| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1795 | 0.1334 | 0.4767 | -0.5643 | -0.0839 | -0.2966 | -0.3719 |
| (p-val) | (0.5421 ) | (0.5715 ) | (0.0033 ) | (0.0838 ) | (0.9245 ) | (0.3402 ) | (0.7192 ) |
| Estimates ( 2 ) | -0.1787 | 0.1348 | 0.4749 | -0.5682 | 0 | -0.2718 | -0.4692 |
| (p-val) | (0.5458 ) | (0.5693 ) | (0.0032 ) | (0.0799 ) | (NA ) | (0.1248 ) | (0.0223 ) |
| Estimates ( 3 ) | -0.3293 | 0 | 0.4058 | -0.4004 | 0 | -0.2801 | -0.4862 |
| (p-val) | (0.0483 ) | (NA ) | (9e-04 ) | (0.0241 ) | (NA ) | (0.1107 ) | (0.0193 ) |
| Estimates ( 4 ) | -0.353 | 0 | 0.4415 | -0.4314 | 0 | 0 | -0.4996 |
| (p-val) | (0.0204 ) | (NA ) | (2e-04 ) | (0.0067 ) | (NA ) | (NA ) | (0.0154 ) |
| 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 |
| -0.337742272351258 |
| 0.242593885219491 |
| 4.55243120650192 |
| -6.49852167175566 |
| 5.51339887172135 |
| -5.40824208780543 |
| 2.50100744152703 |
| -2.75826897004793 |
| 0.411463705253333 |
| 5.58508953997286 |
| -1.28595957601082 |
| -4.4284778688753 |
| -0.303722451617811 |
| 1.75389294337642 |
| 1.54069369644302 |
| -2.66273103120463 |
| -2.72456759331312 |
| -1.64204046175038 |
| 4.98601045535821 |
| 1.09434867720534 |
| -6.41454995589507 |
| 2.95816118476835 |
| -1.58307986400874 |
| -2.83898997487338 |
| 1.36838386899409 |
| 7.10918784235509 |
| -9.84339515041445 |
| 4.25821591393427 |
| -2.09647625612731 |
| -1.78442891374009 |
| -0.536141520508517 |
| -3.24281413298018 |
| 2.4113656854768 |
| -4.80509335104662 |
| -11.3307334136666 |
| -4.97042793310616 |
| -6.97264860485098 |
| -0.52853072463034 |
| 3.40875818400358 |
| -1.77559334992128 |
| -3.29874684450444 |
| -0.465665667994246 |
| 9.01225818861428 |
| 2.54619883266871 |
| -1.91428029049559 |
| -1.03226536818178 |
| 0.465108824895534 |
| 0.933327217048568 |
| -1.51814954555018 |
| 3.51885874925200 |
| 10.4577331456472 |
| 6.12086094964274 |
| -2.60782658372393 |
| -0.756070795567724 |
| -0.0838069913721945 |
| -0.143394375281068 |
