| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1726 | 0.1897 | 0.6125 | -8e-04 | -0.1099 | -0.6084 | -0.5463 |
| (p-val) | (0.5223 ) | (0.206 ) | (0.001 ) | (0.9984 ) | (0.7553 ) | (0.0012 ) | (0.4755 ) |
| Estimates ( 2 ) | 0.1723 | 0.19 | 0.6127 | 0 | -0.1089 | -0.6082 | -0.549 |
| (p-val) | (0.2283 ) | (0.1298 ) | (0 ) | (NA ) | (0.7587 ) | (0.001 ) | (0.4761 ) |
| Estimates ( 3 ) | 0.1991 | 0.1906 | 0.6054 | 0 | 0 | -0.57 | -0.8145 |
| (p-val) | (0.0881 ) | (0.1222 ) | (0 ) | (NA ) | (NA ) | (2e-04 ) | (0.0679 ) |
| Estimates ( 4 ) | 0.2936 | 0 | 0.6622 | 0 | 0 | -0.6083 | -0.5253 |
| (p-val) | (0.0084 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0 ) | (0.1533 ) |
| Estimates ( 5 ) | 0.2662 | 0 | 0.523 | 0 | 0 | -0.5689 | 0 |
| (p-val) | (0.0296 ) | (NA ) | (2e-04 ) | (NA ) | (NA ) | (3e-04 ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.102198199816261 |
| 7.65958537941723 |
| 0.514973279074895 |
| 1.81052007100356 |
| 6.87959574610314 |
| -14.1296213500912 |
| -0.89411601543205 |
| -3.49670825604328 |
| 3.8519113222486 |
| 3.72615523515038 |
| 8.02782696403119 |
| -0.575486569081918 |
| 3.744615937432 |
| -3.65014405909330 |
| -4.15751150058808 |
| 3.86783913045688 |
| 3.51493397782816 |
| 4.59218212526637 |
| -2.67235971955228 |
| -3.00118307378568 |
| 0.121624186809227 |
| 6.36107402158039 |
| -1.95651199658131 |
| -8.28092934494062 |
| -0.0670671664132464 |
| 5.09770693112434 |
| -1.16482135150668 |
| 3.6564160533102 |
| -5.17441109638801 |
| -2.69601592064686 |
| 3.39963069069633 |
| 11.4641328336354 |
| -4.01600766148448 |
| 8.80862536125446 |
| -0.356300617181422 |
| -0.310813095324366 |
| 0.90348328510493 |
| -5.49095052522661 |
| 4.48318326104891 |
| 2.91068976048952 |
| -0.318643353998573 |
| -0.470342599089727 |
| -5.77679194286295 |
| -1.0953216305939 |
| -2.66524307913310 |
| 4.15608649881874 |
| -1.15764641576872 |
| 1.95357586876721 |
| -0.406863162738059 |
