| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.178 | 0.2155 | 0.0309 | 1 | -0.1177 | -0.2218 | -0.119 |
| (p-val) | (0.3836 ) | (0.2401 ) | (0.8752 ) | (0 ) | (0.8565 ) | (0.3605 ) | (0.8636 ) |
| Estimates ( 2 ) | -0.1687 | 0.2152 | 0 | 1 | -0.117 | -0.2204 | -0.1032 |
| (p-val) | (0.3805 ) | (0.238 ) | (NA ) | (0 ) | (0.855 ) | (0.3525 ) | (0.8781 ) |
| Estimates ( 3 ) | -0.1592 | 0.2207 | 0 | 1 | -0.2076 | -0.2369 | 0 |
| (p-val) | (0.3822 ) | (0.2176 ) | (NA ) | (0 ) | (0.3669 ) | (0.2424 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0.2007 | 0 | 1.0956 | -0.194 | -0.2484 | 0 |
| (p-val) | (NA ) | (0.3323 ) | (NA ) | (0 ) | (0.3889 ) | (0.2514 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0.1975 | 0 | 1.0986 | 0 | -0.1985 | 0 |
| (p-val) | (NA ) | (0.3211 ) | (NA ) | (0 ) | (NA ) | (0.3437 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0.1802 | 0 | 1.1546 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.3427 ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0.8211 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
| 0.119999771107115 |
| 2.44692884067448 |
| -10.4874552327714 |
| -8.24515636153588 |
| -7.68872526868891 |
| 4.90480187773926 |
| -11.3376070399016 |
| 18.8025296767249 |
| -10.2648924101129 |
| 3.22904291750184 |
| -15.2411002334852 |
| -22.0063529958090 |
| -6.66268278087993 |
| 0.104314699720359 |
| 11.1364502056182 |
| -3.54121156148036 |
| 4.27349354024696 |
| 12.0468903684148 |
| -19.4976679485769 |
| -2.54269612338287 |
| -0.395001151797313 |
| 2.78723169128158 |
| 13.4899577819542 |
| 15.6919085522552 |
| -17.5310325273936 |
| 5.7093684737216 |
| -14.4253340531639 |
| 10.9750168392126 |
| 4.6280737537926 |
| -19.1759128690608 |
| 4.67542718308338 |
| 4.82273703391406 |
| -2.51534348323854 |
| 1.95199787861741 |
| -7.73755204679873 |
| -5.57992291487482 |
| 17.2709396846659 |
| 22.2688778111519 |
| 28.9016258570466 |
| -15.5834920643433 |
| 16.569204789179 |
| 3.59506948866402 |
| 5.2674989345929 |
| 16.8084939330501 |
| -8.7536201191921 |
| -0.409279859250539 |
| -7.09725500325083 |
| -3.96832121300299 |
| 56.8411641643913 |
