 |
| 3.59714814375048 |
| 4.76467063589162 |
| -3.49636158800906 |
| -2.10552315629935 |
| -2.55064276204046 |
