| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7867 | 0.0543 | -0.2308 | -0.691 | -0.0221 | -0.0413 | -0.9999 |
| (p-val) | (0.0096 ) | (0.7489 ) | (0.1082 ) | (0.0152 ) | (0.9023 ) | (0.8206 ) | (0.0182 ) |
| Estimates ( 2 ) | 0.7833 | 0.0528 | -0.2263 | -0.6914 | 0 | -0.0314 | -1 |
| (p-val) | (0.0103 ) | (0.7544 ) | (0.1023 ) | (0.0164 ) | (NA ) | (0.8485 ) | (0.0082 ) |
| Estimates ( 3 ) | 0.7729 | 0.0537 | -0.2266 | -0.6828 | 0 | 0 | -1 |
| (p-val) | (0.0099 ) | (0.7478 ) | (0.1005 ) | (0.016 ) | (NA ) | (NA ) | (0.0061 ) |
| Estimates ( 4 ) | 0.8172 | 0 | -0.2012 | -0.7033 | 0 | 0 | -0.9999 |
| (p-val) | (0.0012 ) | (NA ) | (0.0724 ) | (0.0057 ) | (NA ) | (NA ) | (0.0076 ) |
| Estimates ( 5 ) | 0.3549 | 0 | 0 | -0.2352 | 0 | 0 | -1.0009 |
| (p-val) | (0.4632 ) | (NA ) | (NA ) | (0.6306 ) | (NA ) | (NA ) | (0.021 ) |
| Estimates ( 6 ) | 0.1135 | 0 | 0 | 0 | 0 | 0 | -1.0001 |
| (p-val) | (0.3821 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0356 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -0.9998 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.1859 ) |
| 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 |
| 0.301434100964753 |
| -9.07732859138089 |
| -121.749405495877 |
| 32.3087545572606 |
| -67.277635525028 |
| -9.97756039628097 |
| -35.0394130971711 |
| 55.3854972085055 |
| 31.2610926642272 |
| 15.2258576755427 |
| -92.1896035271622 |
| -9.31472676851129 |
| -39.3368470152097 |
| 37.7716103666462 |
| 76.2692117107173 |
| 31.3733828038746 |
| -38.842772779207 |
| -33.8408454683803 |
| 38.1607170750693 |
| -56.5921879271339 |
| -4.95249089029816 |
| -26.0113334864686 |
| 16.3558588310539 |
| -46.5359194139528 |
| -80.5834384755742 |
| 94.1310736779828 |
| -53.5794870940099 |
| -75.2479031716778 |
| 30.4926583613523 |
| -85.3119257927662 |
| 26.9837039963265 |
| -83.3593177083428 |
| -12.8274567332438 |
| -76.3514403904401 |
| -32.2318628062792 |
| -0.466931195741008 |
| 116.563405860474 |
| 53.3981167637519 |
| 24.6005326556967 |
| -64.6632378622251 |
| -6.90951987970371 |
| -2.68641873782745 |
| -49.2149568424506 |
| -14.5258282226568 |
| -37.1502688557721 |
| 0.717861581392767 |
| 60.6560419314868 |
| 104.126720617948 |
| 17.8309589644546 |
| -84.0017898130218 |
| -23.5319325719976 |
| -52.7973109298354 |
| -23.7543504066712 |
| -55.606054653589 |
| 17.9710411636059 |
| -0.907757610481808 |
| 60.2207855716526 |
| 114.828962078643 |
| 49.5254492584056 |
| 33.1436961876452 |
| 61.0291520448214 |
