| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2295 | 0.1984 | 0.5494 | -0.128 | -0.6075 | -0.5087 |
| (p-val) | (0.1305 ) | (0.1278 ) | (1e-04 ) | (0.7504 ) | (0.0012 ) | (0.5297 ) |
| Estimates ( 2 ) | 0.259 | 0.1941 | 0.5425 | 0 | -0.5653 | -0.8043 |
| (p-val) | (0.0374 ) | (0.1336 ) | (1e-04 ) | (NA ) | (2e-04 ) | (0.042 ) |
| Estimates ( 3 ) | 0.3632 | 0 | 0.6143 | 0 | -0.6121 | -0.5865 |
| (p-val) | (0.0011 ) | (NA ) | (0 ) | (NA ) | (0 ) | (0.1504 ) |
| Estimates ( 4 ) | 0.3483 | 0 | 0.474 | 0 | -0.5676 | 0 |
| (p-val) | (0.0044 ) | (NA ) | (4e-04 ) | (NA ) | (3e-04 ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.108397535296452 |
| 6.88213944030765 |
| 1.13142671384286 |
| 0.568429643989868 |
| 7.82742281451333 |
| -15.2979948018352 |
| 0.659568031942231 |
| -2.48486689008790 |
| 3.73313678733907 |
| 3.18702415540184 |
| 7.32489610404771 |
| -0.826443362738051 |
| 3.58457657151601 |
| -2.42080838535725 |
| -3.95682304806516 |
| 4.70539387134873 |
| 3.53848256216961 |
| 3.77975438112004 |
| -3.10333309031763 |
| -3.27846831327734 |
| 0.537515719740319 |
| 6.68876613008393 |
| -3.16186838952486 |
| -8.81909606143759 |
| -0.462228463730614 |
| 4.14441902897876 |
| -0.24601163222917 |
| 1.8364073572271 |
| -5.42672265668867 |
| -3.24644815524683 |
| 4.87556642116095 |
| 12.7968770579264 |
| -4.87312764178992 |
| 8.62556294682243 |
| -1.57473735930230 |
| -0.453717351025394 |
| 1.19829356320731 |
| -3.92351593729743 |
| 4.25933700214477 |
| 4.24932490944296 |
| -0.959648967110727 |
| -1.33019447782621 |
| -5.69289271381884 |
| -0.470982235059333 |
| -2.06183336497025 |
| 5.0823465628746 |
| -1.73006651968059 |
| 0.187291309316967 |
| -1.47555961388836 |
