| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1321 | -0.0099 | 0.1776 | 0.548 | -0.0981 | -0.252 | 0.2415 |
| (p-val) | (0.6873 ) | (0.9558 ) | (0.2271 ) | (0.0981 ) | (0.8456 ) | (0.1019 ) | (0.6526 ) |
| Estimates ( 2 ) | -0.1442 | 0 | 0.1746 | 0.5617 | -0.1025 | -0.2495 | 0.2478 |
| (p-val) | (0.5516 ) | (NA ) | (0.2038 ) | (0.0095 ) | (0.8391 ) | (0.0968 ) | (0.6428 ) |
| Estimates ( 3 ) | -0.1462 | 0 | 0.1752 | 0.5622 | 0 | -0.2627 | 0.1431 |
| (p-val) | (0.542 ) | (NA ) | (0.2016 ) | (0.0087 ) | (NA ) | (0.042 ) | (0.3167 ) |
| Estimates ( 4 ) | 0 | 0 | 0.2042 | 0.443 | 0 | -0.2671 | 0.1272 |
| (p-val) | (NA ) | (NA ) | (0.0886 ) | (1e-04 ) | (NA ) | (0.0389 ) | (0.3645 ) |
| Estimates ( 5 ) | 0 | 0 | 0.1966 | 0.4188 | 0 | -0.2572 | 0 |
| (p-val) | (NA ) | (NA ) | (0.1032 ) | (2e-04 ) | (NA ) | (0.0478 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0.4648 | 0 | -0.2599 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (1e-04 ) | (NA ) | (0.048 ) | (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 |
| 0.102699932769213 |
| 0.436932487996657 |
| 2.07818217694826 |
| -2.41674270523762 |
| 4.05475642104927 |
| -8.4193081920432 |
| -4.46408821795128 |
| -0.497214713009744 |
| 4.43917439931882 |
| 4.70346267252493 |
| 0.594864366573096 |
| 0.611494767548666 |
| 1.09360599673657 |
| -4.37382959137099 |
| 1.83754098364495 |
| -3.06393847776798 |
| 0.90521871973667 |
| -2.46114236111540 |
| 5.63279287242953 |
| -1.66214129307524 |
| 0.247564759774209 |
| -3.41283905100332 |
| 0.969424789347048 |
| 1.03882496987091 |
| 0.816918946896857 |
| -0.83166265589295 |
| -0.178479942110799 |
| -1.60265251127524 |
| 3.12985086344751 |
| 2.37353836792323 |
| 7.69658751199975 |
| 5.95185918883425 |
| 7.29098470567829 |
| -5.79154346010777 |
| -5.07801578455752 |
| -5.25171136462152 |
| -1.96928620235456 |
| 1.60185107603636 |
| -2.54871994912843 |
| 0.340673892578518 |
| 3.53850575839748 |
| -5.94725691744121 |
| -3.16530996350986 |
| 8.14297505767775 |
| -0.750744339534478 |
| -0.954828226619682 |
| 5.21659241593746 |
| 1.89571043841593 |
| 5.56930909964225 |
| -1.25079494414587 |
| 6.72548698561079 |
| 0.0435781786206917 |
| -4.0887148157548 |
| -5.0146089955484 |
| -9.46383140357744 |
| 0.871630377895457 |
| 3.77891243916459 |
| -3.28120816338644 |
| 1.1275690814888 |
| -1.14657060963980 |
| -0.754992646092887 |
| 0.666040477641033 |
| 5.46251057858592 |
| -6.98015410474689 |
| 4.7959706009719 |
| -2.39231272624927 |
| 5.27558711710807 |
| -5.68067940128377 |
| 3.72169062479435 |
| -2.36541998156611 |
| -1.35449161454467 |
| 6.52892106217763 |
| 1.93774442104035 |
| 7.71226634349185 |
| -1.28258376857536 |
| 4.23051944228423 |
| 4.63764350373555 |
| -7.2900814908113 |
| 4.37579358037308 |
| -13.5459822979036 |
| 12.1562686602948 |
| 13.0476986424239 |
| 7.78485324010103 |
| 0.607420819656909 |
| -3.28744792841272 |
| 4.26375546303694 |
| -1.68951118488056 |
| -11.3487058547407 |
| 6.68155532724265 |
| 9.97957380923293 |
| -7.62124317778233 |
| 8.22961700702913 |
| 21.0563835153904 |
