| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0163 | 0.1675 | 0.5927 | 0.2817 | 0.247 | -0.2117 | -0.9998 |
| (p-val) | (0.9333 ) | (0.2125 ) | (3e-04 ) | (0.238 ) | (0.3214 ) | (0.4004 ) | (0.2942 ) |
| Estimates ( 2 ) | 0 | 0.1719 | 0.5944 | 0.2973 | 0.2501 | -0.2082 | -1 |
| (p-val) | (NA ) | (0.1651 ) | (2e-04 ) | (0.0387 ) | (0.3104 ) | (0.4032 ) | (0.3036 ) |
| Estimates ( 3 ) | 0 | 0.1568 | 0.6043 | 0.2833 | 0.3247 | 0 | -1 |
| (p-val) | (NA ) | (0.1818 ) | (0 ) | (0.0492 ) | (0.156 ) | (NA ) | (0.0281 ) |
| Estimates ( 4 ) | 0 | 0 | 0.6303 | 0.257 | 0.3624 | 0 | -1.0001 |
| (p-val) | (NA ) | (NA ) | (0 ) | (0.0491 ) | (0.1259 ) | (NA ) | (0.0379 ) |
| Estimates ( 5 ) | 0 | 0 | 0.6538 | 0.2521 | 0 | 0 | -0.4992 |
| (p-val) | (NA ) | (NA ) | (0 ) | (0.0588 ) | (NA ) | (NA ) | (0.0462 ) |
| Estimates ( 6 ) | 0 | 0 | 0.6992 | 0 | 0 | 0 | -0.5358 |
| (p-val) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) | (0.048 ) |
| 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 |
| 0.108699588723007 |
| 8.879221680443 |
| -2.38622693004227 |
| 2.12212358316775 |
| -5.88855372536318 |
| 2.61205900379300 |
| 6.59044789281267 |
| 3.88985631600632 |
| -8.60434685272508 |
| -6.20045562960431 |
| 0.865678801879635 |
| 3.03299606686547 |
| -4.68612673616274 |
| -2.46398791185634 |
| -5.26508428036399 |
| 9.82473497416115 |
| -4.90378884985595 |
| -0.470695991856932 |
| -1.62226170575691 |
| -9.82242519387847 |
| -0.675438112521266 |
| -1.93318040297174 |
| 2.45440217854425 |
| 2.87581380698347 |
| 7.72952145467294 |
| -19.5358476318930 |
| -6.43234506090497 |
| -8.51991626722797 |
| -0.841201180845208 |
| -1.52715981045970 |
| -3.31001389908287 |
| -0.0133079130916691 |
| 4.96834051365991 |
| -3.77848665891291 |
| -2.65765755329985 |
| -5.11592763420744 |
| -1.39398080549710 |
| -6.31549124026391 |
| 1.69683933813449 |
| 2.29765798418845 |
| -0.84125320031078 |
| 0.470121024070469 |
| -7.67091967400762 |
| 5.94979301000816 |
| -1.54302504403254 |
| -1.33417187068562 |
| -1.45174374774696 |
| -1.85282487966052 |
| 0.848617812456255 |
