| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.8666 | 0.0353 | -0.3733 | -0.9162 | 0.16 | -0.3303 | -0.9162 |
| (p-val) | (0 ) | (0.9007 ) | (0.042 ) | (0 ) | (0.4455 ) | (0.1148 ) | (0 ) |
| Estimates ( 2 ) | 0.8857 | 0 | -0.3548 | -0.9165 | 0.1436 | -0.3125 | -0.9165 |
| (p-val) | (0 ) | (NA ) | (0.0012 ) | (0 ) | (0.3865 ) | (0.0488 ) | (0 ) |
| Estimates ( 3 ) | 0.9365 | 0 | -0.398 | -0.9093 | 0 | -0.3581 | -0.9093 |
| (p-val) | (0 ) | (NA ) | (0 ) | (0 ) | (NA ) | (0.0076 ) | (0 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| -0.205717282425025 |
| -5.05139812595949 |
| 7.84860439787339 |
| 2.43660934025983 |
| 0.0225981242514801 |
| 2.00218835277131 |
| 0.333319312137481 |
| 0.303672173170290 |
| 5.322397069019 |
| 37.0853666153636 |
| -2.30139431700142 |
| 2.65545837336411 |
| 2.07316604616642 |
| -0.854275329725086 |
| 6.17166022551632 |
| 2.11201740830946 |
| -2.82366629742882 |
| -4.27051071347825 |
| -5.02294892677399 |
| -8.4223106163223 |
| 0.305957609938821 |
| 33.0213401889200 |
| -6.0799226872536 |
| 2.99830299573827 |
| -1.11080548232063 |
| -2.52534104462302 |
| 6.25526237227199 |
| 0.477566133228438 |
| -2.83588458922341 |
| -7.73521415507325 |
| -7.95876890640963 |
| -10.0143547801308 |
| -3.47737183812619 |
| 28.5733553599518 |
| -5.7046765430192 |
| 0.662864928541552 |
| -4.69358654967379 |
| -3.29780890300170 |
| 1.50356782656767 |
| -4.22158924197531 |
| -3.70817455222809 |
| -8.59054477711721 |
| -9.84037002146281 |
| -10.8241450211277 |
| -5.95202101025715 |
| 27.2639804386054 |
| -6.63562079181767 |
| 1.65048395603106 |
| -3.05553285052419 |
| -3.51072128442474 |
| 1.41347828789671 |
| -5.08308994752758 |
| -1.62283446815059 |
| -9.44695144070557 |
| -7.04582975272586 |
| -8.78048876172377 |
| -5.64696732925993 |
| 24.8877541697067 |
| -6.3828400700938 |
| 1.43872656780173 |
| -8.01122039325563 |
| -3.72602897904983 |
| -2.15885661222061 |
| 1.19435731921022 |
| -9.22247143910983 |
| -8.62840400795137 |
| -7.28326085630996 |
| -13.7009542327346 |
| -7.31637508845265 |
| 23.6479127980634 |
| -7.74077011126965 |
| -4.88236885988597 |
