| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.3418 | 0.1189 | -0.0594 | -0.9871 | -0.417 | -0.7573 | -0.8942 |
| (p-val) | (0.0633 ) | (0.4812 ) | (0.7263 ) | (0.0016 ) | (0.0047 ) | (0 ) | (0.2075 ) |
| Estimates ( 2 ) | 0.3288 | 0.1035 | 0 | -0.9927 | -0.4272 | -0.7488 | -0.9012 |
| (p-val) | (0.0672 ) | (0.5271 ) | (NA ) | (1e-04 ) | (0.0034 ) | (0 ) | (0.1973 ) |
| Estimates ( 3 ) | 0.3611 | 0 | 0 | -0.9588 | -0.4369 | -0.7615 | -0.9015 |
| (p-val) | (0.1394 ) | (NA ) | (NA ) | (0.0199 ) | (0.0024 ) | (0 ) | (0.2002 ) |
| Estimates ( 4 ) | 0.3573 | 0 | 0 | -0.8785 | -0.6338 | -0.8457 | 0 |
| (p-val) | (0.1556 ) | (NA ) | (NA ) | (0 ) | (0 ) | (0 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -0.6939 | -0.6771 | -0.7979 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (2e-04 ) | (0 ) | (0 ) | (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 |
| 5.95118914244757 |
| -2.01318312925784 |
| -1.35069292449165 |
| -2.22809583101572 |
| -5.6762519140752 |
| 11.0305845783051 |
| -7.96637878920063 |
| 2.41174192858167 |
| -3.65013837636626 |
| -12.9448322699034 |
| 2.72239416522457 |
| 7.11472826733888 |
| 2.61340268685577 |
| 0.496914439359230 |
| 0.790763711542397 |
| 9.32398702771936 |
| -2.77145896492514 |
| 5.50414661258534 |
| -13.6784536584971 |
| 4.97281915733245 |
| 5.4580998557179 |
| 2.40553253611192 |
| 6.76974733161848 |
| -1.06517098948589 |
| 0.175194858386357 |
| -3.98243888758007 |
| -2.77767303286499 |
| 13.8817062830919 |
| 7.44673963689432 |
| -2.64710992273797 |
| 8.34033857152237 |
| -11.3588017071695 |
| -4.03678857134162 |
| -9.80908827781838 |
| -10.3244584912621 |
| -2.30632435590457 |
| -1.08438928910451 |
| 0.294083092057662 |
| 1.88508215289492 |
| -1.01556266625813 |
| -6.49764573789807 |
| -9.94723336382742 |
| 3.08500423971334 |
