| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 |
| Estimates ( 1 ) | -0.3969 | -0.3152 | -0.1926 | -0.1906 | 0.1317 | 0.2933 |
| (p-val) | (0.4171 ) | (0.2603 ) | (0.3555 ) | (0.6922 ) | (0.3457 ) | (0.0706 ) |
| Estimates ( 2 ) | -0.5794 | -0.4059 | -0.2437 | 0 | 0.1361 | 0.2882 |
| (p-val) | (1e-04 ) | (0.0074 ) | (0.0778 ) | (NA ) | (0.3318 ) | (0.0756 ) |
| Estimates ( 3 ) | -0.5489 | -0.3831 | -0.2592 | 0 | 0 | 0.2759 |
| (p-val) | (1e-04 ) | (0.0105 ) | (0.0631 ) | (NA ) | (NA ) | (0.1047 ) |
| Estimates ( 4 ) | -0.5488 | -0.33 | -0.3157 | 0 | 0 | 0 |
| (p-val) | (1e-04 ) | (0.0248 ) | (0.0199 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.0219999839722016 |
| 4.1421925939929 |
| -0.9725229814877 |
| -0.144204685827924 |
| -1.78132954092792 |
| -0.841648551127108 |
| 1.71370177154288 |
| -0.997001107175709 |
| -1.99210336178486 |
| -1.29422459356516 |
| -0.272982625121949 |
| -1.89201882226943 |
| 1.23576072139427 |
| 0.563031785626149 |
| -1.68177706895226 |
| 0.409391641885643 |
| -1.16377118305857 |
| 0.27384492315834 |
| 0.419261998435137 |
| 0.142069989446928 |
| -1.61605250181326 |
| 0.693564179906129 |
| 0.368288103224104 |
| 1.27729720632997 |
| -1.42554929046146 |
| 2.68734832811126 |
| 0.117391693386235 |
| 0.100325686779791 |
| 1.04113329144060 |
| 1.72312289661422 |
| -1.3939571439117 |
| 0.95450777802289 |
| 1.87294815439540 |
| -2.21514746881053 |
| -1.92601396762222 |
| 1.10435355765188 |
| 0.582607051312401 |
| 0.892882249680216 |
| 0.384912275019424 |
| -2.40575147712927 |
| -0.145150523001416 |
| -0.563544639579472 |
| -1.25259309630106 |
| -0.323909681551655 |
| -2.90282986651044 |
| -1.15490459470607 |
| 0.308168949331595 |
| -0.189829183428742 |
| 2.17547776365644 |
| 0.777371210815165 |
| -0.0278735658741418 |
| 1.08233591393223 |
| -1.72111968987863 |
| 1.61725561490192 |
| -0.611267443248998 |
| -2.65140400824319 |
| -3.44540633004616 |
| -0.668921862301472 |
| 0.817370595991946 |
| 1.25884018265234 |
