| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1903 | -0.0529 | 0.1423 | 0.1344 | -0.681 | 0.0118 | 0.8276 |
| (p-val) | (0.5842 ) | (0.726 ) | (0.2132 ) | (0.6916 ) | (0.1522 ) | (0.9418 ) | (0.0906 ) |
| Estimates ( 2 ) | 0.1916 | -0.0513 | 0.1405 | 0.133 | -0.6659 | 0 | 0.8072 |
| (p-val) | (0.5828 ) | (0.7326 ) | (0.2081 ) | (0.6955 ) | (0.1278 ) | (NA ) | (0.0483 ) |
| Estimates ( 3 ) | 0.1085 | 0 | 0.1282 | 0.2163 | -0.6851 | 0 | 0.8224 |
| (p-val) | (0.6564 ) | (NA ) | (0.2364 ) | (0.3594 ) | (0.1064 ) | (NA ) | (0.0408 ) |
| Estimates ( 4 ) | 0 | 0 | 0.119 | 0.3077 | -0.6653 | 0 | 0.8119 |
| (p-val) | (NA ) | (NA ) | (0.2831 ) | (0.0018 ) | (0.1098 ) | (NA ) | (0.0394 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0.3382 | -1.0156 | 0 | 1.0445 |
| (p-val) | (NA ) | (NA ) | (NA ) | (6e-04 ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.105299939278351 |
| -2.14171424059200 |
| 1.40360006382947 |
| -0.728333572515774 |
| 2.84320997847777 |
| -5.28474527677602 |
| -2.64303553235428 |
| -2.11256276367463 |
| 3.41942944624033 |
| -0.0345859858468612 |
| -1.01720564297303 |
| 1.21141612824924 |
| 0.171399320038378 |
| -1.70276493634158 |
| -1.38552474123924 |
| -1.67309578299987 |
| 2.03442164912970 |
| -1.29196235666431 |
| 3.71289695314044 |
| -1.38492761782854 |
| -2.69681530961568 |
| -2.17182196586355 |
| 3.78158993218385 |
| -0.511816078888511 |
| 1.02497125594956 |
| -1.02389457358178 |
| 4.14268860629856 |
| -0.91283852933795 |
| 0.935046343918995 |
| 1.60633408220681 |
| 6.66233818484473 |
| 0.361089744008036 |
| 6.64623958130417 |
| -2.81844703262512 |
| -2.00091023203511 |
| -1.36456335249553 |
| 1.52662632711894 |
| 2.03456047780404 |
| -6.77233855570391 |
| 2.73574557998142 |
| 0.891380106073481 |
| -4.86563510326643 |
| -2.46044580007179 |
| 1.50955661046781 |
| 3.70812462840109 |
| 3.13098614566574 |
| 2.97235305358063 |
| 1.77436535019497 |
| 6.19209321800597 |
| 0.194920403113819 |
| 10.8818277713784 |
| -2.97559640810648 |
| -3.09316597025655 |
| -4.22808538938711 |
| -7.65584988582351 |
| -8.56695507344852 |
| 1.40011142031625 |
| -2.72333291508378 |
| 4.9675394939898 |
| 2.44006560314704 |
| -2.33210268910764 |
| 4.81895407516209 |
| 8.34602632617631 |
| -7.31695068577825 |
| 3.58738850252336 |
| 0.842109836719428 |
| -0.487618321667446 |
| -4.55071800893726 |
| -0.451192508370781 |
| -0.504136583988652 |
| 1.06680337521327 |
| 4.94593884617324 |
| 7.21774082616762 |
| -0.697723166857329 |
| -2.49852819017524 |
| 1.58172577113712 |
| 1.01330475403452 |
| -4.19351326181918 |
| 4.43411620729294 |
| -6.48770658580688 |
| 2.41829572142510 |
| 6.08065522431587 |
| 6.16328753095397 |
| -2.49190610959757 |
| 5.77898789466461 |
| 2.45819889487591 |
| -1.40583652040200 |
| -5.78828751826056 |
| 4.89769004573325 |
| 8.657896239546 |
| -1.07295102324750 |
| 0.88303618339748 |
| -1.61376870796871 |
