| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5198 | 0.0145 | 0.2029 | -0.4293 | 0.4431 | -0.1695 | -0.5296 |
| (p-val) | (0.2027 ) | (0.9297 ) | (0.1961 ) | (0.2926 ) | (0.6437 ) | (0.3645 ) | (0.5996 ) |
| Estimates ( 2 ) | 0.5376 | 0 | 0.2053 | -0.442 | 0.4396 | -0.1707 | -0.532 |
| (p-val) | (0.1178 ) | (NA ) | (0.1814 ) | (0.231 ) | (0.6416 ) | (0.3631 ) | (0.5928 ) |
| Estimates ( 3 ) | 0.558 | 0 | 0.2125 | -0.4735 | 0 | -0.1962 | -0.0785 |
| (p-val) | (0.0767 ) | (NA ) | (0.1584 ) | (0.1558 ) | (NA ) | (0.2142 ) | (0.6012 ) |
| Estimates ( 4 ) | 0.529 | 0 | 0.2191 | -0.4477 | 0 | -0.1838 | 0 |
| (p-val) | (0.0995 ) | (NA ) | (0.147 ) | (0.1818 ) | (NA ) | (0.2425 ) | (NA ) |
| Estimates ( 5 ) | 0.4508 | 0 | 0.2673 | -0.352 | 0 | 0 | 0 |
| (p-val) | (0.1124 ) | (NA ) | (0.0582 ) | (0.2262 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0.1317 | 0 | 0.3148 | 0 | 0 | 0 | 0 |
| (p-val) | (0.2792 ) | (NA ) | (0.0103 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0.3392 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0054 ) | (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 |
| -1.29562491302987 |
| 0.238830858676623 |
| -2.27431840423189 |
| 0.612663989452806 |
| 0.271298670912667 |
| -2.14755625149448 |
| 1.90162056312145 |
| -1.40503413142449 |
| -2.11730228121821 |
| -14.3446068636951 |
| 1.73804821748103 |
| 0.867718666137154 |
| 7.86318194862875 |
| -2.87021417680468 |
| -3.13372206962641 |
| 3.62041219938259 |
| 1.44620819339159 |
| -0.333591749345203 |
| -0.772005873145417 |
| 0.680122920408166 |
| -5.28267511184873 |
| -10.0501276063719 |
| -1.15056639055507 |
| -4.10351912298353 |
| 4.39490152369302 |
| -4.23891827566661 |
| -2.60281266769579 |
| 0.283380833032993 |
| -5.72051557466841 |
| -5.88691217244974 |
| 8.8370655771654 |
| 4.5474458713914 |
| -7.47420080054872 |
| 10.3068570677965 |
| 0.0895437596187209 |
| 8.63925492852883 |
| -3.73919468421190 |
| -0.0438811131518264 |
| 0.242938653974590 |
| 1.13960719163583 |
| -3.4379974673825 |
| 14.8489826496775 |
| -3.12099112880111 |
| -0.867523524176419 |
| -0.78456239895587 |
| 1.17983410473988 |
| 7.49306873013257 |
| 4.13690123358441 |
| 4.17035379149098 |
| 6.13701446959306 |
| 8.67094307865596 |
| -0.3267416031523 |
| 1.38089951948973 |
| -2.28059474496689 |
| -1.11227142329579 |
| 0.7116122868116 |
| -1.32109560206339 |
| -1.43143891236542 |
| -2.04806553595762 |
| 2.86629569219536 |
| -3.41433978229441 |
