| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.5809 | 0.5766 | 0.5037 | 0.9999 | 0.1054 | 0.1285 | -1 |
| (p-val) | (0 ) | (2e-04 ) | (4e-04 ) | (0.0014 ) | (0.641 ) | (0.5119 ) | (0.0113 ) |
| Estimates ( 2 ) | -0.5748 | 0.5889 | 0.5187 | 1.0002 | 0 | 0.0916 | -0.9966 |
| (p-val) | (0 ) | (1e-04 ) | (2e-04 ) | (0.0416 ) | (NA ) | (0.5973 ) | (0.2393 ) |
| Estimates ( 3 ) | -0.5699 | 0.5953 | 0.5055 | 0.9999 | 0 | 0 | -0.9865 |
| (p-val) | (0 ) | (1e-04 ) | (2e-04 ) | (0.0022 ) | (NA ) | (NA ) | (0.7581 ) |
| Estimates ( 4 ) | -0.6146 | 0.4588 | 0.3472 | 1 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.0027 ) | (0.009 ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| 0.084299365852926 |
| -15.5692124815993 |
| -6.9953619930182 |
| -2.07575919037298 |
| 6.06472185178652 |
| 3.10063183929146 |
| -7.27872604143293 |
| 11.9305592423578 |
| -15.1800926797913 |
| -4.96965957564265 |
| -3.06184332688462 |
| 5.17876413221274 |
| -2.29638814463019 |
| -1.85853257792512 |
| -8.74637895628288 |
| -8.02346934029272 |
| 4.80319999595127 |
| 3.90173526693944 |
| -11.3069080265042 |
| 4.26225040152088 |
| -6.88628010104842 |
| 4.12797896412461 |
| 4.24824928932737 |
| -5.91811547446539 |
| -2.62127541719435 |
| -5.11947651478644 |
| -6.19169292552164 |
| 1.57682830128841 |
| 6.93381888926023 |
| 1.30435330636300 |
| 0.701451547474772 |
| 18.1487693268603 |
| -13.6251962127511 |
| -8.9684198944174 |
| -3.48024416476534 |
| 0.133268755660886 |
| 0.156896176204026 |
| -1.28412130463800 |
| -8.4586972345603 |
| -2.91518278408049 |
| 0.150465578819962 |
| 3.86877987666889 |
| 7.70993797103159 |
| -4.11650976301151 |
| -2.74475852656699 |
| 3.19286810860467 |
| -6.2212027713738 |
| 1.25489355791219 |
| 4.23585013027417 |
| 0.153440583363572 |
| -2.05719003274709 |
| 2.14422869581576 |
| -1.68156215590428 |
| 5.0318450949173 |
| 2.24823311061623 |
| -6.58372573676435 |
| -2.85420176875137 |
| 5.0379752614482 |
| 4.43711208741108 |
| -0.675511401722624 |
| -2.50684702275299 |
| 2.35909448398834 |
| -6.31849429304567 |
| -3.81949862816358 |
| 2.17307118170725 |
| 4.13663986179168 |
| -6.96229654560136 |
| 5.28008601863276 |
| 4.2774558989149 |
