| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.4558 | -0.0359 | 0.1056 | 0.7144 | 0.7646 | 0.2084 | -0.9001 |
| (p-val) | (0.0777 ) | (0.7909 ) | (0.4219 ) | (0.0031 ) | (0.0129 ) | (0.1195 ) | (0.0818 ) |
| Estimates ( 2 ) | -0.46 | 0 | 0.1103 | 0.7318 | 0.7544 | 0.2191 | -0.9018 |
| (p-val) | (0.0354 ) | (NA ) | (0.3686 ) | (1e-04 ) | (0.0016 ) | (0.08 ) | (0.0187 ) |
| Estimates ( 3 ) | -0.5256 | 0 | 0 | 1.2426 | 0.762 | 0.2233 | -0.9277 |
| (p-val) | (6e-04 ) | (NA ) | (NA ) | (0 ) | (0 ) | (0.0717 ) | (0 ) |
| Estimates ( 4 ) | -0.4801 | 0 | 0 | 0.7488 | -0.2202 | 0 | 0.1293 |
| (p-val) | (0.0096 ) | (NA ) | (NA ) | (0 ) | (0.6992 ) | (NA ) | (0.8211 ) |
| Estimates ( 5 ) | -0.4768 | 0 | 0 | 0.7458 | -0.09 | 0 | 0 |
| (p-val) | (0.0113 ) | (NA ) | (NA ) | (0 ) | (0.4291 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | -0.5128 | 0 | 0 | 0.7772 | 0 | 0 | 0 |
| (p-val) | (0.0018 ) | (NA ) | (NA ) | (0 ) | (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 |
| 0.112099938198320 |
| -7.5234317022524 |
| -0.174508990247777 |
| -2.7838976248972 |
| 3.32086811233621 |
| -2.45317788349593 |
| 3.18406012068406 |
| -5.44042146983815 |
| 0.649481017642372 |
| -1.07642801808016 |
| -6.95667668647274 |
| -1.51981598559022 |
| 4.16227230153779 |
| 1.31150417256041 |
| -3.04705830224746 |
| -1.92422722261651 |
| 2.75950343482618 |
| -6.41361862382443 |
| -1.11530752560768 |
| -1.56757720439110 |
| -1.87571926492828 |
| -0.248344227067880 |
| 5.19714930126309 |
| 0.523454484546629 |
| 1.7483538545492 |
| -0.151122707042641 |
| 6.41455842806672 |
| -2.33399246036476 |
| -0.345905183770059 |
| -1.93508355264285 |
| 5.12010225384436 |
| -1.81633381269994 |
| 11.8083712468710 |
| 0.951312732337543 |
| -2.00735217132620 |
| 1.39325355869821 |
| 5.89468248583685 |
| 2.47323836463487 |
| -10.8055792141131 |
| 1.87601361620464 |
| -4.67348222231403 |
| -7.31601418786265 |
| 4.05419945496961 |
| -0.73915923860179 |
| 4.19522631703279 |
| -6.8416643186816 |
| 0.922135364442534 |
| 3.04248996617448 |
| 6.7374333015147 |
| -1.80882009330620 |
| 1.70018100638115 |
| -3.87944179177855 |
| 2.02934054306604 |
| 2.46312058350850 |
| 0.0958696906479143 |
| 2.06857942650907 |
| 0.451957173332116 |
| -0.169740018337748 |
| 8.36055226069874 |
| 6.95713440198822 |
| -0.737722119028973 |
| 10.8460464500845 |
| 10.4303191959713 |
| -9.3254800323235 |
| 2.98350849441621 |
| -3.37677921920559 |
| -4.70835338252925 |
| -1.60721490048834 |
| -3.14479871850406 |
| 5.22904587501341 |
| 1.71870765649422 |
| 7.8616002868662 |
| 16.6634543338289 |
| -1.86414944852601 |
| -2.56744340647083 |
| 0.579191901975491 |
| -3.42163983030900 |
| -6.11260379447978 |
| 6.30214100944247 |
| -3.35893281479719 |
| -2.22878328457179 |
| -1.44249975349172 |
| 8.89655891765128 |
| 4.94508794854377 |
| -2.25423698595273 |
| 1.09067021401188 |
| -3.32773833069336 |
| 0.423899895235991 |
| -0.782494091513541 |
| 5.71247870563437 |
| 3.12159570925235 |
| -4.26681435448836 |
| 6.29041863604803 |
