| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1801 | -0.2275 | -0.2194 | -0.8525 | -0.6907 | -0.3093 | 0.3112 |
| (p-val) | (0.1494 ) | (0.0588 ) | (0.0763 ) | (0 ) | (0.332 ) | (0.1942 ) | (0.6785 ) |
| Estimates ( 2 ) | -0.1762 | -0.2295 | -0.2178 | -0.8551 | -0.3924 | -0.2115 | 0 |
| (p-val) | (0.1583 ) | (0.0547 ) | (0.0778 ) | (0 ) | (0.0016 ) | (0.1304 ) | (NA ) |
| Estimates ( 3 ) | 0 | -0.1855 | -0.1715 | -0.8891 | -0.3547 | -0.1947 | 0 |
| (p-val) | (NA ) | (0.1087 ) | (0.1641 ) | (0 ) | (0.0033 ) | (0.1655 ) | (NA ) |
| Estimates ( 4 ) | 0 | -0.1636 | -0.2338 | -0.8968 | -0.2959 | 0 | 0 |
| (p-val) | (NA ) | (0.1459 ) | (0.0397 ) | (0 ) | (0.008 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | -0.213 | -1.0965 | -0.2983 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0641 ) | (0 ) | (0.0071 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -1.0753 | -0.3072 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0054 ) | (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 |
| 1.74516287717550 |
| -3.09947148503214 |
| 9.09686639701912 |
| -4.45361883465518 |
| 0.775671984802465 |
| 2.33534428653140 |
| 3.54944527239046 |
| -0.225002114851435 |
| 4.00744293655206 |
| -1.61169833157301 |
| -3.78638752451345 |
| 5.38517934575166 |
| 2.79817540347848 |
| 2.54522306963446 |
| 1.52330958689818 |
| 4.57969822428979 |
| -3.24950366055932 |
| 1.77493291913386 |
| -6.25593357415857 |
| 18.5797886095113 |
| 3.7042295201745 |
| -15.7970541616301 |
| 4.34189852908745 |
| -1.81882667218022 |
| 1.65824845624602 |
| 5.74283569340868 |
| -7.28261465260047 |
| 1.60466045903169 |
| 3.60387429286052 |
| 4.18820164348321 |
| -21.4296247124247 |
| 0.88804006338656 |
| 6.94724805097004 |
| 10.6023710700478 |
| 0.678517262170549 |
| -0.773397125779121 |
| 0.858205496343436 |
| -2.67886498829199 |
| 3.14272061719527 |
| -5.01279720305305 |
| 3.03670173047635 |
| 0.97021341896003 |
| -6.01635447683089 |
| -3.03597906577675 |
| -8.64498313872772 |
| -3.73704974304877 |
| 3.45002546717089 |
| -2.79683050953592 |
| -1.33319950743510 |
| -0.0632401327617301 |
| -8.3988276545551 |
| -0.327293117381897 |
| 0.635739311634239 |
| -12.0981174147091 |
| 6.57247942349599 |
| 3.56538505499959 |
| 4.81867497981431 |
| -1.03481234209986 |
| -5.26599530708465 |
| -8.97252973010361 |
| -0.675722803540084 |
| 0.406853080523778 |
| -4.60020174911087 |
| 1.70965943893704 |
| -2.88436257261635 |
| -1.89454692947636 |
| -5.39192662678953 |
| -1.01884428242371 |
| -8.72336796339275 |
| 1.13443913530881 |
| 0.820222558740433 |
| -2.98357570869716 |
| 1.22766311798402 |
| -2.25370815663209 |
| 6.36676140089717 |
| 6.46393724262888 |
| -2.51031151782789 |
| -1.78052899991373 |
| -1.55018063132711 |
