| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.3155 | 0.0954 | -0.1524 | -1 | 0.9583 | -0.0993 | -1 |
| (p-val) | (0.0095 ) | (0.431 ) | (0.1972 ) | (0 ) | (0 ) | (0.4766 ) | (0.0377 ) |
| Estimates ( 2 ) | 0.3299 | 0.1022 | -0.1616 | -1 | -0.4424 | 0 | 0.4851 |
| (p-val) | (0.0059 ) | (0.399 ) | (0.1689 ) | (0 ) | (0.7631 ) | (NA ) | (0.7362 ) |
| Estimates ( 3 ) | 0.3321 | 0.1023 | -0.166 | -1 | 0 | 0 | 0.0357 |
| (p-val) | (0.0055 ) | (0.3986 ) | (0.1531 ) | (0 ) | (NA ) | (NA ) | (0.7688 ) |
| Estimates ( 4 ) | 0.3311 | 0.1032 | -0.1633 | -1 | 0 | 0 | 0 |
| (p-val) | (0.0056 ) | (0.3944 ) | (0.159 ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.3598 | 0 | -0.1343 | -1 | 0 | 0 | 0 |
| (p-val) | (0.0019 ) | (NA ) | (0.2262 ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0.3433 | 0 | 0 | -1 | 0 | 0 | 0 |
| (p-val) | (0.0031 ) | (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 |
| -0.131703949488241 |
| 0.650221218712953 |
| 0.708619541231153 |
| 1.15189888648611 |
| 0.92795346052633 |
| 0.820272099691422 |
| 0.59701279025755 |
| -0.874444509669905 |
| -1.15689334532969 |
| -0.90726345646645 |
| -1.52772188067448 |
| -1.60235118380401 |
| -0.434499302897687 |
| 0.233423658591375 |
| 0.955006991042426 |
| 1.08895679644524 |
| 0.0213164451712171 |
| -0.251024383696277 |
| -0.962377844887942 |
| -1.04771469916842 |
| 0.210213145114901 |
| 0.220402323024296 |
| -0.150887540472023 |
| 0.342205772325411 |
| 0.497312778193704 |
| 0.197892122681569 |
| -0.484445881652957 |
| -0.943270106317603 |
| 0.328926573299883 |
| -0.239948377191577 |
| -1.08929818725596 |
| 0.246670713029468 |
| 1.67939275812093 |
| 0.983732125939653 |
| 0.94023981147511 |
| 0.398737077049314 |
| -1.38640398144318 |
| -0.913044095246163 |
| 0.493109188909836 |
| -10.9590379542300 |
| 2.39490112585439 |
| -0.324688887259973 |
| -0.248327802135143 |
| 1.48822249469402 |
| 1.12975018704107 |
| -0.746304360378691 |
| -1.51835072811906 |
| -0.485267256160495 |
| 0.686715248877707 |
| 0.371860912209963 |
| -0.354523239280453 |
| 0.178017486712825 |
| 0.205499843186931 |
| -0.472593234584841 |
| -0.236691184736898 |
| -0.628822777835501 |
| -0.654015123673144 |
| 0.780904632388044 |
| 0.908870071897444 |
| -0.261955326998316 |
| -0.741734281253276 |
| -0.378702863370283 |
| -0.0600499264623254 |
| -0.632792229092953 |
| -0.330733831018868 |
| 0.549372975976146 |
| -0.316531741113801 |
| -0.602904512189079 |
| 0.300131306129289 |
| 0.809057798843294 |
| 0.246495855130068 |
| 0.394525893499319 |
| 0.694409890789443 |
