| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2604 | 0.5869 | 0.476 | 0.5272 | 0.1818 | 0.3001 | -1 |
| (p-val) | (0.3481 ) | (1e-04 ) | (0.0026 ) | (0.0732 ) | (0.3443 ) | (0.1138 ) | (7e-04 ) |
| Estimates ( 2 ) | 0 | 0.4983 | 0.3521 | 0.2787 | 0.1773 | 0.3025 | -1.0001 |
| (p-val) | (NA ) | (0 ) | (0.0013 ) | (0.0282 ) | (0.36 ) | (0.111 ) | (9e-04 ) |
| Estimates ( 3 ) | 0 | 0.5058 | 0.354 | 0.2708 | 0 | 0.2124 | -0.7672 |
| (p-val) | (NA ) | (0 ) | (0.0012 ) | (0.0325 ) | (NA ) | (0.1924 ) | (0.0034 ) |
| Estimates ( 4 ) | 0 | 0.4983 | 0.3353 | 0.3063 | 0 | 0 | -0.7116 |
| (p-val) | (NA ) | (0 ) | (0.0025 ) | (0.0146 ) | (NA ) | (NA ) | (0.0025 ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| 0.103629015429693 |
| -1.38719450252323 |
| 5.61123992463894 |
| 7.20959250471002 |
| -1.4412795564029 |
| -4.55536704213346 |
| 2.52256861184082 |
| 5.19137273735214 |
| 5.56687498442453 |
| 7.50145145598072 |
| 7.36260255981194 |
| 0.710837613326727 |
| 1.44693767740812 |
| -2.09538431183519 |
| 9.45899050434128 |
| -0.345781282380467 |
| 2.83547110049297 |
| 5.72161907380826 |
| -5.82166520075384 |
| 21.7903164018155 |
| -5.61822088802129 |
| 16.2392406981311 |
| -11.0747796194368 |
| -3.16951569492248 |
| 11.2628915940615 |
| -1.51804011735554 |
| -1.02800861597565 |
| -1.15316198677240 |
| -4.64900807752581 |
| 5.35992123685094 |
| -0.410069603769255 |
| 9.51263873936654 |
| 27.8350273661266 |
| 22.2287822243477 |
| -16.169176358222 |
| 7.24326211765695 |
| -22.2360653126020 |
| -17.9505375876280 |
| -0.330137560648876 |
| -0.865731927506234 |
| 2.85676048516139 |
| 3.68747095330296 |
| -6.28588111334586 |
| 2.34253384545112 |
| -6.81252722718314 |
| -8.9588986252695 |
| -5.47847166640829 |
| 19.1585988673714 |
| 1.47689565449728 |
| 6.46481188561797 |
| 4.18761469045266 |
| -11.40559491421 |
| 5.3757358763696 |
| 3.02888100089928 |
| -5.47442062496651 |
| -4.79846827545916 |
| 6.29093893567111 |
| -5.87548228433303 |
| 6.66677277883709 |
| -14.7210482750559 |
| -14.8025679792510 |
