| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.8351 | -0.1047 | 0.2696 | -0.8688 | 0.1544 | -0.4656 | -0.9635 |
| (p-val) | (0 ) | (0.6142 ) | (0.1434 ) | (0 ) | (0.5534 ) | (0.0349 ) | (0.0024 ) |
| Estimates ( 2 ) | 0.7917 | 0 | 0.2672 | -0.7541 | 0.1625 | -0.4392 | -1.0007 |
| (p-val) | (1e-04 ) | (NA ) | (0.202 ) | (0 ) | (0.5644 ) | (0.0805 ) | (0.0242 ) |
| Estimates ( 3 ) | 0.7279 | 0 | 0.343 | -0.6867 | 0 | -0.5108 | -1.0039 |
| (p-val) | (2e-04 ) | (NA ) | (0.0965 ) | (4e-04 ) | (NA ) | (0.0129 ) | (0.082 ) |
| Estimates ( 4 ) | 0.061 | 0 | 0 | 0.0738 | 0 | -0.1722 | -0.0575 |
| (p-val) | (0.2094 ) | (NA ) | (NA ) | (0.1445 ) | (NA ) | (0.0042 ) | (0.3557 ) |
| Estimates ( 5 ) | 0.0625 | 0 | 0 | 0.0661 | 0 | -0.1551 | 0 |
| (p-val) | (0.4253 ) | (NA ) | (NA ) | (0.759 ) | (NA ) | (0.3994 ) | (NA ) |
| Estimates ( 6 ) | 0.1264 | 0 | 0 | 0 | 0 | -0.1554 | 0 |
| (p-val) | (0.4205 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.4762 ) | (NA ) |
| Estimates ( 7 ) | 0.1213 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.4364 ) | (NA ) | (NA ) | (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 |
| -1.68742939812311 |
| -7.93996867873825 |
| 5.97071947368288 |
| -0.606699670295008 |
| 1.00000000011468 |
| 0.878660066022298 |
| -10.1213399333423 |
| 2.21339933867181 |
| -0.121339933860484 |
| -10.9999999982318 |
| 7.33473927034262 |
| 3.27196039660413 |
| 10.5146402644847 |
| -0.334739273104025 |
| -7.12133993391127 |
| -10.1506204626094 |
| 0.334739273042715 |
| 1.12133993391308 |
| -0.12133993391285 |
| 1 |
| -4.12133993391296 |
| 1.48535973565197 |
| -9.12133993391296 |
| -1.9079405947831 |
| -13.635980198261 |
| 1.69875907478183 |
| 1 |
| -0.121339933912964 |
| -1 |
| -4.87866006608692 |
| 5.60669966956482 |
| 4.39330033043495 |
| -2.60669966956493 |
| -4.75732013217407 |
| -1.39330033043507 |
| -4.75732013217407 |
| -15.3933003304351 |
| -3.05856105739224 |
| -10.3933003304351 |
| 9.33473927304283 |
| -9.97071947130394 |
| -5.9079405947831 |
| 0.849379537390746 |
| -13.9999999999999 |
| -10.3012409252181 |
| 10.4560792069558 |
| 2.9079405947831 |
| -17.4853597356520 |
