| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0485 | 0.3629 | 0.5743 | 0.013 | 0.2118 | -0.2752 | -0.9997 |
| (p-val) | (0.8362 ) | (0.0137 ) | (6e-04 ) | (0.9647 ) | (0.3028 ) | (0.2171 ) | (0.1243 ) |
| Estimates ( 2 ) | 0.0572 | 0.3598 | 0.5703 | 0 | 0.212 | -0.2735 | -0.9987 |
| (p-val) | (0.6436 ) | (0.0061 ) | (1e-04 ) | (NA ) | (0.3011 ) | (0.2129 ) | (0.137 ) |
| Estimates ( 3 ) | 0 | 0.3752 | 0.5936 | 0 | 0.2007 | -0.2711 | -0.9155 |
| (p-val) | (NA ) | (0.0039 ) | (0 ) | (NA ) | (0.4084 ) | (0.2378 ) | (0.1648 ) |
| Estimates ( 4 ) | 0 | 0.34 | 0.5901 | 0 | 0 | -0.3296 | -0.5649 |
| (p-val) | (NA ) | (0.0037 ) | (0 ) | (NA ) | (NA ) | (0.0846 ) | (0.0494 ) |
| Estimates ( 5 ) | 0 | 0.2967 | 0.5951 | 0 | 0 | 0 | -0.5236 |
| (p-val) | (NA ) | (0.01 ) | (0 ) | (NA ) | (NA ) | (NA ) | (0.0377 ) |
| 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 |
| 0.0903990067094626 |
| 1.47161810527303 |
| -0.997067679494978 |
| -1.93263218930345 |
| 4.0295440758445 |
| -1.20192099065840 |
| -0.911697751677917 |
| 4.70380860209899 |
| 2.97679498629855 |
| -1.96034289188267 |
| 2.08520562238665 |
| 1.68065228020409 |
| 3.71625076749611 |
| 2.03722178261712 |
| -2.75176003144595 |
| -0.431081537831379 |
| 1.85415000315757 |
| -0.0266938822924724 |
| -4.24372746659652 |
| -5.61403284325217 |
| -1.71946239578839 |
| 0.771571241051611 |
| 6.76073119849922 |
| -4.39818066182222 |
| -2.10769633494198 |
| 0.967901247982025 |
| -1.15733368715735 |
| 5.97314658573289 |
| 6.24212949842583 |
| 3.96255296875433 |
| -0.563081363081936 |
| 6.45855118341927 |
| -3.40545942545380 |
| 5.35890694571811 |
| -0.365895237258271 |
| -0.557610297827308 |
| -1.19389479178954 |
| 0.232448357023645 |
| 3.75671034635943 |
| 1.63762120924211 |
| -1.99745023931488 |
| 1.16502272733602 |
| 0.524603683619043 |
| 2.16418906501836 |
| -2.07768541243117 |
| -0.104697151044226 |
| 1.02295461736532 |
| 1.24551221338642 |
| 0.884436849076284 |
| -7.20467667389068 |
