| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2901 | -0.2769 | -0.0487 | -0.3514 | 0.3138 | -0.232 | -0.9999 |
| (p-val) | (0.5683 ) | (0.3833 ) | (0.8444 ) | (0.4839 ) | (0.0433 ) | (0.1887 ) | (0.0101 ) |
| Estimates ( 2 ) | -0.2039 | -0.2248 | 0 | -0.4353 | 0.3102 | -0.2313 | -1.0003 |
| (p-val) | (0.4125 ) | (0.1998 ) | (NA ) | (0.0829 ) | (0.0443 ) | (0.1908 ) | (0.01 ) |
| Estimates ( 3 ) | 0 | -0.1222 | 0 | -0.6043 | 0.3154 | -0.2252 | -1 |
| (p-val) | (NA ) | (0.3969 ) | (NA ) | (0 ) | (0.0389 ) | (0.209 ) | (0.0117 ) |
| Estimates ( 4 ) | 0 | 0 | 0 | -0.6564 | 0.3068 | -0.2085 | -0.9997 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0417 ) | (0.2408 ) | (0.0147 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -1.4476 | 0.3544 | 0 | -1.0002 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0241 ) | (NA ) | (7e-04 ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -1.45500671033428 |
| 16.0437303791292 |
| 2.66831730370638 |
| 33.6173698049944 |
| -7.89276498823337 |
| 25.9247924787037 |
| 54.0037574943293 |
| -27.4272848501507 |
| 7.0368353143732 |
| 8.64879812464808 |
| -25.7346723929677 |
| -31.7348494070859 |
| -1.84302897221269 |
| 0.588938148562811 |
| -40.0442895761309 |
| -27.0252785424006 |
| -5.58552897205508 |
| 4.2892583161164 |
| 30.3169881065102 |
| -7.54775684198312 |
| 15.1615534506884 |
| -8.61550243334442 |
| -5.09313799002738 |
| 60.6828314612378 |
| -20.0174770162594 |
| 3.28405995873305 |
| 44.8837957229583 |
| 52.827416622219 |
| -20.2982586466777 |
| -28.5242565629853 |
| 28.5831900641126 |
| 66.7186099963879 |
| -2.06147830822676 |
| -46.0326931971337 |
| -9.30909803198028 |
| 11.9086362481715 |
| -22.5866302767801 |
| -0.716916587950097 |
| -11.068106732769 |
| -19.9592835076091 |
| -22.4859512216672 |
| 49.6632594660532 |
| -47.3090137780967 |
| -22.9103609037443 |
| 25.7491738187106 |
| -13.1018238194670 |
| 110.855281583924 |
| 58.5033973430011 |
| 2.37993741989758 |
| -17.9300923624551 |
| 37.7150628522804 |
| -30.1996691196088 |
| 48.9877092881959 |
| 13.5544259032309 |
| -29.9750406940436 |
| -6.33882518896953 |
| -2.84482317887415 |
| 42.6208706334779 |
| -5.45985283225555 |
| 44.3715172148116 |
| 42.6369301996666 |
| -12.915526863476 |
| 47.8531203051713 |
| -14.2836069774531 |
| -13.8532750852123 |
| -19.534322159902 |
| 48.0612915949325 |
| -40.0777994791643 |
