| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.6135 | 0.1205 | 0.1318 | 1 | -0.4139 | -0.2471 | -0.9996 |
| (p-val) | (0.0015 ) | (0.5571 ) | (0.4567 ) | (0 ) | (0.2547 ) | (0.4384 ) | (0.628 ) |
| Estimates ( 2 ) | -0.6088 | 0.1257 | 0.1283 | 1 | -0.8688 | -0.5352 | 0 |
| (p-val) | (0.0017 ) | (0.5433 ) | (0.4694 ) | (0 ) | (2e-04 ) | (0.0099 ) | (NA ) |
| Estimates ( 3 ) | -0.1727 | 0 | 0.1717 | 0.4186 | -0.9288 | -0.5603 | 0 |
| (p-val) | (0.7825 ) | (NA ) | (0.4193 ) | (0.4804 ) | (1e-04 ) | (0.0066 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0 | 0.1852 | 0.2599 | -0.9154 | -0.5637 | 0 |
| (p-val) | (NA ) | (NA ) | (0.3375 ) | (0.1509 ) | (1e-04 ) | (0.006 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0.2348 | -0.9145 | -0.5108 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.2359 ) | (1e-04 ) | (0.0125 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.9565 | -0.4668 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0254 ) | (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 |
| -0.00249999791430021 |
| -5.72908149594973 |
| 6.70588807572722 |
| 2.39633292631095 |
| 4.36422923120649 |
| 1.64396029374030 |
| -13.7297005449049 |
| -3.82428380002106 |
| -2.31817234660920 |
| -4.51940330915367 |
| -28.9107345445282 |
| 5.96747904454961 |
| 4.42569706612451 |
| -5.34503771157783 |
| 11.5375593574467 |
| -5.87907853450114 |
| 9.9412895776455 |
| 7.17428156811883 |
| 6.65115134998462 |
| 5.02787710777561 |
| 3.68088226544915 |
| -7.29409335785955 |
| -3.71409800858593 |
| 0.333642956342639 |
| -0.420592216293826 |
| 12.7134523699986 |
| 3.45405641681236 |
| -3.9324139861506 |
| 8.02277940227696 |
| -4.43515992002064 |
| -8.05756192318339 |
| 2.14233264371751 |
| -5.73049306299498 |
| -17.0782175799619 |
| 6.90887272290301 |
| 1.35614846140843 |
