| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.3622 | 0.2312 | -0.1139 | -1 | 1.0689 | -0.123 | -0.8237 |
| (p-val) | (0.0103 ) | (0.1278 ) | (0.4385 ) | (0 ) | (0.1951 ) | (0.7521 ) | (0.4021 ) |
| Estimates ( 2 ) | 0.354 | 0.2384 | -0.1232 | -1 | 0.8283 | 0 | -0.5943 |
| (p-val) | (0.0111 ) | (0.1169 ) | (0.4076 ) | (0 ) | (0.0592 ) | (NA ) | (0.3364 ) |
| Estimates ( 3 ) | 0.3531 | 0.181 | 0 | -1 | 0.6041 | 0 | -0.313 |
| (p-val) | (0.0161 ) | (0.2076 ) | (NA ) | (0 ) | (0.3596 ) | (NA ) | (0.6971 ) |
| Estimates ( 4 ) | 0.3747 | 0.1625 | 0 | -1 | 0.3393 | 0 | 0 |
| (p-val) | (0.0063 ) | (0.2229 ) | (NA ) | (0 ) | (0.0179 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.4384 | 0 | 0 | -1 | 0.3239 | 0 | 0 |
| (p-val) | (8e-04 ) | (NA ) | (NA ) | (0 ) | (0.0255 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -1.64652581329111 |
| -108.911255452376 |
| -44.5425383811751 |
| -32.495224434893 |
| -55.0493105243993 |
| -58.9807694230808 |
| 1.59226028581896 |
| 70.3432998523138 |
| 34.5005794901719 |
| 18.3013050750418 |
| 79.3631565763605 |
| 4.48752333231699 |
| 155.491752825253 |
| 407.431211291392 |
| 291.164097291095 |
| -150.349598834947 |
| 1009.42206372852 |
| -177.487938372470 |
| 72.0621286028327 |
| 496.587099071298 |
| -663.180749824129 |
| -828.638885597297 |
| 23.1434715204158 |
| -193.489085960242 |
| -224.039849144753 |
| -10.8081278689919 |
| -405.426858834680 |
| -211.474581224393 |
| 283.300891521660 |
| -128.941285445562 |
| -30.6033105961407 |
| -188.508541825901 |
| 126.654271182265 |
| -425.941154521571 |
| -21.855477756116 |
| -307.548711559714 |
| -127.783751338063 |
| 502.991904346298 |
| 538.747348982236 |
| 419.94814925824 |
| -30.3129556992355 |
| -58.0650935444071 |
| -503.490235146986 |
| 132.218479808529 |
| 52.99732481988 |
| -75.4475534075272 |
| -449.685717110377 |
| -25.8266719292719 |
| 292.674902679137 |
| 775.250598740426 |
| -559.805371377625 |
| 88.0344056601446 |
| -254.562089016784 |
| 1.37866049382129 |
| 136.669073608159 |
| 1348.18987059253 |
| -233.384110967559 |
| 141.196294063682 |
| -270.648287830587 |
