| 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 |
| -1.41417450501306 |
| -18.3846475755861 |
| 4.24266776527226 |
| -9.89940750475467 |
| -1.41416601970523 |
| -4.94968147844429 |
| 8.48527118362683 |
| 5.65684722004823 |
| 2.12135156036077 |
| -12.7278137906086 |
| -1.41417238368611 |
| -5.65678640867546 |
| 5.71546709301464 |
| 11.430917448217 |
| 4.0824915417843 |
| -5.71542749248443 |
| -4.89893277693375 |
| 5.30722585896545 |
| -8.98140023237252 |
| -0.816480018948223 |
| -3.67419274460486 |
| 2.44950292718234 |
| -7.34841447478369 |
| -12.2473676641251 |
| 13.5676795115537 |
| -7.50550178552387 |
| -10.1035605510469 |
| 4.61879420118808 |
| -12.9903024874634 |
| 3.7527758629083 |
| -14.1450008210891 |
| -2.30938107887528 |
| -11.2582591729112 |
| -4.33008822361948 |
| 1.29908651985677e-05 |
| 16.454417696876 |
| 7.82621147962468 |
| 4.02491438422167 |
| -8.72060773063855 |
| -0.894411455568734 |
| -0.223594253653449 |
| -6.93176357788012 |
| -2.01244265593132 |
| -7.1553761680782 |
| 0.223617958497356 |
| 8.27342503551901 |
| 15.2051986751483 |
| 2.90688653528183 |
| -12.7801213366766 |
| -3.10373653589491 |
| -7.1203466912372 |
| -3.46888342810694 |
| -8.3983624583384 |
| 2.55603701106735 |
| 0.182580385499283 |
| 10.5892565952768 |
| 15.7013138196074 |
| 6.75522353446613 |
| 5.11206123957597 |
| 8.76352852127385 |
