| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.9328 | -0.1276 | 0.1928 | -0.6277 | 0.2705 | -0.3146 | -0.7621 |
| (p-val) | (9e-04 ) | (0.5606 ) | (0.3474 ) | (0.0192 ) | (0.5955 ) | (0.2462 ) | (0.5042 ) |
| Estimates ( 2 ) | 0.9241 | -0.1318 | 0.1999 | -0.6304 | 0 | -0.3779 | -0.3625 |
| (p-val) | (8e-04 ) | (0.5465 ) | (0.3268 ) | (0.0146 ) | (NA ) | (0.0634 ) | (0.1098 ) |
| Estimates ( 3 ) | 0.8256 | 0 | 0.1644 | -0.5777 | 0 | -0.3649 | -0.3713 |
| (p-val) | (3e-04 ) | (NA ) | (0.4225 ) | (0.0364 ) | (NA ) | (0.0764 ) | (0.0989 ) |
| Estimates ( 4 ) | 0.9957 | 0 | 0 | -0.7478 | 0 | -0.3499 | -0.3921 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.0848 ) | (0.0814 ) |
| Estimates ( 5 ) | 0.9942 | 0 | 0 | -0.7625 | 0 | 0 | -0.4275 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0488 ) |
| 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 |
| 0.0804979454969821 |
| 0.465136508566879 |
| -3.31520485957925 |
| -0.526380967394138 |
| 13.3104808549658 |
| -2.55997820202105 |
| -0.0393392451183683 |
| 11.1737449208901 |
| 11.3775112242514 |
| -0.918168614937934 |
| -6.01393159478244 |
| 0.615743778920092 |
| 16.4084452052027 |
| -0.551200670518849 |
| -8.87263074146255 |
| -0.0107099337852136 |
| 2.90728877536767 |
| -2.49599088116720 |
| -0.480057905408302 |
| -0.875540057832855 |
| -4.40185133339564 |
| -3.18220675212793 |
| 8.6302014279966 |
| -13.0454998355078 |
| -6.46758382723266 |
| 2.25641824385249 |
| -3.6072607255928 |
| 22.6923794937597 |
| 14.0043626676473 |
| 4.27965916434033 |
| -2.03102510825745 |
| 10.0457200989876 |
| -2.98567817971995 |
| 12.0073122815847 |
| 1.60623490063038 |
| -5.32887515524726 |
| 1.40958956692856 |
| -2.84408464572688 |
| 7.94242304442576 |
| -1.94717687015346 |
| 5.976580601832 |
| 10.6829650652511 |
| -0.356173234193943 |
| 7.83766135424082 |
| -1.13075682451654 |
| -1.68780641967169 |
| -3.79291676225072 |
| 8.952615900363 |
| -7.47740521061132 |
