| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1801 | -0.2275 | -0.2194 | -0.8525 | -0.6907 | -0.3093 | 0.3112 |
| (p-val) | (0.1494 ) | (0.0588 ) | (0.0763 ) | (0 ) | (0.3321 ) | (0.1942 ) | (0.6786 ) |
| Estimates ( 2 ) | -0.1762 | -0.2295 | -0.2178 | -0.8551 | -0.3924 | -0.2115 | 0 |
| (p-val) | (0.1583 ) | (0.0547 ) | (0.0778 ) | (0 ) | (0.0016 ) | (0.1304 ) | (NA ) |
| Estimates ( 3 ) | 0 | -0.1855 | -0.1715 | -0.8891 | -0.3547 | -0.1947 | 0 |
| (p-val) | (NA ) | (0.1087 ) | (0.1641 ) | (0 ) | (0.0033 ) | (0.1655 ) | (NA ) |
| Estimates ( 4 ) | 0 | -0.1636 | -0.2338 | -0.8968 | -0.2959 | 0 | 0 |
| (p-val) | (NA ) | (0.1459 ) | (0.0397 ) | (0 ) | (0.008 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | -0.213 | -1.0965 | -0.2983 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0641 ) | (0 ) | (0.0071 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -1.0753 | -0.3072 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0054 ) | (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 |
| 1.74516287720898 |
| -3.09947150756036 |
| 9.09686646163888 |
| -4.45361890526359 |
| 0.775671740739579 |
| 2.33534532971458 |
| 3.54944497732155 |
| -0.225001981664065 |
| 4.00744322922146 |
| -1.61169782578658 |
| -3.7863875398205 |
| 5.38517975880609 |
| 2.79817533857877 |
| 2.54522306372143 |
| 1.52331003476411 |
| 4.57969898160713 |
| -3.24950318525099 |
| 1.77493313764438 |
| -6.25593327808166 |
| 18.5797888276846 |
| 3.70423016574412 |
| -15.7970548909273 |
| 4.34190080750114 |
| -1.81882636841852 |
| 1.65824706730585 |
| 5.74283594408331 |
| -7.28261488285936 |
| 1.60466088501242 |
| 3.6038751537521 |
| 4.188201255873 |
| -21.4296249784964 |
| 0.888039500001784 |
| 6.94724847449436 |
| 10.6023695049935 |
| 0.678517462027918 |
| -0.773396219920421 |
| 0.858207286705787 |
| -2.67886490430067 |
| 3.14272080734042 |
| -5.01279741787065 |
| 3.03670147901000 |
| 0.970213861363316 |
| -6.01635458416494 |
| -3.03597877423702 |
| -8.64498375767092 |
| -3.73705120363963 |
| 3.45002468582715 |
| -2.79683189279999 |
| -1.33320028793739 |
| -0.063240056230617 |
| -8.39882860545476 |
| -0.327293766652102 |
| 0.635738575706869 |
| -12.0981192625041 |
| 6.57247874454778 |
| 3.56538470560018 |
| 4.81867390893546 |
| -1.03481174140224 |
| -5.26599548825853 |
| -8.97252969345079 |
| -0.675723728967029 |
| 0.406851809104629 |
| -4.60020335011469 |
| 1.70965877653393 |
| -2.88436307989640 |
| -1.89454758974537 |
| -5.39192743577153 |
| -1.01884550950150 |
| -8.7233693536286 |
| 1.13443758163274 |
| 0.820221853220625 |
| -2.98357724915607 |
| 1.22766262863626 |
| -2.2537088255134 |
| 6.36676086893995 |
| 6.46393712705403 |
| -2.5103119437975 |
| -1.78052864796294 |
| -1.55018013971135 |
