| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0188 | 0.3767 | 0.5732 | 0.0558 | 0.2457 | -0.2578 | -0.9999 |
| (p-val) | (0.9181 ) | (8e-04 ) | (0 ) | (0.806 ) | (0.113 ) | (0.0811 ) | (1e-04 ) |
| Estimates ( 2 ) | 0 | 0.3715 | 0.5652 | 0.0361 | 0.2457 | -0.2559 | -1 |
| (p-val) | (NA ) | (2e-04 ) | (0 ) | (0.7712 ) | (0.1127 ) | (0.0816 ) | (1e-04 ) |
| Estimates ( 3 ) | 0 | 0.3695 | 0.5652 | 0 | 0.2421 | -0.2479 | -1 |
| (p-val) | (NA ) | (2e-04 ) | (0 ) | (NA ) | (0.1184 ) | (0.0875 ) | (2e-04 ) |
| Estimates ( 4 ) | 0 | 0.3356 | 0.5995 | 0 | 0 | -0.2876 | -0.7408 |
| (p-val) | (NA ) | (1e-04 ) | (0 ) | (NA ) | (NA ) | (0.049 ) | (0.0656 ) |
| Estimates ( 5 ) | 0 | 0.3224 | 0.4099 | 0 | 0 | -0.2638 | 0 |
| (p-val) | (NA ) | (0.0021 ) | (1e-04 ) | (NA ) | (NA ) | (0.0546 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0.2785 | 0.4064 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.0078 ) | (2e-04 ) | (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 |
| 0.0906994806859607 |
| -2.05309459896154 |
| -3.06135546046306 |
| -2.41086153932905 |
| 8.8282969620072 |
| 3.17037688336245 |
| -1.82946154130440 |
| 2.09893212489149 |
| -2.12995256330890 |
| 4.67390341252958 |
| 1.85635647952823 |
| -1.45443114103478 |
| -2.15327321264881 |
| -0.0119499794432283 |
| 0.60232799175559 |
| -1.58270583970295 |
| -1.27187660498875 |
| -4.07671192325702 |
| -0.0158659591009008 |
| 2.53342603947943 |
| -0.725489977159553 |
| 2.16699639801453 |
| -0.973225782118957 |
| -3.35879809076714 |
| 3.45693280002973 |
| -1.24716030099187 |
| -0.892147814293759 |
| 5.52866559865013 |
| 3.56604347895063 |
| -2.17724780548525 |
| 3.35326210156776 |
| 0.72980302029522 |
| 4.39290684433774 |
| 2.76511576447233 |
| -3.10012338190274 |
| 0.706060895344024 |
| 2.8214538309722 |
| -1.61349162931542 |
| -4.59626205923195 |
| -10.1663615258021 |
| 0.14775842151694 |
| 2.65516408356631 |
| 5.85770442321751 |
| -5.94029673299282 |
| -2.33468415767436 |
| 0.838746841257418 |
| -1.58258495331596 |
| 4.81442012457985 |
| 3.54340434326770 |
| 4.37788895068236 |
| 2.48412807922954 |
| 10.6860768139095 |
| -5.14981961629594 |
| 5.54433289604033 |
| -2.03596530593367 |
| 1.59393551358879 |
| 1.04651113428434 |
| 0.250342143202047 |
| 6.25129397761734 |
| 1.90280235604983 |
| -3.47963797139388 |
| 0.901514825515989 |
| 1.75281722895009 |
| -1.41060861638547 |
| 1.16864867124654 |
| -2.56542019031897 |
| 1.03942389637326 |
| 2.71623585250740 |
| 2.22898944081658 |
| -2.01650313432889 |
