| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1148 | 0.2252 | -0.0568 | -0.6446 | 0.8508 | -0.0045 | -0.9998 |
| (p-val) | (0.7347 ) | (0.3037 ) | (0.6799 ) | (0.0467 ) | (0 ) | (0.9785 ) | (0.1629 ) |
| Estimates ( 2 ) | 0.114 | 0.2244 | -0.057 | -0.6438 | 0.851 | 0 | -0.999 |
| (p-val) | (0.7365 ) | (0.3033 ) | (0.6781 ) | (0.0468 ) | (0 ) | (NA ) | (0.1407 ) |
| Estimates ( 3 ) | 0 | 0.1701 | -0.0639 | -0.5397 | 0.8469 | 0 | -1 |
| (p-val) | (NA ) | (0.2306 ) | (0.6226 ) | (1e-04 ) | (0 ) | (NA ) | (0.1379 ) |
| Estimates ( 4 ) | 0 | 0.1767 | 0 | -0.5525 | 0.8355 | 0 | -0.9989 |
| (p-val) | (NA ) | (0.2103 ) | (NA ) | (1e-04 ) | (0 ) | (NA ) | (0.1325 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -0.4971 | 0.8385 | 0 | -0.9996 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (NA ) | (0.2681 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -0.507 | -0.0824 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.5088 ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | -0.5148 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
| 0.100199936592029 |
| -0.355509514495376 |
| -1.12809093150284 |
| 1.22855544344995 |
| -0.277587624497157 |
| -0.538918209025291 |
| 0.922709807394086 |
| -1.12677688678120 |
| 0.425353009400795 |
| 2.30849714905944 |
| -1.42078543124169 |
| -0.122360326474015 |
| 0.160844953627731 |
| -0.85107196598065 |
| 0.98622027114641 |
| 0.648235322580585 |
| 2.55442759210818 |
| -0.437926111674852 |
| -0.223121016507081 |
| -1.54498458859778 |
| 0.59913425235143 |
| 2.97682574174265 |
| 1.69491998445893 |
| 0.508746897143808 |
| 0.874409740148583 |
| -2.0308631192462 |
| -1.10599024762969 |
| -1.86071920218125 |
| -1.95379692389162 |
| -6.13065134823173 |
| 4.38361709191112 |
| 0.51528180880971 |
| 3.56838085380122 |
| 1.61515244180181 |
| -1.24817723227299 |
| 2.03422773963833 |
| -3.0192295450604 |
| 3.77150004515020 |
| 1.19560636567942 |
| 0.59901183279949 |
| -0.0952103268464697 |
| 0.0396479988017830 |
| 0.438223748995469 |
| 3.69030615797979 |
| 0.0346580691892484 |
| -1.21539547057888 |
| 0.510739716820552 |
| 1.58146101915828 |
| 1.9638680481372 |
| -0.0510605085128617 |
| 2.21642168008624 |
| 0.531931651455508 |
| 0.14495584648229 |
| 0.514698464470385 |
| -0.155539463085688 |
| 0.217842972734303 |
| 0.237368471651962 |
| 0.321442326848612 |
| 0.670107365484128 |
| -0.969608364319555 |
| 1.33204878183314 |
