| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3847 | 0.0096 | -0.115 | 0.5815 | 0.201 | 0.31 | -0.3308 |
| (p-val) | (0.4875 ) | (0.952 ) | (0.3353 ) | (0.2883 ) | (0.6754 ) | (0.0219 ) | (0.5271 ) |
| Estimates ( 2 ) | -0.3658 | 0 | -0.1152 | 0.5606 | 0.1964 | 0.3094 | -0.3252 |
| (p-val) | (0.4347 ) | (NA ) | (0.3547 ) | (0.1934 ) | (0.6795 ) | (0.0218 ) | (0.5289 ) |
| Estimates ( 3 ) | -0.3695 | 0 | -0.1214 | 0.5691 | 0 | 0.2846 | -0.12 |
| (p-val) | (0.4136 ) | (NA ) | (0.3179 ) | (0.1712 ) | (NA ) | (0.0232 ) | (0.278 ) |
| Estimates ( 4 ) | 0 | 0 | -0.0657 | 0.2226 | 0 | 0.2865 | -0.132 |
| (p-val) | (NA ) | (NA ) | (0.5586 ) | (0.0625 ) | (NA ) | (0.0223 ) | (0.232 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0.2181 | 0 | 0.2896 | -0.1265 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.06 ) | (NA ) | (0.0197 ) | (0.2508 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0.1977 | 0 | 0.27 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0928 ) | (NA ) | (0.0272 ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0.255 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0386 ) | (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 |
| 0.0920999483895251 |
| -0.661235159527426 |
| -0.545390217690751 |
| 1.84083710495651 |
| 1.46560381902488 |
| -0.385977545699043 |
| -6.66380275713979 |
| -0.0308537217038178 |
| 2.99099773948675 |
| -6.07956277426519 |
| -3.32380776514134 |
| -2.13534220368013 |
| 4.17726687644521 |
| -1.88483511225136 |
| 4.32032586117556 |
| 5.01955700566159 |
| -1.18473828988472 |
| -3.52102075156362 |
| -0.459480935761315 |
| 1.05369157570743 |
| 9.13157352610061 |
| 4.26114136236761 |
| -7.87121212228509 |
| 1.55581634456701 |
| -10.8887360210219 |
| 8.25296805537383 |
| -1.83997332562592 |
| -7.62224825377655 |
| -5.40632098557146 |
| 2.59560800098151 |
| 3.37669355477046 |
| 2.51051188643414 |
| -0.133112183983659 |
| 1.76509973840143 |
| 2.61993678174254 |
| -2.13496336723294 |
| -0.130859285441090 |
| -2.17717514581710 |
| 3.32349169188177 |
| -0.203694385559729 |
| 8.3942547620912 |
| 0.893649606235385 |
| 0.247317025903314 |
| 8.78115243855602 |
| -1.25432061423584 |
| 10.1471620457646 |
| -6.43495549200685 |
| 1.27193139250693 |
| -15.6818171148577 |
| 4.37988560711793 |
| 11.2422582915534 |
| 3.20258069940299 |
| -3.80525826075886 |
| 6.2472017910632 |
| 5.12525404526529 |
| 2.63104754246909 |
| 14.2559923818951 |
| 3.42817218699915 |
| -11.3365485144944 |
| 2.78868989805804 |
| 5.41380690674063 |
| -0.795184087460314 |
| -0.522675955354885 |
| 5.03638977601517 |
| -3.83618380577121 |
| -2.04668547488907 |
| 4.77755094831181 |
| -5.00099216112739 |
| -11.0483905235327 |
| -8.1477486460902 |
| 3.53824446863189 |
| -1.79936835143724 |
| 0.222980922096426 |
| 0.0730330977356317 |
| 2.74600888141947 |
| 4.43935066443206 |
| 3.64533772778529 |
| -0.213317787182433 |
| 1.77941996505484 |
| -1.43955660877853 |
