| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.5298 | 0.3145 | 0.3501 | 1 | 0.0605 | -0.097 | -0.9079 |
| (p-val) | (5e-04 ) | (0.0716 ) | (0.0325 ) | (0 ) | (0.927 ) | (0.8034 ) | (0.7671 ) |
| Estimates ( 2 ) | -0.5306 | 0.3124 | 0.3503 | 1 | 0 | -0.1266 | -1.3178 |
| (p-val) | (5e-04 ) | (0.0706 ) | (0.0328 ) | (0 ) | (NA ) | (0.5315 ) | (0.0674 ) |
| Estimates ( 3 ) | -0.5502 | 0.2865 | 0.3525 | 1 | 0 | 0 | -1.2587 |
| (p-val) | (2e-04 ) | (0.0889 ) | (0.0314 ) | (0 ) | (NA ) | (NA ) | (0.0723 ) |
| Estimates ( 4 ) | 0.1182 | 0 | 0.3447 | 0.1048 | 0 | 0 | -0.7302 |
| (p-val) | (0.8408 ) | (NA ) | (0.0386 ) | (0.8622 ) | (NA ) | (NA ) | (0.0342 ) |
| Estimates ( 5 ) | 0.216 | 0 | 0.3324 | 0 | 0 | 0 | -0.7506 |
| (p-val) | (0.1261 ) | (NA ) | (0.0343 ) | (NA ) | (NA ) | (NA ) | (0.0338 ) |
| Estimates ( 6 ) | 0 | 0 | 0.3943 | 0 | 0 | 0 | -0.819 |
| (p-val) | (NA ) | (NA ) | (0.0155 ) | (NA ) | (NA ) | (NA ) | (0.1054 ) |
| Estimates ( 7 ) | 0 | 0 | 0.2143 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.1396 ) | (NA ) | (NA ) | (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 |
| 0.0688999402687975 |
| 5.37220661589453 |
| 4.10240988427468 |
| -6.8374042922804 |
| 0.0213816313293498 |
| -6.70003584511374 |
| -2.79994025803366 |
| 10.6428469013548 |
| 4.44290664325885 |
| 4.72146527000574 |
| 10.7641926876342 |
| 22.4142584037539 |
| 3.18568185440444 |
| -5.30725465987092 |
| -9.35019714832547 |
| 0.0428230046198526 |
| 7.53573562211058 |
| 2.34289469491462 |
| -0.592864823959815 |
| -10.1000597419096 |
| -7.40001194838192 |
| -0.81428230046231 |
| 7.54293054006035 |
| -19.1785108332060 |
| 2.99286482395981 |
| 6.1785227815879 |
| -0.0641090489244789 |
| 7.49997610323615 |
| -1.78577744144729 |
| 7.96432411979903 |
| 6.56421658436174 |
| 12.9428588497688 |
| 5.2999402580904 |
| 5.82135773459291 |
| -0.0643958100905451 |
| -1.95720089214075 |
| 1.27136370878385 |
| 1.82140552812058 |
| 12.8071471244221 |
| 3.27854667835174 |
| -0.214306197226151 |
| 2.57846303967830 |
| -5.03574757049249 |
| -5.96428827465326 |
| -1.53575951887441 |
| -2.09996415485425 |
| -7.93566393181906 |
| 6.38571769953771 |
| 7.0428827465327 |
