| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1321 | -0.0099 | 0.1776 | 0.548 | -0.0981 | -0.252 | 0.2415 |
| (p-val) | (0.6873 ) | (0.9558 ) | (0.2271 ) | (0.0981 ) | (0.8456 ) | (0.1019 ) | (0.6526 ) |
| Estimates ( 2 ) | -0.1442 | 0 | 0.1746 | 0.5617 | -0.1025 | -0.2495 | 0.2478 |
| (p-val) | (0.5516 ) | (NA ) | (0.2038 ) | (0.0095 ) | (0.8391 ) | (0.0968 ) | (0.6428 ) |
| Estimates ( 3 ) | -0.1462 | 0 | 0.1752 | 0.5622 | 0 | -0.2627 | 0.1431 |
| (p-val) | (0.542 ) | (NA ) | (0.2016 ) | (0.0087 ) | (NA ) | (0.042 ) | (0.3167 ) |
| Estimates ( 4 ) | 0 | 0 | 0.2042 | 0.443 | 0 | -0.2671 | 0.1272 |
| (p-val) | (NA ) | (NA ) | (0.0886 ) | (1e-04 ) | (NA ) | (0.0389 ) | (0.3645 ) |
| Estimates ( 5 ) | 0 | 0 | 0.1966 | 0.4188 | 0 | -0.2572 | 0 |
| (p-val) | (NA ) | (NA ) | (0.1032 ) | (2e-04 ) | (NA ) | (0.0478 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0.4648 | 0 | -0.2599 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (1e-04 ) | (NA ) | (0.048 ) | (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 |
| 0.102699932769213 |
| 0.436932488054518 |
| 2.07818217715273 |
| -2.41674270534766 |
| 4.05475642121066 |
| -8.41930819188496 |
| -4.46408821931718 |
| -0.497214712516617 |
| 4.43917439850286 |
| 4.7034626725198 |
| 0.594864366867658 |
| 0.611494767896805 |
| 1.09360599733639 |
| -4.37382959146232 |
| 1.83754098351412 |
| -3.06393847738758 |
| 0.905218718869551 |
| -2.46114236076518 |
| 5.63279287212732 |
| -1.66214129260618 |
| 0.247564759120579 |
| -3.41283905023266 |
| 0.969424788755817 |
| 1.03882497000754 |
| 0.816918947075734 |
| -0.83166265607997 |
| -0.178479942397197 |
| -1.60265251085676 |
| 3.12985086246874 |
| 2.37353836989163 |
| 7.69658751276572 |
| 5.95185918989862 |
| 7.29098470532286 |
| -5.79154345962503 |
| -5.0780157845163 |
| -5.25171136388928 |
| -1.96928620348858 |
| 1.60185107642628 |
| -2.54871994983663 |
| 0.340673892574567 |
| 3.53850575846085 |
| -5.94725691713775 |
| -3.16530996523464 |
| 8.1429750584661 |
| -0.750744339756636 |
| -0.954828226692257 |
| 5.21659241693973 |
| 1.89571043835886 |
| 5.56930909920179 |
| -1.25079494259955 |
| 6.7254869856398 |
| 0.0435781801445501 |
| -4.08871481641208 |
| -5.01460899576298 |
| -9.46383140546756 |
| 0.87163037558112 |
| 3.77891243785822 |
| -3.28120816303436 |
| 1.12756908217732 |
| -1.14657060797886 |
| -0.75499264648937 |
| 0.666040477269945 |
| 5.46251057914886 |
| -6.98015410477424 |
| 4.79597059971475 |
| -2.39231272386021 |
| 5.2755871166014 |
| -5.68067940168861 |
| 3.72169062406606 |
| -2.36541998047136 |
| -1.35449161653810 |
| 6.52892106237346 |
| 1.93774442031135 |
| 7.71226634333905 |
| -1.28258376835628 |
| 4.23051944205953 |
| 4.63764350603921 |
| -7.29008148943365 |
| 4.37579358256312 |
| -13.5459822963796 |
| 12.1562686576056 |
| 13.0476986449097 |
| 7.78485323846206 |
| 0.607420821421272 |
| -3.28744792674001 |
| 4.26375546351946 |
| -1.68951118531521 |
| -11.3487058537159 |
| 6.68155532637687 |
| 9.97957381014564 |
| -7.62124318004157 |
| 8.22961700873518 |
| 21.0563835168561 |
