| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0139 | 0.331 | 0.5668 | 0.1879 | -0.7779 | -0.4018 | 0.3065 |
| (p-val) | (0.9479 ) | (0.0088 ) | (0 ) | (0.5006 ) | (0.2534 ) | (0.1198 ) | (0.6931 ) |
| Estimates ( 2 ) | 0 | 0.3367 | 0.5721 | 0.2039 | -0.784 | -0.405 | 0.3137 |
| (p-val) | (NA ) | (2e-04 ) | (0 ) | (0.1166 ) | (0.2322 ) | (0.1008 ) | (0.6756 ) |
| Estimates ( 3 ) | 0 | 0.34 | 0.5752 | 0.1996 | -0.5072 | -0.3017 | 0 |
| (p-val) | (NA ) | (2e-04 ) | (0 ) | (0.121 ) | (4e-04 ) | (0.0333 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0.3402 | 0.5872 | 0 | -0.54 | -0.2814 | 0 |
| (p-val) | (NA ) | (4e-04 ) | (0 ) | (NA ) | (2e-04 ) | (0.0476 ) | (NA ) |
| 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 |
| 0.094198532032073 |
| 0.6535038145072 |
| -1.53391897127732 |
| -3.36057793964955 |
| 10.5123096326134 |
| -1.01581460818171 |
| -2.67820603371977 |
| -9.74826523624803 |
| 3.63711952779280 |
| 9.50223911000737 |
| -0.328071092322915 |
| -0.990902836321319 |
| 3.15955490158205 |
| 4.27450493677143 |
| -2.96994671889933 |
| -7.49489551761175 |
| 0.326324426527348 |
| -2.56567975908259 |
| 4.06810805829616 |
| 5.30985535230069 |
| -8.0856512988089 |
| 5.28645113643543 |
| 7.37889519311135 |
| -6.11905689347028 |
| -3.37762219740600 |
| -8.60601897007229 |
| 2.58282249378238 |
| 10.0203248719557 |
| 7.07928930952332 |
| -2.75364585883828 |
| 3.41775083001431 |
| -1.59741000111779 |
| 0.649197168114711 |
| 2.86097472268118 |
| -3.51941250781897 |
| 5.64985082503861 |
| 4.308336262947 |
| -4.39107598742797 |
| -5.85155663697877 |
| -5.47131243023432 |
| -2.29984944535708 |
| -0.144024618225984 |
| 8.08067861155241 |
| -7.42975884121317 |
| 0.0227113700329653 |
| -2.47026515304752 |
| -2.11466654575379 |
| 7.87476366906216 |
| 4.65851633468552 |
| 3.60426916719346 |
| -3.6432428313266 |
| 7.25784141914923 |
| -7.62087972453924 |
| 13.8299693805725 |
| 1.28408828397488 |
| -0.320572187810811 |
| -2.89707138841455 |
| 4.92335973437703 |
| 11.9868131175867 |
| 10.0627280653042 |
| -2.21884747032199 |
| 3.97445806465629 |
| 0.560126258528626 |
| 3.34160373140263 |
| -2.85636760121021 |
| 4.38042424283482 |
| 1.43160357486062 |
| -0.489189006392564 |
| -1.23442098362065 |
