| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.3414 | -0.2278 | 0.2143 | -0.9915 | -0.0382 | -0.3074 | -0.8484 |
| (p-val) | (0.0031 ) | (0.0522 ) | (0.075 ) | (0 ) | (0.8158 ) | (0.0362 ) | (0.0163 ) |
| Estimates ( 2 ) | 0.3379 | -0.2284 | 0.2161 | -1.0067 | 0 | -0.2965 | -1.1085 |
| (p-val) | (0.003 ) | (0.0507 ) | (0.071 ) | (0 ) | (NA ) | (0.0327 ) | (0.0079 ) |
| Estimates ( 3 ) | -0.5902 | -0.5496 | 0 | 0.2463 | 0 | -0.3113 | -1.101 |
| (p-val) | (0.0393 ) | (0 ) | (NA ) | (0.5001 ) | (NA ) | (0.0379 ) | (0.0094 ) |
| Estimates ( 4 ) | -0.4035 | -0.5012 | 0 | 0 | 0 | -0.2853 | -1.0589 |
| (p-val) | (1e-04 ) | (0 ) | (NA ) | (NA ) | (NA ) | (0.0419 ) | (0.0029 ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| 0.184842540853163 |
| 1.06269349364393 |
| 1.33899087282923 |
| -1.54494140586197 |
| 5.11363061281748 |
| 6.06900568829963 |
| -2.04188668170072 |
| -4.4773526315847 |
| -7.32180744379757 |
| 1.25067231930512 |
| 1.9583057207164 |
| 1.57096570202148 |
| 2.45075345038233 |
| -1.895981608694 |
| 2.05757358567265 |
| -0.488884127816808 |
| 6.60697124238505 |
| 2.84469527067328 |
| 2.66788920633454 |
| -0.841109758472327 |
| -8.29583738578651 |
| -6.16195773274802 |
| -4.62565962248567 |
| 0.0497881051960571 |
| 5.84366532056121 |
| -1.44835711967395 |
| 4.1157538506793 |
| -0.0924964655203107 |
| -1.91760890735319 |
| -4.82833114142685 |
| 5.7715006834641 |
| -3.9417293500192 |
| 3.52755347934636 |
| 5.21730153867761 |
| 2.67494646578127 |
| 4.07023380247234 |
| -4.02164542701096 |
| 3.32277105412922 |
| -1.54942965152204 |
| -8.32465194180955 |
| -1.50670888572613 |
| -9.40416539279505 |
| 1.35166971016683 |
| 3.31891833479542 |
| 1.54183378889599 |
| 2.88193832614857 |
| -0.109164128552718 |
| -0.898465472373483 |
| 2.63450563698750 |
| 3.11375677218776 |
| -4.7390100082232 |
| 3.45575769293593 |
| 0.149171639319967 |
| 5.65777536405938 |
| -9.00694256838155 |
| 0.070945594801822 |
| -0.527759047677887 |
| 0.118084416020032 |
| 7.53816539281511 |
| -0.624618665559897 |
| 6.58538378868028 |
| -6.59247243773183 |
| 4.04773617354361 |
| -1.47960571808049 |
| -5.05611125896304 |
| 1.68474712692400 |
| -15.2728631078218 |
| 10.9242704826157 |
| 12.5619550162321 |
| 5.84560835224633 |
| -4.12796022698509 |
| -10.5263152938900 |
| 0.263424187948191 |
| -4.13395563858588 |
| -8.89023079821214 |
| 5.21575899804896 |
| 13.4417003544017 |
| -7.2319238690992 |
| 7.4503755677256 |
| 8.76422033524864 |
| -7.00564113100918 |
| -4.61433112637101 |
