| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0823 | -0.0906 | 0.1764 | 0.1604 | -0.5331 | -0.0063 | 0.7937 |
| (p-val) | (0.8385 ) | (0.5026 ) | (0.124 ) | (0.6913 ) | (0.0965 ) | (0.9695 ) | (0.02 ) |
| Estimates ( 2 ) | 0.0795 | -0.0909 | 0.1767 | 0.1633 | -0.5376 | 0 | 0.8008 |
| (p-val) | (0.8419 ) | (0.499 ) | (0.1227 ) | (0.682 ) | (0.0661 ) | (NA ) | (0.0043 ) |
| Estimates ( 3 ) | 0 | -0.0742 | 0.1672 | 0.2394 | -0.5315 | 0 | 0.7964 |
| (p-val) | (NA ) | (0.485 ) | (0.121 ) | (0.022 ) | (0.0687 ) | (NA ) | (0.0043 ) |
| Estimates ( 4 ) | 0 | 0 | 0.1638 | 0.2577 | -0.5439 | 0 | 0.7934 |
| (p-val) | (NA ) | (NA ) | (0.1292 ) | (0.0168 ) | (0.0638 ) | (NA ) | (0.0042 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0.2738 | -0.6698 | 0 | 0.8892 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0204 ) | (0.02 ) | (NA ) | (0.0088 ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.105299937189028 |
| -2.10578883532488 |
| 1.27920615302547 |
| -0.606488453110618 |
| 2.81422580153169 |
| -5.06782106187047 |
| -2.84481722142697 |
| -2.22101877436136 |
| 3.46391573429901 |
| 0.301796356222724 |
| -0.931612439477555 |
| 1.00732837015559 |
| 0.290162312741540 |
| -1.49936454457175 |
| -1.59696446201388 |
| -1.66438050531823 |
| 1.82228956971035 |
| -0.745006545445431 |
| 3.84332217557686 |
| -1.08456716925017 |
| -2.96433278236766 |
| -2.42299570421559 |
| 3.74643642391478 |
| -0.220627570439029 |
| 0.98919565410507 |
| -1.03476823650584 |
| 4.24239575138258 |
| -0.594296862694393 |
| 0.78768274682522 |
| 1.38621303634439 |
| 6.28470136281832 |
| 0.660501933513618 |
| 6.79985059800236 |
| -2.52940810093648 |
| -2.58915658259720 |
| -1.66322506614439 |
| 1.45851770529041 |
| 2.2656005933525 |
| -7.11148530528909 |
| 2.30462081665391 |
| 0.997046176910418 |
| -4.64730505306741 |
| -3.18323802298863 |
| 1.30452869154643 |
| 3.24007761167052 |
| 3.51162580175761 |
| 3.40570161158051 |
| 1.89394768626428 |
| 5.99444138272699 |
| 0.106980520476523 |
| 11.6083450906968 |
| -2.92070926320026 |
| -3.50216949130836 |
| -4.2836982127572 |
| -7.23913836055737 |
| -8.81519594144565 |
| 1.26225485181142 |
| -2.60794395196821 |
| 4.66791580003884 |
| 2.42633597577934 |
| -2.65738324127357 |
| 4.62306045817683 |
| 6.87081060301613 |
| -6.43759641650389 |
| 3.29413015356004 |
| 0.892938244594012 |
| 0.253179063752184 |
| -3.81168337158098 |
| 3.57089225976630 |
| -5.57472569166136 |
| 2.45932618721598 |
| 3.80925222276086 |
| 9.03104541888212 |
| -1.19453558911601 |
| -2.64578491086167 |
| 1.58284650771462 |
| 0.596117980990544 |
| -4.24439160793165 |
| 3.85339811070051 |
| -6.33682429926912 |
| 1.26716428910150 |
| 7.22753656005639 |
| -4.53097566875002 |
| 0.317929522395008 |
| 14.0984278830186 |
| 2.12312307847279 |
| -0.83186333692274 |
| -8.3795529222047 |
| 5.15975628745195 |
| 9.43343185037437 |
| -0.725015319945813 |
| 1.18118214521893 |
| -1.35350679042547 |
