| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.035 | 0.4399 | 0.5419 | 0.2557 | -0.0396 | -0.3474 | -0.3825 |
| (p-val) | (0.8881 ) | (0.0051 ) | (5e-04 ) | (0.3776 ) | (0.962 ) | (0.1957 ) | (0.7166 ) |
| Estimates ( 2 ) | -0.0327 | 0.4413 | 0.5422 | 0.2544 | 0 | -0.3387 | -0.4323 |
| (p-val) | (0.8942 ) | (0.0046 ) | (5e-04 ) | (0.3813 ) | (NA ) | (0.0906 ) | (0.0626 ) |
| Estimates ( 3 ) | 0 | 0.4262 | 0.5278 | 0.2204 | 0 | -0.3338 | -0.4388 |
| (p-val) | (NA ) | (0 ) | (0 ) | (0.1194 ) | (NA ) | (0.091 ) | (0.0545 ) |
| Estimates ( 4 ) | 0 | 0.4301 | 0.5338 | 0 | 0 | -0.313 | -0.4729 |
| (p-val) | (NA ) | (2e-04 ) | (0 ) | (NA ) | (NA ) | (0.1254 ) | (0.0502 ) |
| Estimates ( 5 ) | 0 | 0.4159 | 0.5398 | 0 | 0 | 0 | -0.5283 |
| (p-val) | (NA ) | (3e-04 ) | (0 ) | (NA ) | (NA ) | (NA ) | (0.0146 ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.0885982730755429 |
| 2.64186885744555 |
| 5.16552116890264 |
| -9.2200231605203 |
| -5.32890047417795 |
| -9.48023161174946 |
| 1.41767703668243 |
| 13.3497552586741 |
| 7.7149014952624 |
| -0.692090881099297 |
| 1.46470220746573 |
| -1.53286990142496 |
| 2.63521154013923 |
| 0.535093304602095 |
| -5.49615861078164 |
| 5.00058937671211 |
| 5.6447881772696 |
| -2.39321306599373 |
| -5.54328200971908 |
| -6.65223873930159 |
| -3.03300017318545 |
| 0.78204634520444 |
| 5.55337973656612 |
| -6.63720273179927 |
| -0.833111293439068 |
| -0.712330732891254 |
| -2.01538193012883 |
| 4.50709926364353 |
| 4.94728522032288 |
| 2.39281155098311 |
| -1.68593422239783 |
| 9.4304135124804 |
| -4.25521213213979 |
| 11.0723433036131 |
| 4.07420412597221 |
| -0.70249990328857 |
| -2.58051433315543 |
| 4.65487508875862 |
| 11.8177553761963 |
| 11.2182770137312 |
| -1.42796647589004 |
| -0.0973716015573705 |
| 0.226964888947301 |
| 2.42853637064706 |
| -2.0608047727898 |
| 2.35759903953638 |
| 2.87530348066173 |
| -3.31625115315316 |
| -1.49575546152890 |
