| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1179 | -0.025 | -0.0293 | -0.6303 | 0.0417 | 0.0055 | -0.9998 |
| (p-val) | (0.7123 ) | (0.9218 ) | (0.8826 ) | (0.031 ) | (0.8569 ) | (0.9844 ) | (0.27 ) |
| Estimates ( 2 ) | -0.117 | -0.0247 | -0.0295 | -0.6305 | 0.0393 | 0 | -1.0031 |
| (p-val) | (0.7128 ) | (0.9228 ) | (0.8818 ) | (0.0309 ) | (0.8417 ) | (NA ) | (0.2863 ) |
| Estimates ( 3 ) | -0.094 | 0 | -0.0192 | -0.6525 | 0.0414 | 0 | -0.9998 |
| (p-val) | (0.6492 ) | (NA ) | (0.9095 ) | (2e-04 ) | (0.8325 ) | (NA ) | (0.2872 ) |
| Estimates ( 4 ) | -0.0883 | 0 | 0 | -0.6602 | 0.0329 | 0 | -0.9995 |
| (p-val) | (0.6613 ) | (NA ) | (NA ) | (0 ) | (0.8549 ) | (NA ) | (0.2805 ) |
| Estimates ( 5 ) | -0.0929 | 0 | 0 | -0.6597 | 0 | 0 | -0.8968 |
| (p-val) | (0.64 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.3142 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -0.7037 | 0 | 0 | -0.8595 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.1718 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | -0.7077 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
| -1.78169617299642 |
| -2.73423299187602 |
| 83.873542320317 |
| -100.346916417536 |
| 89.1720513315359 |
| -180.428679750091 |
| -11.6716119266567 |
| 27.7115368092275 |
| 320.618430706846 |
| -44.6097239382983 |
| 18.0616374706295 |
| -37.9466451796981 |
| -96.277470862684 |
| -7.47643096047149 |
| -192.21193044124 |
| -106.89212262013 |
| -45.1657603047462 |
| 27.5420762753067 |
| -114.028200109269 |
| -85.0738747442706 |
| -279.275863830119 |
| 64.2388969941259 |
| 61.9740013278001 |
| -69.8183366227921 |
| 73.1782293964857 |
| -16.8978892770809 |
| -106.259018218802 |
| 176.516178701313 |
| -0.240422881805196 |
| -100.915181922209 |
| -49.2666429658184 |
| -32.3528390310545 |
| -154.21189816255 |
| 120.044355742942 |
| -23.1338467028814 |
| 8.65180003854398 |
| 15.9657606250046 |
| -128.295877132067 |
| -204.056008399838 |
| 97.3631754174252 |
| -6.26634506799025 |
| -72.8785127596561 |
| 54.7744927271013 |
| 25.5557784098380 |
| -24.6912776642261 |
| -24.2789332203921 |
| -61.9376883368525 |
| 81.6129692583578 |
