| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2027 | 0.4137 | -0.1232 | 0.1084 | -0.3651 | -0.3936 | 0.0492 |
| (p-val) | (0.8355 ) | (0.156 ) | (0.7476 ) | (0.9104 ) | (0.5675 ) | (0.076 ) | (0.9443 ) |
| Estimates ( 2 ) | 0.1896 | 0.4169 | -0.1184 | 0.1219 | -0.3227 | -0.3849 | 0 |
| (p-val) | (0.8458 ) | (0.1527 ) | (0.7573 ) | (0.899 ) | (0.1062 ) | (0.041 ) | (NA ) |
| Estimates ( 3 ) | 0.3092 | 0.3854 | -0.1584 | 0 | -0.3267 | -0.3835 | 0 |
| (p-val) | (0.0891 ) | (0.0195 ) | (0.3708 ) | (NA ) | (0.0986 ) | (0.0407 ) | (NA ) |
| Estimates ( 4 ) | 0.23 | 0.3482 | 0 | 0 | -0.3891 | -0.3682 | 0 |
| (p-val) | (0.1694 ) | (0.0328 ) | (NA ) | (NA ) | (0.0476 ) | (0.0511 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0.4539 | 0 | 0 | -0.5036 | -0.442 | 0 |
| (p-val) | (NA ) | (0.0022 ) | (NA ) | (NA ) | (0.0052 ) | (0.0085 ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 7.76158475496236 |
| 1925.28867617708 |
| -1153.91156273344 |
| -1989.30362619342 |
| -1932.44761502154 |
| 916.025400853512 |
| 959.727252272112 |
| 1251.53245925248 |
| 154.721804868451 |
| -129.959299653452 |
| 834.163187699633 |
| 1138.70722592612 |
| 329.990422891161 |
| 1056.35563087447 |
| -1136.03848780761 |
| 371.170082525959 |
| -410.087236075151 |
| -717.239500857827 |
| -402.549629920166 |
| -1548.85415465360 |
| -243.683785190352 |
| 576.860896337439 |
| 573.604470414751 |
| -1637.26962937715 |
| 279.527036844104 |
| 88.8833299231311 |
| -2329.77914883545 |
| 300.726416009308 |
| -318.319202120677 |
| 1000.33344201421 |
| 582.004617304793 |
| 1419.13604469897 |
| -924.850764442135 |
| 1216.17285431424 |
| -50.4727789726311 |
| -462.744071983709 |
| 882.75427884091 |
| 217.308053812440 |
| 1007.00120875017 |
| 496.154785566085 |
| -292.088293885712 |
| 951.436750140434 |
| 815.247821937861 |
| 129.364536267738 |
| -12.7539424729530 |
| 258.070163619164 |
| -712.430854013863 |
| 198.613494882625 |
| 1152.2383934844 |
