| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0237 | 0.7316 | 0.2575 | 0.9646 | -0.5751 | -0.3053 | -0.0492 |
| (p-val) | (0.9124 ) | (0.0021 ) | (0.1272 ) | (0.0024 ) | (0.4992 ) | (0.4582 ) | (0.9593 ) |
| Estimates ( 2 ) | -0.0272 | 0.7324 | 0.2589 | 0.9651 | -0.6174 | -0.3231 | 0 |
| (p-val) | (0.8932 ) | (0.0019 ) | (0.1209 ) | (0.0022 ) | (0.0016 ) | (0.1205 ) | (NA ) |
| Estimates ( 3 ) | 0 | 0.7113 | 0.2536 | 1.061 | -0.6193 | -0.3256 | 0 |
| (p-val) | (NA ) | (0 ) | (0.1057 ) | (0 ) | (0.0015 ) | (0.1131 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0.7163 | 0.2133 | 1.0097 | -0.4488 | 0 | 0 |
| (p-val) | (NA ) | (3e-04 ) | (0.2491 ) | (0.1227 ) | (0.0042 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0 | 0.8871 | 0 | 1 | -0.4539 | 0 | 0 |
| (p-val) | (NA ) | (0 ) | (NA ) | (0 ) | (0.0042 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.0946931721014834 |
| 1.64972810428240 |
| 9.02783826343733 |
| -3.8269214506923 |
| -3.76882814920115 |
| -9.03768581941998 |
| 14.1757002300049 |
| 15.2794666675783 |
| 14.8246002430408 |
| -8.04145421729375 |
| 5.70887364504231 |
| 8.03583878533533 |
| 12.0520044088993 |
| 12.0603009931312 |
| -4.97626701587543 |
| -15.9569868896126 |
| 5.22469045975627 |
| 1.78132729182283 |
| 26.4595946305132 |
| 7.71565038358854 |
| -8.17675942696608 |
| 17.7547130745664 |
| 6.58085289678496 |
| 14.9891903659753 |
| 5.09946043690861 |
| -17.6917636978123 |
| -4.13801699965198 |
| 10.5218715675983 |
| 13.9463704943573 |
| -6.66266368042574 |
| -7.88494696525217 |
| 22.2898676317821 |
| 5.77471635728927 |
| -3.19490705152590 |
| 6.06043029706105 |
| -14.2820460721312 |
| -30.5192614702909 |
| -18.6181628676577 |
| 11.8238838890112 |
| 12.8531816499406 |
| -38.5708017493578 |
| 15.8856226447135 |
| -10.0014115259912 |
| 15.0901015301371 |
| -8.68885434535161 |
| 15.4320910956726 |
| -3.91162085878655 |
| -5.87116890182751 |
| 31.9553657172598 |
