| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.4151 | -0.1029 | 0.0679 | 0.7259 | -0.9064 | -0.4749 | 0.9997 |
| (p-val) | (0.1199 ) | (0.5585 ) | (0.7125 ) | (0.0036 ) | (0 ) | (0.0052 ) | (0.5574 ) |
| Estimates ( 2 ) | -0.4726 | -0.1082 | 0 | 0.7834 | -0.8935 | -0.4818 | 0.9948 |
| (p-val) | (0.0302 ) | (0.551 ) | (NA ) | (0 ) | (0 ) | (0.0044 ) | (0.538 ) |
| Estimates ( 3 ) | -0.5037 | 0 | 0 | 1.1786 | -0.8841 | -0.4402 | 0.9999 |
| (p-val) | (0.0195 ) | (NA ) | (NA ) | (0 ) | (0 ) | (0.0048 ) | (0.5047 ) |
| Estimates ( 4 ) | -0.4705 | 0 | 0 | 0.8281 | -0.1898 | -0.3246 | 0 |
| (p-val) | (0.0287 ) | (NA ) | (NA ) | (0 ) | (0.1536 ) | (0.0246 ) | (NA ) |
| Estimates ( 5 ) | -0.4563 | 0 | 0 | 0.8188 | 0 | -0.2871 | 0 |
| (p-val) | (0.0709 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.0471 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0.4105 | 0 | -0.2758 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0227 ) | (NA ) | (0.0578 ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0.3608 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.035 ) | (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 |
| 0.167159894296167 |
| 11.2751506356700 |
| -9.35947513758048 |
| 9.45835130653271 |
| 8.44495858729979 |
| -1.55274608833922 |
| 7.62543320192944 |
| -15.1648865800022 |
| 12.0601311538656 |
| 10.5343976326684 |
| -10.3610873771974 |
| 2.81160864551481 |
| -9.07472003093558 |
| 7.48375547050334 |
| -3.91811862587633 |
| 0.849103043244635 |
| -2.838147888358 |
| 27.4257902437877 |
| 3.51516087497846 |
| 19.0502713798182 |
| 56.398909368 |
| -14.8768015115677 |
| -6.71550020445784 |
| 47.7518225786517 |
| -17.1573062255433 |
| 65.3689719645172 |
| -13.4487111069932 |
| -70.3335632779445 |
| -1.06561582312174 |
| 20.7761295822320 |
| -26.8941755125433 |
| 8.74804472160027 |
| -35.7073641085451 |
| -39.068796823014 |
| 3.77676712621014 |
| -8.67409041411268 |
| 20.5085956779739 |
| -22.0109732969703 |
| 15.0832987952134 |
| -3.91986866882934 |
| 24.1249582788420 |
| -5.65991109182927 |
| -21.8979801182161 |
| 0.288893029505118 |
| -0.974745097954951 |
| 10.5344891748706 |
| 4.18666502110426 |
| 6.39983914194246 |
| -7.41977791978408 |
| 11.5061083715802 |
| -3.9542427598241 |
| -17.9557199297801 |
| -13.1186462509411 |
| -13.0971301976832 |
| 38.2293194297292 |
| 34.8359399252736 |
| 1.93101171054676 |
