| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0295 | 0.7544 | 0.2508 | 1 | -0.6185 | -0.2766 | 0.0282 |
| (p-val) | (0.8541 ) | (0 ) | (0.1074 ) | (0.0016 ) | (0.5775 ) | (0.5908 ) | (0.9814 ) |
| Estimates ( 2 ) | -0.0279 | 0.754 | 0.25 | 0.9999 | -0.593 | -0.2657 | 0 |
| (p-val) | (0.8485 ) | (0 ) | (0.1002 ) | (0.0019 ) | (0.0025 ) | (0.2177 ) | (NA ) |
| Estimates ( 3 ) | 0 | 0.7386 | 0.2379 | 1.0348 | -0.5942 | -0.2693 | 0 |
| (p-val) | (NA ) | (1e-04 ) | (0.1805 ) | (4e-04 ) | (0.0024 ) | (0.2075 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0.737 | 0.2207 | 1.0001 | -0.4523 | 0 | 0 |
| (p-val) | (NA ) | (0 ) | (0.021 ) | (0.0095 ) | (0.0034 ) | (NA ) | (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 |
| 0.0249392473865948 |
| 0.378988201195412 |
| 1.06831929461347 |
| -0.138347615579869 |
| -0.0609289275831607 |
| -0.71629240412377 |
| 1.95332545613397 |
| 1.74703017088758 |
| 1.37980645175578 |
| -0.713916635429577 |
| 0.482040278070484 |
| 0.455464884122833 |
| 0.946108245411778 |
| 0.70158043741851 |
| -0.492091738931319 |
| -1.82800140438251 |
| 0.305261096482025 |
| -0.113489460769692 |
| 2.59388604669095 |
| 0.643860090584421 |
| -0.93200901125758 |
| 1.33303168412493 |
| 0.505100759912216 |
| 1.29330912657066 |
| 0.272251826558585 |
| -1.86351192595944 |
| -0.560957450331422 |
| 0.694779667724904 |
| 1.19553911544758 |
| -0.78122852769645 |
| -0.503570209561424 |
| 2.83740238355219 |
| 1.12775221435121 |
| -0.616511536464975 |
| 0.785422328750584 |
| -1.21677999302880 |
| -2.54757072792435 |
| -1.88287620570639 |
| 0.92016946996293 |
| 1.02573774360686 |
| -3.53170744175773 |
| 1.21010586880456 |
| -0.716381088760136 |
| 1.71556045450643 |
| -1.04144413371988 |
| 1.80679696495836 |
| -0.31527224132345 |
| -0.634308446070771 |
| 2.38960510401679 |
