| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.935 | -0.2638 | 0.3098 | -0.8268 | -0.333 | -0.3925 | -0.2707 |
| (p-val) | (0 ) | (0.1457 ) | (0.0434 ) | (0 ) | (0.5058 ) | (0.1282 ) | (0.6615 ) |
| Estimates ( 2 ) | 0.9249 | -0.2755 | 0.3303 | -0.8321 | -0.5326 | -0.468 | 0 |
| (p-val) | (0 ) | (0.1109 ) | (0.0155 ) | (0 ) | (0.0019 ) | (0.0019 ) | (NA ) |
| Estimates ( 3 ) | 0.7924 | 0 | 0.1875 | -0.835 | -0.5648 | -0.4338 | 0 |
| (p-val) | (0 ) | (NA ) | (0.0808 ) | (0 ) | (0.0014 ) | (0.0053 ) | (NA ) |
| Estimates ( 4 ) | -0.3423 | 0 | 0 | 0.5411 | -0.3372 | -0.2898 | 0 |
| (p-val) | (0.5144 ) | (NA ) | (NA ) | (0.2574 ) | (0.0572 ) | (0.1006 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0.2094 | -0.3326 | -0.2578 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.1446 ) | (0.0612 ) | (0.1228 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.3037 | -0.2058 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0892 ) | (0.2111 ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | -0.225 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.1608 ) | (NA ) | (NA ) |
| 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 |
| -1.60864726631303 |
| 5.38113252881732 |
| 7.7126521057723 |
| -3.96310158428369 |
| 0.24599576651568 |
| 5.51519028418772 |
| 8.3144066868763 |
| -16.8697650140249 |
| -5.3316165501119 |
| 5.55859257989832 |
| 21.9227177697467 |
| 2.83994676278957 |
| 1.89269240463858 |
| 0.53185172907597 |
| -1.12864669863248 |
| 7.46679486159861 |
| -1.68606690428812 |
| 6.48590614471533 |
| 3.05142307678468 |
| -1.84997899351629 |
| -0.736150064910143 |
| -6.8539674153643 |
| -3.71055499685485 |
| 5.10119330831701 |
| 1.04846220552382 |
| 0.52400224892063 |
| 0.899156883716728 |
| -9.0407817867058 |
| 0.940769226226053 |
| 1.11886677734304 |
| -11.2894888094448 |
| 7.30241546938669 |
| 3.6833908393678 |
| 9.40768959439413 |
| -1.01143075679317 |
| -5.15673276567748 |
| -11.9885054487804 |
| 0.138921887126344 |
| 0.920699726015187 |
| -2.05392465004377 |
| 1.59296765429758 |
| -4.50015172793121 |
| -1.69876939325525 |
| -7.54433106473914 |
| -1.69818570056225 |
| -12.2968653663550 |
| 0.660705814769926 |
| -0.935522016135906 |
| -1.87273801651202 |
| -1.85337547998108 |
| -5.19350672872918 |
| 5.82513795948285 |
| 4.50496637434822 |
| -2.41494361026764 |
| -4.87969623314825 |
| -3.95119067639746 |
| -5.80403006080405 |
| -19.5123244130635 |
| -5.07008579256717 |
| -10.1037356005747 |
| 7.2276273909066 |
| -8.80230919763699 |
| -8.10562029720256 |
| 1.13033348067609 |
| -12.5027151573822 |
| -12.8591699582054 |
| 8.93138738249093 |
| 2.55786397843576 |
| -18.2203927053060 |
