| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.6283 | -0.0448 | 0.4153 | -0.7029 | 0.3397 | 0.3359 | -0.9561 |
| (p-val) | (3e-04 ) | (0.8038 ) | (0.0145 ) | (0 ) | (0.2697 ) | (0.2621 ) | (0.0015 ) |
| Estimates ( 2 ) | 0.6109 | 0 | 0.3932 | -0.6963 | 0.3842 | 0.3827 | -1.0001 |
| (p-val) | (0 ) | (NA ) | (0.0066 ) | (0 ) | (0.0721 ) | (0.1254 ) | (0 ) |
| Estimates ( 3 ) | 0.6047 | 0 | 0.3841 | -0.7118 | -0.4256 | 0 | -0.1126 |
| (p-val) | (1e-04 ) | (NA ) | (0.0084 ) | (0 ) | (0.4571 ) | (NA ) | (0.8714 ) |
| Estimates ( 4 ) | 0.6108 | 0 | 0.3777 | -0.7217 | -0.5111 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (0.0067 ) | (0 ) | (0.0013 ) | (NA ) | (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 |
| 0.0693990238502622 |
| -0.202508887032611 |
| -18.0825455917289 |
| 6.67897086412986 |
| 14.9871942821514 |
| 6.82249050901706 |
| 1.20477848555194 |
| 10.5148806187963 |
| 5.85093740630802 |
| -3.73615484417776 |
| 3.85281994413698 |
| -11.1861995804540 |
| 15.0124189927225 |
| 9.95856871162544 |
| 0.786773718657626 |
| 3.36539271347048 |
| 4.44160405783372 |
| 3.47164790709255 |
| 2.04647133779179 |
| 3.45954726421257 |
| -4.67092870856952 |
| -8.59891087939083 |
| 1.58097343408977 |
| -2.66817988759935 |
| 7.94842793846805 |
| 4.84790432157784 |
| -8.81314797577659 |
| 2.0741093430285 |
| -3.3862830219909 |
| 4.06380375144544 |
| 4.94898165578284 |
| 4.04195671121746 |
| -11.9303577345720 |
| 16.9273902622685 |
| 3.70496204828917 |
| 5.92386939768789 |
| -4.20185529239969 |
| -3.13453183583787 |
| 5.59907406134631 |
| 9.90828010787837 |
| 2.64382629803101 |
| 8.4400616431807 |
| -1.19528260174552 |
| 0.314644633048942 |
| 1.92084762279685 |
| 3.51002162943734 |
| 3.08440882152912 |
| 8.05495974515165 |
| -1.55364513271137 |
