| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2205 | 0.2292 | 0.5448 | -0.2711 | 0.3682 | -0.0489 | -0.9859 |
| (p-val) | (0.272 ) | (0.1304 ) | (0.0018 ) | (0.2303 ) | (0.1668 ) | (0.8542 ) | (0.1268 ) |
| Estimates ( 2 ) | 0.2271 | 0.2224 | 0.5429 | -0.2844 | 0.382 | 0 | -1.0003 |
| (p-val) | (0.266 ) | (0.1361 ) | (0.0019 ) | (0.1949 ) | (0.1206 ) | (NA ) | (0.0835 ) |
| Estimates ( 3 ) | 0 | 0.2868 | 0.6291 | -0.0812 | 0.4041 | 0 | -0.9976 |
| (p-val) | (NA ) | (0.028 ) | (0 ) | (0.6369 ) | (0.099 ) | (NA ) | (0.2627 ) |
| Estimates ( 4 ) | 0 | 0.277 | 0.6139 | 0 | 0.4323 | 0 | -1 |
| (p-val) | (NA ) | (0.0267 ) | (0 ) | (NA ) | (0.0678 ) | (NA ) | (0.0893 ) |
| Estimates ( 5 ) | 0 | 0.2086 | 0.5896 | 0 | -0.2595 | 0 | 0 |
| (p-val) | (NA ) | (0.0762 ) | (0 ) | (NA ) | (0.1173 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0.1944 | 0.5537 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.1017 ) | (0 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0.627 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0 ) | (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 |
| 0.335798246981919 |
| -16.0019862989887 |
| 8.09013558173408 |
| 24.3679430894281 |
| -3.75834514047291 |
| -11.7999666892530 |
| 18.5128768659379 |
| 17.0094463779967 |
| -6.23759987586705 |
| 13.0252541879829 |
| -0.481096915650829 |
| 21.8869238780417 |
| 4.5726797888838 |
| 0.318478576364215 |
| 0.62824983958387 |
| -1.66009829381936 |
| 6.43672802174893 |
| -6.42369537365852 |
| -18.4544024441085 |
| -11.9947604261839 |
| 5.76559291194178 |
| 4.95249050555236 |
| -16.7217011565145 |
| -3.82128879771369 |
| -1.87616143659903 |
| -14.4317434201171 |
| 5.92847003030585 |
| -4.52167509894394 |
| 21.9746427429711 |
| 15.2289872894771 |
| 32.1743438536929 |
| -17.5337585719629 |
| 27.6801933657449 |
| -3.22024556597518 |
| 8.67508328964993 |
| -12.7705950741141 |
| 1.05842917826362 |
| 34.5753661507296 |
| 14.0401639210457 |
| -0.240674071284559 |
| -1.97812761010863 |
| -0.5790905388277 |
| -1.96068187550173 |
| 9.40889574645229 |
| -9.0695235928709 |
| 8.85641241145896 |
| 19.7122634919136 |
| 9.57715239845709 |
| -23.3839507656072 |
