| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7774 | 0.0679 | -0.2379 | -0.6727 | -0.0417 | -0.0597 | -0.9999 |
| (p-val) | (0.0152 ) | (0.6887 ) | (0.0963 ) | (0.027 ) | (0.8148 ) | (0.7418 ) | (0.0147 ) |
| Estimates ( 2 ) | 0.7704 | 0.065 | -0.2299 | -0.6724 | 0 | -0.0407 | -1 |
| (p-val) | (0.0185 ) | (0.6994 ) | (0.0951 ) | (0.0318 ) | (NA ) | (0.8046 ) | (0.0035 ) |
| Estimates ( 3 ) | 0.7573 | 0.0662 | -0.2304 | -0.6613 | 0 | 0 | -1 |
| (p-val) | (0.018 ) | (0.6906 ) | (0.0926 ) | (0.0311 ) | (NA ) | (NA ) | (0.0024 ) |
| Estimates ( 4 ) | 0.8161 | 0 | -0.1999 | -0.6914 | 0 | 0 | -1.0003 |
| (p-val) | (0.0017 ) | (NA ) | (0.0733 ) | (0.0089 ) | (NA ) | (NA ) | (0.0032 ) |
| Estimates ( 5 ) | 0.373 | 0 | 0 | -0.2473 | 0 | 0 | -0.9973 |
| (p-val) | (0.4183 ) | (NA ) | (NA ) | (0.5963 ) | (NA ) | (NA ) | (0.0083 ) |
| Estimates ( 6 ) | 0.1176 | 0 | 0 | 0 | 0 | 0 | -0.9991 |
| (p-val) | (0.3646 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0144 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0577 ) |
| Estimates ( 8 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (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 |
| 0.0589999409995141 |
| -1.41417450512171 |
| -18.3846475769985 |
| 4.24266776559819 |
| -9.89940750551518 |
| -1.41416601981388 |
| -4.94968147882454 |
| 8.4852711842787 |
| 5.6568472204828 |
| 2.12135156052374 |
| -12.7278137915864 |
| -1.41417238379475 |
| -5.65678640911004 |
| 5.71546709345373 |
| 11.4309174490952 |
| 4.08249154209793 |
| -5.71542749292351 |
| -4.89893277731011 |
| 5.30722585937319 |
| -8.98140023306254 |
| -0.816480019010967 |
| -3.67419274488714 |
| 2.44950292737055 |
| -7.34841447534823 |
| -12.2473676650660 |
| 13.5676795125960 |
| -7.50550178610046 |
| -10.1035605518231 |
| 4.61879420154294 |
| -12.9903024884614 |
| 3.75277586319662 |
| -14.1450008221758 |
| -2.30938107905272 |
| -11.2582591737761 |
| -4.33008822395213 |
| 1.29908651964890e-05 |
| 16.4544176981401 |
| 7.82621148022598 |
| 4.0249143845309 |
| -8.72060773130855 |
| -0.894411455637433 |
| -0.223594253670651 |
| -6.93176357841265 |
| -2.01244265608598 |
| -7.15537616862794 |
| 0.223617958514509 |
| 8.27342503615464 |
| 15.2051986763165 |
| 2.90688653550519 |
| -12.7801213376584 |
| -3.10373653613334 |
| -7.12034669178428 |
| -3.46888342837343 |
| -8.39836245898365 |
| 2.55603701126372 |
| 0.182580385513269 |
| 10.5892565960903 |
| 15.7013138208137 |
| 6.75522353498514 |
| 5.11206123996877 |
| 8.76352852194717 |
