| 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 ) | (0.2916 ) |
| Estimates ( 2 ) | 0.8835 | -0.11 | 0.2028 | -0.7961 | 0 | -0.1678 | -0.6068 |
| (p-val) | (0 ) | (0.5952 ) | (0.2172 ) | (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 ) | 0.8591 | 0 | 0.1916 | -0.7349 | 0 | 0 | -0.6154 |
| (p-val) | (0 ) | (NA ) | (0.0117 ) | (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 |
| -1.67060980705680 |
| 5.36718253943137 |
| 19.2361027814621 |
| 0.585101098088307 |
| -0.152055414561234 |
| -5.26315195278498 |
| -5.07486499835608 |
| 5.12147490703889 |
| -3.4851658198153 |
| 4.24486181956335 |
| -0.208352657104887 |
| 2.6278761681375 |
| -1.52701008218220 |
| -8.39432201866387 |
| -1.49038109737636 |
| 5.05211808568988 |
| 0.919878942779442 |
| 1.11422445507464 |
| -0.0777644794832876 |
| -7.2118072308136 |
| 0.730034401188199 |
| 2.08594499540320 |
| -8.83591712974391 |
| 9.11232409134853 |
| 4.17978440374059 |
| 10.1906806333450 |
| 3.7181330765981 |
| -5.00131153053688 |
| -12.4627915008744 |
| -2.07151866874837 |
| 0.651806699390642 |
| -0.520022643626139 |
| 2.52445185840168 |
| -1.29438335461648 |
| -2.2304658457077 |
| -3.96438903834416 |
| 0.335740891051472 |
| -9.85284794968756 |
| 3.72410203210572 |
| 1.90423460750517 |
| -2.12911088269946 |
| 1.53925051790751 |
| -2.33065104203360 |
| 5.50331107485477 |
| 8.276636629225 |
| -0.979282733682002 |
| -7.12670173203525 |
| -2.73149788568732 |
| -3.71631012104535 |
| -18.4773157331603 |
| -0.905923268359239 |
| -9.43231815042516 |
| 10.1687729505633 |
| -5.20849951515817 |
| -3.2706130266309 |
| 5.93339156930867 |
| -6.70913186259805 |
| -9.6978917691239 |
| 9.24142574861618 |
| 5.4470094847542 |
| -15.7128995583835 |
