| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4246 | 0.1468 | -0.0984 | -1 | -0.1257 | -0.2539 | -1 |
| (p-val) | (0.0116 ) | (0.3932 ) | (0.5956 ) | (0 ) | (0.6341 ) | (0.2973 ) | (0.0772 ) |
| Estimates ( 2 ) | 0.3965 | 0.1639 | -0.0568 | -1 | 0 | -0.1983 | -1 |
| (p-val) | (0.0108 ) | (0.3279 ) | (0.729 ) | (0 ) | (NA ) | (0.3803 ) | (0.0218 ) |
| Estimates ( 3 ) | 0.3938 | 0.1515 | 0 | -1 | 0 | -0.2112 | -0.9998 |
| (p-val) | (0.0115 ) | (0.3574 ) | (NA ) | (0 ) | (NA ) | (0.3396 ) | (0.0329 ) |
| Estimates ( 4 ) | 0.4309 | 0 | 0 | -1 | 0 | -0.1972 | -1 |
| (p-val) | (0.0049 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.3804 ) | (0.013 ) |
| Estimates ( 5 ) | 0.3966 | 0 | 0 | -1 | 0 | 0 | -1 |
| (p-val) | (0.0074 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.009 ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -15.0924067421282 |
| 56.2413527581851 |
| 38.0790288675338 |
| -46.801354525612 |
| -145.123166074380 |
| 207.912464055460 |
| 81.2934951969824 |
| -451.580410953634 |
| 384.831185341940 |
| 62.9805633595433 |
| 87.2208079570149 |
| 508.99544048884 |
| -240.347034849251 |
| 238.233642161869 |
| -356.999965307628 |
| -148.719190631979 |
| -37.013448596812 |
| -130.034321775506 |
| 32.2954201400112 |
| -126.316044582551 |
| -127.033767847694 |
| -196.226645563417 |
| -10.2985914932712 |
| -54.4312110235067 |
| -39.7176205576780 |
| -102.421805482502 |
| 109.967727281411 |
| -318.405647646302 |
| -97.9596755925657 |
| -71.0482450093047 |
| 371.491144262791 |
| 28.4376555298106 |
| -39.139984832127 |
| -22.8557137797446 |
| 337.383996462769 |
| -238.920305373513 |
| 186.020927529465 |
| 95.1568747309064 |
| 101.119650605427 |
| 114.380799844548 |
| -4.66198456146412 |
| 110.355800830362 |
| 105.781618050846 |
| 249.83843860549 |
| -7.28638660804163 |
| -233.420844196939 |
| -609.246126566721 |
| -158.116056187779 |
