| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.9966 | 0.0576 | 0.2384 | 0.9139 | 0.374 | 0.0553 | -0.9941 |
| (p-val) | (0 ) | (0.7858 ) | (0.1407 ) | (0 ) | (0.2734 ) | (0.835 ) | (0.5312 ) |
| Estimates ( 2 ) | -0.9968 | 0.0553 | 0.2347 | 0.915 | 0.2888 | 0 | -1.2421 |
| (p-val) | (0 ) | (0.7943 ) | (0.1468 ) | (0 ) | (0.5652 ) | (NA ) | (0.3512 ) |
| Estimates ( 3 ) | -1.0283 | 0 | 0.2054 | 0.9199 | 0.2887 | 0 | -1.2063 |
| (p-val) | (0 ) | (NA ) | (0.0603 ) | (0 ) | (0.5568 ) | (NA ) | (0.3784 ) |
| Estimates ( 4 ) | -1.0193 | 0 | 0.216 | 0.8971 | 0 | 0 | -0.4803 |
| (p-val) | (0 ) | (NA ) | (0.0454 ) | (0 ) | (NA ) | (NA ) | (0.0848 ) |
| Estimates ( 5 ) | -1.0989 | 0 | 0.2315 | 1 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (0.0164 ) | (0 ) | (NA ) | (NA ) | (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 |
| -0.905505201072139 |
| -2.84125906727696 |
| -1.73989240963297 |
| -4.73986800255703 |
| -2.59806291953585 |
| -3.62985545468938 |
| 1.9691521211208 |
| -0.908612977417503 |
| 2.36118200055135 |
| -1.75994094290335 |
| 0.309767477712872 |
| -0.380472879874446 |
| -2.26580525336983 |
| 2.05252057785798 |
| 0.656247119753716 |
| -1.34557400672799 |
| -2.73669284952533 |
| 2.97381956437437 |
| 0.809868264771043 |
| 1.16355665740363 |
| 1.60813484055000 |
| -3.82222169480132 |
| -1.53025931659421 |
| 0.613050669890987 |
| -1.17201966125335 |
| 0.0796793187334257 |
| -0.283459949979886 |
| 0.80547629701484 |
| -0.0341566291768046 |
| -0.57554811011592 |
| -0.854951887435694 |
| -1.39617782250000 |
| -3.07900917009265 |
| 1.98238041034064 |
| 1.78373651296124 |
| 1.43258717211950 |
| -3.02613203678431 |
| 2.54922080810211 |
| 4.13455177544102 |
| -1.59398520020844 |
| -0.745296883228396 |
| -1.33072909421033 |
| -2.39557044440736 |
| 1.28845823649155 |
| -3.94712151483964 |
| 1.07761969844871 |
| 2.06434276134405 |
| 1.60356924734568 |
