| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3468 | -0.1507 | 0.137 | -0.8322 | 0.5668 | -0.2851 | -1 |
| (p-val) | (0.0218 ) | (0.3333 ) | (0.3294 ) | (0 ) | (2e-04 ) | (0.0573 ) | (0 ) |
| Estimates ( 2 ) | -0.2568 | 0 | 0.2223 | -0.8877 | 0.5473 | -0.2821 | -1 |
| (p-val) | (0.0294 ) | (NA ) | (0.0528 ) | (0 ) | (4e-04 ) | (0.0612 ) | (1e-04 ) |
| Estimates ( 3 ) | -0.3027 | 0 | 0.2723 | -0.8809 | 0.5136 | 0 | -1 |
| (p-val) | (0.0064 ) | (NA ) | (0.011 ) | (0 ) | (0.0016 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| -0.206724624676376 |
| -0.0434576861833463 |
| 1.66812258897952 |
| -4.95076706137016 |
| -2.52449177022393 |
| 3.87733165642786 |
| -6.32738645405903 |
| 0.0997987172779578 |
| -1.90700310111170 |
| 3.09139250636562 |
| 1.98673821291597 |
| 3.03571354322411 |
| -2.17148587530496 |
| 1.44099547079863 |
| -1.45705592465996 |
| -0.131140756077377 |
| 0.549970098437995 |
| 0.6216306591492 |
| 0.495092316152645 |
| 4.70550894943889 |
| -3.95099812563031 |
| 1.40888270820905 |
| 2.06673697987999 |
| -0.222588334798884 |
| 2.06764635692702 |
| 1.94404764991023 |
| 3.81125161055049 |
| 1.16400804102439 |
| 2.15019137525776 |
| -1.38294967057396 |
| -2.77909386843669 |
| -0.866678173411998 |
| 0.397040933438979 |
| 2.13363808395943 |
| 1.22355764415471 |
| 1.9300225416578 |
| 1.99692870400255 |
| 2.94169355292886 |
| -2.59833086112282 |
| 1.83576063951277 |
| -0.930507721503754 |
| -0.153166831561126 |
| 3.784199379902 |
| -2.42424184286125 |
| -2.76654438721897 |
| -0.204370696318899 |
| 2.60317167174973 |
| 0.401824624844095 |
| -0.182631239238090 |
| -2.67515001317964 |
| -0.943227360761016 |
| 0.789668681836347 |
| 1.31211486682865 |
| -1.19245167587356 |
| 0.0297081062581768 |
| 0.549617474652519 |
| 1.01710237855840 |
| -0.113257684204068 |
| 0.877737514967313 |
| 0.324108436773163 |
| 0.465662025325521 |
| -0.697815001442482 |
| 1.74742767772397 |
| 1.36321468963074 |
| 0.250684327708565 |
| 2.94105027999472 |
| 1.10126402216338 |
| -0.683785518759533 |
| 3.37470100305555 |
| 0.153021602128785 |
| -0.737207567878974 |
| 0.55251197886178 |
| 0.309992930784224 |
| -0.687415484694504 |
| 0.499916417145332 |
| -3.7713462248424 |
| -2.27250195881957 |
| 3.24011131428846 |
| 7.63888496917162 |
| -1.07743919172169 |
| -2.21119708843647 |
| -1.10641484500617 |
| 1.00816280688121 |
| -1.05785612334674 |
