| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ar2 | ma1 | sar1 | sma1 |
| Estimates ( 1 ) | -0.1005 | -0.1394 | -0.018 | -0.0477 | -0.0714 |
| (p-val) | (0.881 ) | (0.37 ) | (0.9788 ) | (0.9749 ) | (0.9621 ) |
| Estimates ( 2 ) | -0.1179 | -0.1414 | 0 | -0.0587 | -0.0603 |
| (p-val) | (0.3518 ) | (0.2965 ) | (NA ) | (0.9677 ) | (0.9664 ) |
| Estimates ( 3 ) | -0.1185 | -0.14 | 0 | 0 | -0.1179 |
| (p-val) | (0.346 ) | (0.2852 ) | (NA ) | (NA ) | (0.3963 ) |
| Estimates ( 4 ) | -0.1309 | -0.1065 | 0 | 0 | 0 |
| (p-val) | (0.2983 ) | (0.3982 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | -0.1182 | 0 | 0 | 0 | 0 |
| (p-val) | (0.3457 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | 0 |
| (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 |
| -0.00199999898582359 |
| -2.38135718183959e-07 |
| -4.00000000000001 |
| -1.47293129792404 |
| 0.881767175518989 |
| 0.118232824481011 |
| 3 |
| 1.35469847344303 |
| -2.88176717551899 |
| -6.35469847344303 |
| -0.709396946886066 |
| 0 |
| 1 |
| -3.88176717551899 |
| 5.52706870207596 |
| -0.290603053113934 |
| 3.88176717551899 |
| 4.47293129792404 |
| -0.527068702075956 |
| -3.11823282448101 |
| 0.645301526556967 |
| -1.88176717551899 |
| 3.76353435103798 |
| 0.472931297924044 |
| 0 |
| 0 |
| 4 |
| -0.527068702075956 |
| -9.11823282448101 |
| 5.9359045796709 |
| 2.82762977136708 |
| -1.76353435103798 |
| 2.76353435103798 |
| 0.354698473443033 |
| -1 |
| -2.11823282448101 |
| -1.23646564896202 |
| -0.118232824481011 |
| 1 |
| -6.88176717551899 |
| 3.17237022863292 |
| -1.52706870207596 |
| 2.76353435103798 |
| 0.354698473443033 |
| -4 |
| -2.47293129792404 |
| -2.23646564896202 |
| -2.23646564896202 |
| 1.76353435103798 |
| 2.23646564896202 |
| -7.76353435103798 |
| -5.94586259584809 |
| -3.59116412240505 |
| 4.64530152655697 |
| -3.40883587759495 |
| -0.472931297924045 |
| 2 |
| 3.23646564896202 |
| 1.35469847344303 |
| 1.11823282448101 |
| 6.11823282448101 |
| 0.709396946886066 |
| -1 |
| 1.88176717551899 |
