| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1447 | 0.3628 | 0.491 | -0.0271 | 0.1774 | -0.1995 | -0.967 |
| (p-val) | (0.6024 ) | (0.0273 ) | (0.011 ) | (0.937 ) | (0.4293 ) | (0.4165 ) | (0.0187 ) |
| Estimates ( 2 ) | 0.1254 | 0.3716 | 0.5017 | 0 | 0.1789 | -0.2043 | -0.9714 |
| (p-val) | (0.3164 ) | (0.0024 ) | (2e-04 ) | (NA ) | (0.4213 ) | (0.3882 ) | (0.0199 ) |
| Estimates ( 3 ) | 0.1073 | 0.3578 | 0.503 | 0 | 0 | -0.2559 | -0.6836 |
| (p-val) | (0.3828 ) | (0.0046 ) | (2e-04 ) | (NA ) | (NA ) | (0.2186 ) | (0.0701 ) |
| Estimates ( 4 ) | 0 | 0.4019 | 0.5572 | 0 | 0 | -0.2347 | -0.6707 |
| (p-val) | (NA ) | (8e-04 ) | (0 ) | (NA ) | (NA ) | (0.2709 ) | (0.0471 ) |
| Estimates ( 5 ) | 0 | 0.3889 | 0.5517 | 0 | 0 | 0 | -0.6702 |
| (p-val) | (NA ) | (0.001 ) | (0 ) | (NA ) | (NA ) | (NA ) | (0.0247 ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.0737989090370497 |
| -1.73056884000632 |
| -4.26690966722568 |
| -1.87190665644042 |
| 8.09310693639853 |
| 2.28202560313572 |
| -1.52423810324954 |
| 9.65087813151564 |
| 8.57883542347068 |
| -3.83936856455255 |
| 2.57757413153932 |
| 1.05265031865835 |
| 9.78560469516523 |
| 0.218777577238443 |
| -3.16626703543187 |
| -5.52530239562368 |
| 1.59942714200415 |
| 2.02274856038333 |
| 0.39587125331722 |
| -1.51165850054888 |
| -3.65982260227440 |
| -4.779430209703 |
| 10.7899207854783 |
| -5.36351054351817 |
| -3.39694257559186 |
| 0.587311205102004 |
| -5.98292980269166 |
| 6.71836779857355 |
| 8.59068300592714 |
| 6.90794529857334 |
| -0.386628320548454 |
| 7.8413230983498 |
| -6.91392196403692 |
| 7.32085705000419 |
| 2.30336714831568 |
| -4.20375035425027 |
| -4.00125362105022 |
| 5.55650085960689 |
| 12.4928206247253 |
| 8.1394288444998 |
| -2.88913368828725 |
| 2.34474807086669 |
| -4.04319517674926 |
| -1.34850973559181 |
| -5.25685880781531 |
| 1.06449150194289 |
| 2.72129740577611 |
| 4.34194294374565 |
| 2.18749463671286 |
