| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0617 | -0.1106 | 0.2607 | -1 | -0.3156 | 0.0425 | -0.4811 |
| (p-val) | (0.639 ) | (0.3837 ) | (0.0432 ) | (0 ) | (0.7795 ) | (0.9558 ) | (0.6795 ) |
| Estimates ( 2 ) | -0.0619 | -0.1098 | 0.2614 | -1 | -0.3772 | 0 | -0.4179 |
| (p-val) | (0.6377 ) | (0.3843 ) | (0.0417 ) | (0 ) | (0.0493 ) | (NA ) | (0.0585 ) |
| Estimates ( 3 ) | 0 | -0.0952 | 0.2692 | -1.0001 | -0.3485 | 0 | -0.4248 |
| (p-val) | (NA ) | (0.4344 ) | (0.0357 ) | (0 ) | (0.0655 ) | (NA ) | (0.0603 ) |
| Estimates ( 4 ) | 0 | 0 | 0.2732 | -1 | -0.3291 | 0 | -0.4192 |
| (p-val) | (NA ) | (NA ) | (0.0355 ) | (0 ) | (0.0861 ) | (NA ) | (0.0626 ) |
| Estimates ( 5 ) | 0 | 0 | 0.2637 | -1 | 0 | 0 | -0.7234 |
| (p-val) | (NA ) | (NA ) | (0.0414 ) | (0 ) | (NA ) | (NA ) | (1e-04 ) |
| 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 |
| -0.385868851153837 |
| 4.81234262686034 |
| -5.86804122114596 |
| 16.0725680225492 |
| -8.57525163788969 |
| 5.08247518971098 |
| 0.092732021505415 |
| 3.83298655010795 |
| 5.81986266263392 |
| 37.1247698411582 |
| -0.456916305824569 |
| -3.62813490741323 |
| -3.87648507892191 |
| 4.61958462101272 |
| -12.967748044016 |
| 3.19886759717217 |
| -5.74783565702396 |
| -0.568909646003526 |
| -7.15658094463292 |
| -18.0497313555278 |
| 15.6314099338156 |
| -18.6819481453537 |
| -0.704909311621681 |
| 2.59171945848611 |
| 2.56763423323193 |
| 0.363060127151921 |
| 32.5587282582796 |
| 8.52568321864334 |
| 1.42269516052334 |
| 3.53469472344553 |
| 0.904411865388995 |
| -1.1005444418027 |
| 13.3248076718110 |
| -33.5907843348750 |
| -0.845486516554237 |
| 42.0892768528428 |
| -6.25360506437205 |
| -11.0785340316643 |
| -29.2902232669615 |
| -11.1727173982373 |
| 13.9239510644368 |
| 13.5369579913798 |
| -16.4941540115674 |
| -9.38355957013267 |
| -2.83541693438183 |
| -2.88173330956316 |
| 6.18397479401454 |
| 3.71189006095175 |
| 3.17508248559435 |
| -4.18249526402528 |
| 13.6042900329871 |
| 4.81933405297545 |
| 10.0482983006261 |
| 9.69015652302726 |
| -13.6259654676286 |
| 2.81390485024080 |
| 2.39082408194279 |
| 9.1175078099302 |
| 14.2141474796521 |
| 3.49385172983141 |
| 5.51425675339953 |
| -6.1504957612917 |
| 2.72297593670155 |
| -11.1163190852539 |
| -4.69675096946234 |
| 1.81576665288666 |
| -10.4353591925503 |
| 6.036622781552 |
