| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.3071 | 0.2161 | 0.4668 | 0.1092 | 0.0459 | 0.7269 | 0.0547 |
| (p-val) | (0.753 ) | (0.7326 ) | (0.1764 ) | (0.9267 ) | (0.7828 ) | (0 ) | (0.8793 ) |
| Estimates ( 2 ) | 0.3951 | 0.1594 | 0.4334 | 0 | 0.04 | 0.7295 | 0.0772 |
| (p-val) | (5e-04 ) | (0.1534 ) | (1e-04 ) | (NA ) | (0.7664 ) | (0 ) | (0.738 ) |
| Estimates ( 3 ) | 0.4032 | 0.1557 | 0.4305 | 0 | 0 | 0.7362 | 0.1361 |
| (p-val) | (2e-04 ) | (0.1637 ) | (1e-04 ) | (NA ) | (NA ) | (0 ) | (0.2611 ) |
| Estimates ( 4 ) | 0.3746 | 0.1549 | 0.462 | 0 | 0 | 0.7428 | 0 |
| (p-val) | (3e-04 ) | (0.1562 ) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) |
| Estimates ( 5 ) | 0.4539 | 0 | 0.5381 | 0 | 0 | 0.7223 | 0 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 5.14575901270739 |
| -0.0677250168403326 |
| 5.20222569142854 |
| -3.19155540517828 |
| 0.923749162936199 |
| 3.40227454063294 |
| -6.36450521931723 |
| -0.076142251559646 |
| 3.79953123682388 |
| 13.3242377738585 |
| -0.618747825940714 |
| -8.31056745500832 |
| -4.05125826675677 |
| -1.55743343873714 |
| 0.482407855924122 |
| 3.45644847718421 |
| 0.428454645982455 |
| -2.12118981449652 |
| 2.51177377523419 |
| -4.04223263982438 |
| 4.53943290689645 |
| 2.09292927261566 |
| -0.764699805535614 |
| 1.12417338002011 |
| 8.37480363650948 |
| 1.33818897581041 |
| 4.6097241978533 |
| -2.36781626088752 |
| -8.25621285144166 |
| 2.43385691300605 |
| 1.96651695455819 |
| 2.88026233169747 |
| 11.4994517801061 |
| 1.69099394777777 |
| 0.203625073546974 |
| 7.76538500184351 |
| -22.2346770194157 |
| -3.59008459588104 |
| 2.0467368634734 |
| 1.31554707114933 |
| 0.834111135788021 |
| 11.7254841695937 |
| -4.31869569757929 |
| 1.38446025851304 |
| -0.878545442746969 |
| -4.05730987818168 |
| 4.35081927903295 |
| 3.55934537485766 |
| 1.05341358669268 |
| -7.14290890401846 |
| -3.01912527972205 |
| 0.037312883364919 |
| 4.73408063988947 |
| -4.89351152459969 |
| -12.2127060842531 |
| 0.336617136567767 |
| 6.73789000895546 |
| 2.97089030100325 |
| 3.46464335444374 |
| -9.99259007630205 |
| 5.14524463119231 |
| 5.17106624668202 |
| 14.6592916607486 |
| -8.41163538732926 |
| 4.57859187165705 |
| -2.35492288619687 |
| -1.70289559831323 |
| -0.431977184425918 |
| 0.610151131742867 |
| 11.4574297642179 |
| 0.543115848915207 |
| -2.64235491042926 |
| -4.5388205172474 |
| -4.49274688384075 |
| 0.930729308290722 |
| -1.30956382422673 |
| -2.01536185660126 |
| 3.67273918633495 |
| 5.86856638013019 |
| -0.409171639395055 |
