| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1029 | 0.3777 | 0.4753 | 0.0936 | -0.5823 | -0.2511 | 0.114 |
| (p-val) | (0.6738 ) | (0.0045 ) | (0.0028 ) | (0.7302 ) | (0.5647 ) | (0.5408 ) | (0.9145 ) |
| Estimates ( 2 ) | -0.0985 | 0.375 | 0.4713 | 0.0876 | -0.475 | -0.2103 | 0 |
| (p-val) | (0.6853 ) | (0.004 ) | (0.0023 ) | (0.7436 ) | (0.0099 ) | (0.2858 ) | (NA ) |
| Estimates ( 3 ) | -0.0292 | 0.3658 | 0.4445 | 0 | -0.4894 | -0.2184 | 0 |
| (p-val) | (0.8185 ) | (0.0043 ) | (0.0014 ) | (NA ) | (0.0061 ) | (0.2592 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0.3606 | 0.4323 | 0 | -0.4855 | -0.216 | 0 |
| (p-val) | (NA ) | (0.004 ) | (7e-04 ) | (NA ) | (0.006 ) | (0.2642 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0.3622 | 0.441 | 0 | -0.4033 | 0 | 0 |
| (p-val) | (NA ) | (0.0034 ) | (5e-04 ) | (NA ) | (0.0083 ) | (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 |
| 0.695496298851143 |
| -21.5543051390166 |
| -89.1463268370042 |
| -116.779215100582 |
| -59.8335431338865 |
| 9.7226246579335 |
| 14.2744093574382 |
| 71.753750337542 |
| 50.3564091454386 |
| 62.8266564836345 |
| -132.413301435929 |
| -114.422515850729 |
| 8.36550842472483 |
| -41.8709065073634 |
| -2.0156177680138 |
| 157.015226261252 |
| 2.12045245949612 |
| -9.24963151948104 |
| 92.5908493135707 |
| -88.2952764673758 |
| 34.2984328014309 |
| 10.8518822962117 |
| -33.9003350906431 |
| -9.67535455628786 |
| -21.4167015904005 |
| 72.7813783716703 |
| -49.804764560546 |
| 11.3500853345941 |
| 0.312630258361186 |
| 118.583698483343 |
| 85.403788128743 |
| -30.3626996746849 |
| 16.5841831392557 |
| 117.304462495575 |
| -9.64966159038406 |
| 74.2722110931122 |
| -30.3770270690134 |
| 55.0560007155918 |
| -26.8659696958717 |
| 23.1104996676704 |
| -85.2771993874438 |
| 105.015036408444 |
| -96.672668068395 |
| -41.4314795217011 |
| 2.15303704933797 |
| -7.86437509778648 |
| -9.32831535870275 |
| -121.239209872188 |
| -18.5665223608805 |
