| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.25 | -0.1675 | 0.1437 | 0.0091 | -0.4774 | 0.071 | 1 |
| (p-val) | (0.5192 ) | (0.2265 ) | (0.2244 ) | (0.981 ) | (0.0014 ) | (0.5964 ) | (0.0049 ) |
| Estimates ( 2 ) | 0.2589 | -0.1696 | 0.1449 | 0 | -0.4772 | 0.0709 | 1 |
| (p-val) | (0.0137 ) | (0.1089 ) | (0.1702 ) | (NA ) | (0.0014 ) | (0.5966 ) | (0.005 ) |
| Estimates ( 3 ) | 0.259 | -0.1652 | 0.1453 | 0 | -0.4771 | 0 | 0.9977 |
| (p-val) | (0.0137 ) | (0.1178 ) | (0.1706 ) | (NA ) | (0.0013 ) | (NA ) | (0.404 ) |
| Estimates ( 4 ) | 0.2433 | -0.1733 | 0.1196 | 0 | 0.268 | 0 | 0 |
| (p-val) | (0.0208 ) | (0.1009 ) | (0.2517 ) | (NA ) | (0.0159 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.2249 | -0.1457 | 0 | 0 | 0.2522 | 0 | 0 |
| (p-val) | (0.0315 ) | (0.1591 ) | (NA ) | (NA ) | (0.0242 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0.1966 | 0 | 0 | 0 | 0.2411 | 0 | 0 |
| (p-val) | (0.0569 ) | (NA ) | (NA ) | (NA ) | (0.0325 ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0.2472 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.03 ) | (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 |
| 0.0994999450560806 |
| 1.99825717723176 |
| 1.83154705441599 |
| 2.18159297723750 |
| 1.13479848700392 |
| -6.4383862528326 |
| -6.7562866020035 |
| -0.570920016403313 |
| 6.33952556826501 |
| -3.97873832972808 |
| 3.65518039778561 |
| 5.00044220689015 |
| -7.02743002814152 |
| -5.9679326844558 |
| -1.05781087858395 |
| -1.96859206140589 |
| 2.9718426116535 |
| 4.82969463140748 |
| 8.93178086894453 |
| -2.3305923824111 |
| -6.69827566269135 |
| -3.16986370774535 |
| 2.51301553536254 |
| -4.01863051311034 |
| 2.37376209991675 |
| 0.367785790036479 |
| 4.42223875795675 |
| 1.23811104913759 |
| 1.88126219634435 |
| 2.93148171890854 |
| 7.20586257017581 |
| -1.63005325257356 |
| 0.594309441143565 |
| -3.55972260988365 |
| 3.69863370335997 |
| -0.539244385059902 |
| 0.241041065595866 |
| 1.76753139714410 |
| -2.24578453534221 |
| 4.66129717830692 |
| 4.73336932470008 |
| -3.33297550033502 |
| -9.3234256467695 |
| -1.20867773502832 |
| 10.8835489931251 |
| -14.8850604685332 |
| 3.91093285769709 |
| 0.298941929863830 |
| -1.03448704490873 |
| 1.49547922744095 |
| 8.15870856495184 |
| -1.23772534016017 |
| 3.14896856264022 |
| 3.9043154716677 |
| -3.35785658770864 |
| -3.49374770512858 |
| -9.25346292379078 |
| -0.951641054666695 |
| 0.932209604490978 |
| 1.22123149867532 |
| -2.04888656736102 |
| 1.74289907816103 |
| 15.0494923575221 |
| -4.98550826411743 |
| 2.44257438021663 |
| 8.2713433232319 |
| -1.78033952689222 |
| -10.3398446324173 |
| -5.03214663708356 |
| 1.10826186805551 |
| 0.638187445170956 |
| 3.54782757037275 |
| -1.63760150600390 |
| -0.753651967078596 |
| -5.08799233544858 |
| -0.378034251565197 |
| 3.30634354460385 |
| -3.43422164024012 |
| 0.323260117792316 |
| -2.4808409451107 |
| 1.74276457243367 |
| 8.8891156147163 |
| 10.9117556027005 |
| -4.66216798511671 |
| 8.46303294471807 |
| 8.64074012324824 |
| -1.44365618249944 |
| -4.0770642141639 |
| 8.06322775217745 |
| 9.0889200099688 |
| 2.35269823813752 |
| -0.290884375500326 |
| 0.103410219717261 |
