| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0192 | 0.3556 | 0.4649 | -0.4247 | -0.0183 | -0.1409 | -0.7642 |
| (p-val) | (0.9637 ) | (0.0312 ) | (0.0182 ) | (0.3773 ) | (0.9744 ) | (0.7163 ) | (0.4584 ) |
| Estimates ( 2 ) | 0.0302 | 0.3581 | 0.4614 | -0.4368 | 0 | -0.1299 | -0.7952 |
| (p-val) | (0.9371 ) | (0.0268 ) | (0.0129 ) | (0.3216 ) | (NA ) | (0.5424 ) | (0.1339 ) |
| Estimates ( 3 ) | 0 | 0.3521 | 0.4691 | -0.4041 | 0 | -0.1332 | -0.7907 |
| (p-val) | (NA ) | (0.0147 ) | (0.0018 ) | (0.012 ) | (NA ) | (0.5246 ) | (0.1243 ) |
| Estimates ( 4 ) | 0 | 0.354 | 0.4697 | -0.4061 | 0 | 0 | -0.8049 |
| (p-val) | (NA ) | (0.0133 ) | (0.0015 ) | (0.0115 ) | (NA ) | (NA ) | (0.1068 ) |
| Estimates ( 5 ) | 0 | 0.3443 | 0.3316 | -0.4555 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.0228 ) | (0.0155 ) | (0.0081 ) | (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 |
| 2.29399481145773 |
| 117.756512664536 |
| 124.059383609613 |
| -57.6311838256549 |
| -148.480711735537 |
| 2.06740725280757 |
| 302.125274697316 |
| 308.993427623284 |
| 7.71101628372122 |
| -53.0621880056421 |
| -215.812108213031 |
| -179.279392797553 |
| -36.6671233443185 |
| -7.30848173697318 |
| -133.150099293929 |
| 93.7631418297819 |
| 206.619249033795 |
| -229.534929625235 |
| 259.070856844980 |
| -99.581265523019 |
| 269.966935274838 |
| 48.9148150240551 |
| -29.1206299969013 |
| -61.5094602984848 |
| 57.5987676969231 |
| -327.243978809567 |
| -50.229520215739 |
| -13.6193010434483 |
| 163.686001787486 |
| 18.8933126326305 |
| 106.430272120857 |
| -70.5684450277771 |
| -12.8399485814215 |
| 6.9708963498898 |
| -167.827562514715 |
| -85.9425736697358 |
| 50.7890079353683 |
| -117.691557585999 |
| -155.60694843142 |
| 46.7315325248196 |
| -286.127251738011 |
| -17.531922173482 |
| 137.871308504314 |
| -115.515967975109 |
| -126.797593301475 |
| -186.445163293887 |
| 24.2889482339631 |
| 80.133479314812 |
| -238.244594194307 |
