| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3471 | 0.1663 | 0.1584 | 0.5981 | 0.0487 | 0.526 | -0.8566 |
| (p-val) | (0.3576 ) | (0.334 ) | (0.3052 ) | (0.1044 ) | (0.9059 ) | (0.1158 ) | (0.0328 ) |
| Estimates ( 2 ) | -0.3409 | 0.1639 | 0.1614 | 0.5896 | 0 | 0.4913 | -0.8133 |
| (p-val) | (0.3582 ) | (0.3338 ) | (0.293 ) | (0.1 ) | (NA ) | (0.0016 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0.0961 | 0.1333 | 0.2554 | 0 | 0.5019 | -0.8265 |
| (p-val) | (NA ) | (0.5114 ) | (0.4225 ) | (0.088 ) | (NA ) | (0.001 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0 | 0.1157 | 0.2291 | 0 | 0.5055 | -0.8079 |
| (p-val) | (NA ) | (NA ) | (0.4707 ) | (0.0847 ) | (NA ) | (9e-04 ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0.2149 | 0 | 0.5041 | -0.7654 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.1117 ) | (NA ) | (8e-04 ) | (0 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | 0 | 0.5262 | -0.746 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (6e-04 ) | (0 ) |
| 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 |
| 0.0963998702089473 |
| 3.68776849361799 |
| -2.21255748827435 |
| -7.20539944007456 |
| -7.023891220501 |
| -7.61148340355811 |
| -3.99320973953091 |
| 6.89080433018175 |
| 4.29343380939718 |
| 7.62272567916079 |
| -11.6843627244492 |
| -0.535869903617174 |
| 4.04039602192003 |
| 2.32019809603990 |
| 9.33968250429729 |
| -2.53778924222572 |
| -1.01815086767597 |
| 12.8776109208021 |
| -8.42487576488816 |
| 2.83410372215247 |
| -0.471503171874632 |
| -4.91856672164707 |
| 7.16052036556875 |
| 6.998877306551 |
| 1.22749287747846 |
| 1.66434155208273 |
| -4.36846797387122 |
| -2.09547670954011 |
| 4.81586323198283 |
| -4.48888699863318 |
| -8.48643331579231 |
| 2.89866303275703 |
| 5.27231601243985 |
| -2.56938765772798 |
| 2.36292159333768 |
| -6.05726375617971 |
| 4.66991235080987 |
| 0.262121137580347 |
| 5.3112374408186 |
| -7.91592347989297 |
| 6.18741413248122 |
| 0.747779670353935 |
| -1.40792915135314 |
| 4.52258059154915 |
| 0.456098235973329 |
| 13.4046188187457 |
| 4.19387306989446 |
| 2.69556495773171 |
| 8.39583369915604 |
| 4.06972911185789 |
| 1.66853211858185 |
| 1.26029425179894 |
| -1.31856162906204 |
| 3.42176579549080 |
| 4.38702403425957 |
| 3.14027069254159 |
