| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -1.0939 | -0.4848 | -0.2012 | 0.6773 | 0.1807 | -0.0483 | -0.9996 |
| (p-val) | (0.002 ) | (0.022 ) | (0.1167 ) | (0.0411 ) | (0.3199 ) | (0.7879 ) | (0.0094 ) |
| Estimates ( 2 ) | -1.0903 | -0.4879 | -0.2051 | 0.6732 | 0.1965 | 0 | -1.0003 |
| (p-val) | (0.0021 ) | (0.021 ) | (0.1077 ) | (0.0437 ) | (0.2568 ) | (NA ) | (0.0032 ) |
| Estimates ( 3 ) | -1.0815 | -0.4918 | -0.2244 | 0.6908 | 0 | 0 | -0.8 |
| (p-val) | (0.0012 ) | (0.0141 ) | (0.074 ) | (0.0279 ) | (NA ) | (NA ) | (0.0097 ) |
| Estimates ( 4 ) | -0.1416 | -0.1239 | 0 | -0.2536 | 0 | 0 | -0.7581 |
| (p-val) | (0.765 ) | (0.5507 ) | (NA ) | (0.595 ) | (NA ) | (NA ) | (0.0057 ) |
| Estimates ( 5 ) | 0 | -0.0709 | 0 | -0.3893 | 0 | 0 | -0.7438 |
| (p-val) | (NA ) | (0.5877 ) | (NA ) | (0.002 ) | (NA ) | (NA ) | (0.0039 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -0.4163 | 0 | 0 | -0.7325 |
| (p-val) | (NA ) | (NA ) | (NA ) | (6e-04 ) | (NA ) | (NA ) | (0.0048 ) |
| 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 |
| -0.353141785873333 |
| 0.297625082914028 |
| 0.0983082341451053 |
| 0.139925359720014 |
| -0.0260304190043681 |
| 0.236131684625029 |
| 0.326810904705451 |
| 0.304522961026926 |
| -0.266095559362935 |
| 0.229299123788872 |
| 0.145396077248178 |
| -0.0120680227813118 |
| 0.0167707279435498 |
| 0.172565326493242 |
| 0.520764957896424 |
| -0.564296215677455 |
| -0.230921780543540 |
| -0.0138191802015432 |
| -1.15680622087539 |
| 0.92598803735128 |
| -0.122893896996954 |
| 0.224532165198467 |
| 1.02007953756655 |
| 0.0835680378141303 |
| -0.181444838820578 |
| -0.642504638141853 |
| 0.030745797949004 |
| 0.99709309689737 |
| -0.385288502061857 |
| -1.04501192852996 |
| 0.704231993309034 |
| -0.819403681428793 |
| 0.2680213794147 |
| 0.337241677254852 |
| 0.122000761135222 |
| -0.0448107190759029 |
| -0.389854299691109 |
| -0.542850143364294 |
| -0.321942764154399 |
| 0.658530922531208 |
| 0.185960548979588 |
| 0.140541899053088 |
| 0.471770768598889 |
| 0.448479867256107 |
| -0.910965941432168 |
| 1.44104675420351 |
| 0.254841993686707 |
| 0.537656369415728 |
| -0.451661850154859 |
| 1.83929812376325 |
| 0.409184982330585 |
| 0.883348997545513 |
| 0.47688364584094 |
| 0.531002300298511 |
| 0.125164005321047 |
| -0.234002081775168 |
| -0.701515355453374 |
| -0.796145550167739 |
| -0.712624468610088 |
| -0.288086134808876 |
| 0.870649053749649 |
| 1.19817509632766 |
| 0.049331213192933 |
| -1.48117575003464 |
| 1.38706787975937 |
| 0.850000050848651 |
| 0.305738416961904 |
| 0.125360765731568 |
