| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.4483 | 0.8333 | 0.5883 | 1 | 0.3117 | 0.3673 | -0.9999 |
| (p-val) | (0.0016 ) | (0 ) | (2e-04 ) | (0 ) | (0.4698 ) | (0.3409 ) | (0.0703 ) |
| Estimates ( 2 ) | 0.3101 | 0.3537 | 0.3251 | -0.0723 | 0 | 0.1572 | -0.6494 |
| (p-val) | (0.7286 ) | (0.3929 ) | (0.5417 ) | (0.9405 ) | (NA ) | (0.5798 ) | (0.1998 ) |
| Estimates ( 3 ) | 0.2452 | 0.3825 | 0.3617 | 0 | 0 | 0.1573 | -0.6757 |
| (p-val) | (0.1434 ) | (0.0149 ) | (0.0443 ) | (NA ) | (NA ) | (0.5805 ) | (0.0856 ) |
| Estimates ( 4 ) | 0.2342 | 0.3923 | 0.3678 | 0 | 0 | 0 | -0.7062 |
| (p-val) | (0.1564 ) | (0.0112 ) | (0.0376 ) | (NA ) | (NA ) | (NA ) | (0.1117 ) |
| Estimates ( 5 ) | 0 | 0.491 | 0.5057 | 0 | 0 | 0 | -0.755 |
| (p-val) | (NA ) | (6e-04 ) | (4e-04 ) | (NA ) | (NA ) | (NA ) | (0.0178 ) |
| 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 |
| 0.113594566200521 |
| -0.970421983644229 |
| 0.866824768341399 |
| 8.82996371967137 |
| 2.31406113774513 |
| 2.80321867491826 |
| 3.44517442069126 |
| -1.41910874274129 |
| 2.78284420598674 |
| 2.18258515701947 |
| 1.22508680266925 |
| 4.81867349295226 |
| 5.97558570865055 |
| -4.98688856366749 |
| -2.68789120002633 |
| -0.0400778102306022 |
| 6.64082133956298 |
| -0.545887000343177 |
| 3.20695293758174 |
| -5.05855577809736 |
| 4.52029815261354 |
| 1.90597668721327 |
| -9.11155587071804 |
| 4.94683168446554 |
| 5.22551776038647 |
| 8.27794369983137 |
| 3.02066547196251 |
| 8.33579381744882 |
| -5.84761367228622 |
| 7.42682093033261 |
| 6.49661540701886 |
| -5.27932740485275 |
| -3.84693004162808 |
| -6.31080358544585 |
| 6.23739070150029 |
| 2.11162045429064 |
| -2.65323681858853 |
