| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0116 | 0.4172 | 0.5344 | 0.2074 | 0.197 | -0.1089 | -1 |
| (p-val) | (0.9519 ) | (0.001 ) | (0 ) | (0.3509 ) | (0.2102 ) | (0.5129 ) | (0 ) |
| Estimates ( 2 ) | 0 | 0.4221 | 0.5395 | 0.2185 | 0.1972 | -0.1094 | -1 |
| (p-val) | (NA ) | (0 ) | (0 ) | (0.0727 ) | (0.2096 ) | (0.5104 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0.4135 | 0.5437 | 0.1965 | 0.2128 | 0 | -0.9999 |
| (p-val) | (NA ) | (0 ) | (0 ) | (0.0954 ) | (0.1805 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0 | 0.4066 | 0.5658 | 0.1756 | 0 | 0 | -1 |
| (p-val) | (NA ) | (0 ) | (0 ) | (0.1315 ) | (NA ) | (NA ) | (1e-04 ) |
| Estimates ( 5 ) | 0 | 0.4066 | 0.5605 | 0 | 0 | 0 | -0.9999 |
| (p-val) | (NA ) | (0 ) | (0 ) | (NA ) | (NA ) | (NA ) | (0.0048 ) |
| 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 |
| 0.0944985939253604 |
| -7.72191235629875 |
| -4.64441012652141 |
| -4.73791560580633 |
| 10.9221744276889 |
| 3.93819012139606 |
| 0.217165058253773 |
| -0.546225175870054 |
| -1.51606080069286 |
| 1.61603429974475 |
| 2.43188925997807 |
| -2.69863899454302 |
| -2.90831221040606 |
| -3.11267880312885 |
| -1.14398506246326 |
| -8.18910265750995 |
| 3.0891599314356 |
| 1.53058845949042 |
| -0.225623814948260 |
| 3.39392928272683 |
| -5.50719930472644 |
| 1.08526296460453 |
| -3.02312565670432 |
| -0.542242851144669 |
| 6.19565622059438 |
| -0.7529428964069 |
| -1.86747432723068 |
| 5.54331732791317 |
| 9.6919170596101 |
| -3.95532676012909 |
| 3.30067489218840 |
| 3.12803524778705 |
| 6.82319713184219 |
| -1.52737704121386 |
| -4.42178684605833 |
| -5.87318923472684 |
| 3.94600796757645 |
| 0.579128091364550 |
| -0.621736963627162 |
| -1.22090153160141 |
| 1.14345360772360 |
| -5.20981200740876 |
| 12.8175744072914 |
| -5.25269439294019 |
| -0.243267243646091 |
| -0.849575130109557 |
| -6.95986600363832 |
| 4.91063683690146 |
| 6.51302650206276 |
| 4.70544605504426 |
| -1.36128710933276 |
| 4.88319892838794 |
| -7.03434687566611 |
| 7.72079757653553 |
| 4.09328448065234 |
| -4.39650502320623 |
| -5.11279519388603 |
| 5.18483066889752 |
| 9.53154583082572 |
| 6.88691186966862 |
| -2.34826422051397 |
| 3.21073507912891 |
| -4.80222636179204 |
| 0.185430642158235 |
| -4.43930564525994 |
| 3.74719600653838 |
| 2.77783327370233 |
| 4.41924145883991 |
| 0.371081019400423 |
