| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.8821 | -0.1126 | 0.2062 | -0.7943 | -0.022 | -0.1792 | -0.5849 |
| (p-val) | (0 ) | (0.5991 ) | (0.2544 ) | (0 ) | (0.9643 ) | (0.5648 ) | (0.2915 ) |
| Estimates ( 2 ) | 0.8835 | -0.11 | 0.2028 | -0.7961 | 0 | -0.1678 | -0.6068 |
| (p-val) | (0 ) | (0.5952 ) | (0.2173 ) | (0 ) | (NA ) | (0.3714 ) | (0.0225 ) |
| Estimates ( 3 ) | 0.8941 | 0 | 0.1717 | -0.7273 | 0 | -0.1552 | -0.5343 |
| (p-val) | (0 ) | (NA ) | (0 ) | (0 ) | (NA ) | (0.4102 ) | (0 ) |
| Estimates ( 4 ) | 0.8674 | 0 | 0.1867 | -0.735 | 0 | 0 | -0.5974 |
| (p-val) | (0 ) | (NA ) | (0 ) | (0 ) | (NA ) | (NA ) | (0 ) |
| 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 |
| -1.67060980633541 |
| 5.36715561564386 |
| 19.2360154134002 |
| 0.585153298433405 |
| -0.152022470827583 |
| -5.26314190055663 |
| -5.07485890170453 |
| 5.12142783002425 |
| -3.48514320289091 |
| 4.24484404306006 |
| -0.208344751813087 |
| 2.62787706867875 |
| -1.52701840577868 |
| -8.39427897901352 |
| -1.49033595305458 |
| 5.05208270420286 |
| 0.919891098192853 |
| 1.11421649053335 |
| -0.0777817181564893 |
| -7.21176040284484 |
| 0.730004239357126 |
| 2.08594092738513 |
| -8.83586716737894 |
| 9.11229413496414 |
| 4.17975681697327 |
| 10.1906391674333 |
| 3.71817338902064 |
| -5.00125328838792 |
| -12.4627733153151 |
| -2.07156391049864 |
| 0.651767793974824 |
| -0.520046895857877 |
| 2.52444390370190 |
| -1.29435908187591 |
| -2.23051193789137 |
| -3.96432975121171 |
| 0.335735624879145 |
| -9.8527843695047 |
| 3.72411810756232 |
| 1.90420185278087 |
| -2.12918443075441 |
| 1.53922565520113 |
| -2.33065563255499 |
| 5.50326865710714 |
| 8.27663441065995 |
| -0.97927163608482 |
| -7.1267499517688 |
| -2.73153630579803 |
| -3.7163345718409 |
| -18.477361608364 |
| -0.905912712276966 |
| -9.43232480960998 |
| 10.1686867781858 |
| -5.20847290487441 |
| -3.27060438171219 |
| 5.93340361847405 |
| -6.7090220000604 |
| -9.69784625628473 |
| 9.24132655230991 |
| 5.4469793298783 |
| -15.7128304001195 |
