| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.3652 | -0.4088 | -0.3596 | -0.2828 | -0.7017 | -0.5503 | -0.2828 |
| (p-val) | (0.2354 ) | (0.1044 ) | (0.1752 ) | (0.4208 ) | (6e-04 ) | (0.0013 ) | (0.4208 ) |
| Estimates ( 2 ) | 0.2852 | -0.3631 | -0.4024 | 0 | -0.7413 | -0.5753 | -0.4345 |
| (p-val) | (0.2364 ) | (0.0756 ) | (0.0667 ) | (NA ) | (1e-04 ) | (3e-04 ) | (0.026 ) |
| Estimates ( 3 ) | 0 | -0.2376 | -0.564 | 0 | -0.6805 | -0.6173 | -0.2675 |
| (p-val) | (NA ) | (0.0542 ) | (0 ) | (NA ) | (1e-04 ) | (0 ) | (0.204 ) |
| Estimates ( 4 ) | 0 | -0.2897 | -0.5479 | 0 | -0.8269 | -0.6696 | 0 |
| (p-val) | (NA ) | (0.0122 ) | (0 ) | (NA ) | (0 ) | (0 ) | (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 |
| 0.0989998924860776 |
| 11.1279660210292 |
| -1.99995377462304 |
| 2.17553919874741 |
| -5.82185909061333 |
| -4.65590030685837 |
| 2.56996796550701 |
| -4.42171746144624 |
| -5.48098596418194 |
| 3.81003918516818 |
| -10.2861828138575 |
| -13.4206432674174 |
| 4.93969814577388 |
| 6.51589495631537 |
| 0.73210129424079 |
| -4.1688887174265 |
| 0.251201968348675 |
| -1.31544876396506 |
| 8.62237530595719 |
| 2.41061478983522 |
| 3.47756899848021 |
| 15.1217584502447 |
| -2.47784276328957 |
| -8.8891661182883 |
| 7.60859010783719 |
| 2.35672275462362 |
| 4.01431748649239 |
| -8.52276276367061 |
| -7.56443574603936 |
| -9.69504196860242 |
| -7.47160352133955 |
| -5.47835072112092 |
| -3.36605412517284 |
| 14.0533115374634 |
| -12.2730089203059 |
| -5.02200679964317 |
| 4.39409965291354 |
| -2.03471605821751 |
| 6.87598565568882 |
| -6.6996412117924 |
| 5.6604808513623 |
| -0.49978508858969 |
| 10.1776634510914 |
| -0.413669164878428 |
| 8.63718888741917 |
| 11.9927832232535 |
| -11.1648089837216 |
| -5.52491336478596 |
| 2.14101480545335 |
| 6.50806194974764 |
| 5.10904118836672 |
| -5.4476281233228 |
| 7.75346950914113 |
| 0.527811398080885 |
| 9.50412507210618 |
| -1.05276603532091 |
| 4.94796751294918 |
| 6.94911670240484 |
| -11.1967445237382 |
| -6.75852841112592 |
