| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ar2 | ma1 | sar1 | sma1 |
| Estimates ( 1 ) | -1.0875 | -0.3959 | 0.4453 | 0.6662 | -0.9994 |
| (p-val) | (0.0141 ) | (0.1207 ) | (0.3151 ) | (0.0034 ) | (0.0095 ) |
| Estimates ( 2 ) | -0.6376 | -0.1164 | 0 | 0.6791 | -0.9999 |
| (p-val) | (0 ) | (0.4296 ) | (NA ) | (0.0026 ) | (0.0085 ) |
| Estimates ( 3 ) | -0.5731 | 0 | 0 | 0.6897 | -1 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0.0017 ) | (0.0076 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -0.390142915068325 |
| -1.56962060901769 |
| 7.82691689988354 |
| 2.11134782468594 |
| 3.83124505998879 |
| -0.171759747122755 |
| 5.7613548049674 |
| -6.56239529539101 |
| 11.0260478171324 |
| -0.454641777924696 |
| -1.15471500214856 |
| -0.344098050146663 |
| 3.37453823488072 |
| 12.9358774184354 |
| 1.66560169810094 |
| -8.25392132492712 |
| 3.8880341289619 |
| 2.09765965568470 |
| -0.511855649931906 |
| 1.29432829702598 |
| -2.38480431896717 |
| 3.55535512408707 |
| 0.289792496525936 |
| -2.60279255834613 |
| -3.62875234044109 |
| 8.6820104528085 |
| -9.53394663794942 |
| -12.6333826856043 |
| 1.52177447738926 |
| 15.1843886901776 |
| -11.4261966961781 |
| 12.3669937874263 |
| -8.49964517940097 |
| -12.0072081252485 |
| 9.96862435066108 |
| -2.92040900767239 |
| 4.55442017287207 |
| -9.28942525412123 |
| -13.6984426294553 |
| -5.91760156357671 |
| -12.7338835683985 |
| -13.1173206595322 |
| -7.29885020779878 |
| -13.7335532293418 |
| -0.843710565970909 |
| -0.531383771019533 |
| 12.8972039742960 |
| -1.8234026920954 |
