| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ar2 | ar3 | sar1 | sar2 |
| Estimates ( 1 ) | 0.0941 | -0.2261 | 0.0504 | 0.1187 | 0.3515 |
| (p-val) | (0.4278 ) | (0.0725 ) | (0.6715 ) | (0.292 ) | (0.0114 ) |
| Estimates ( 2 ) | 0.0821 | -0.2256 | 0 | 0.111 | 0.3539 |
| (p-val) | (0.4764 ) | (0.0727 ) | (NA ) | (0.3147 ) | (0.0104 ) |
| Estimates ( 3 ) | 0 | -0.2209 | 0 | 0.1101 | 0.35 |
| (p-val) | (NA ) | (0.0794 ) | (NA ) | (0.3199 ) | (0.0107 ) |
| Estimates ( 4 ) | 0 | -0.2598 | 0 | 0 | 0.3876 |
| (p-val) | (NA ) | (0.0275 ) | (NA ) | (NA ) | (0.0025 ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.104299935673860 |
| -0.360158110641168 |
| 2.55937204466456e-05 |
| -0.081591302305061 |
| 3.78516557281877 |
| 0.000141565304348442 |
| 0.83599050616023 |
| -0.000640975095688344 |
| -8.87864139514732e-07 |
| 0.00290228161728323 |
| 4.02017454948692e-06 |
| -0.0131500231152470 |
| -1.82151135476084e-05 |
| 0.0604109803321333 |
| -4.14756916029788e-06 |
| 0.0139478084778916 |
| -0.650354452857811 |
| 0.000296844635675321 |
| -0.143636592492178 |
| -0.00134405144864268 |
| -1.80836494257140e-06 |
| 0.00608643043871471 |
| 8.1890373039772e-06 |
| -0.0276404325299205 |
| -3.71890470640931e-05 |
| 0.133581558906292 |
| -8.0873333841277e-06 |
| 0.230922871266965 |
| 2.66488307777561 |
| -0.955828068698807 |
| 0.588565161186153 |
| 3.77914034349401 |
| 1.90000000000001 |
| 1.98343862602397 |
| 0.419633347361398 |
| 0.242945622156597 |
| 0.700000000000003 |
| 1.59999999999999 |
| 2.15460175955420 |
| 0.331362823588407 |
| 4.7904604631778 |
| -1.39479856709262 |
| -3.4395385233409 |
| -3.44723351519001 |
| 1.6190975565724 |
| -0.114624544053086 |
| 0.972220876830846 |
| -1.77213759703767 |
| -0.688700331271733 |
| -0.595734361930838 |
| -0.391743981960829 |
| -0.108899313111309 |
| 6.28796302208208 |
| 1.899661783141 |
| 1.88377267981284 |
| -1.87997015211168 |
| -0.86627353259891 |
| 4.12929710244978 |
| -3.95897270894068 |
| -2.86654964719773 |
| 2.50512010007392 |
| -1.41938405847375 |
| 1.23585269201686 |
| -0.123691485068662 |
| -2.48324366616302 |
| 0.57095438867529 |
| -0.132709577435492 |
| -2.69674645134710 |
| -0.682873887541774 |
| -1.82979501840002 |
| -0.105065978423369 |
| 0.149880765421827 |
| 2.07464566256461 |
| 2.29194675353449 |
