| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3517 | 0.1848 | 0.2228 | 0.291 | -0.1675 | -0.4152 | -1 |
| (p-val) | (0.4262 ) | (0.26 ) | (0.1624 ) | (0.5044 ) | (0.4022 ) | (0.0413 ) | (0.102 ) |
| Estimates ( 2 ) | -0.0685 | 0.1962 | 0.1584 | 0 | -0.1612 | -0.389 | -0.9994 |
| (p-val) | (0.6328 ) | (0.203 ) | (0.2938 ) | (NA ) | (0.4236 ) | (0.0526 ) | (0.1059 ) |
| Estimates ( 3 ) | 0 | 0.1999 | 0.147 | 0 | -0.159 | -0.3931 | -0.9988 |
| (p-val) | (NA ) | (0.195 ) | (0.3247 ) | (NA ) | (0.4243 ) | (0.0487 ) | (0.1262 ) |
| Estimates ( 4 ) | 0 | 0.1685 | 0.1295 | 0 | 0 | -0.2939 | -1 |
| (p-val) | (NA ) | (0.2539 ) | (0.376 ) | (NA ) | (NA ) | (0.0925 ) | (0.0105 ) |
| Estimates ( 5 ) | 0 | 0.1522 | 0 | 0 | 0 | -0.3061 | -0.9999 |
| (p-val) | (NA ) | (0.3008 ) | (NA ) | (NA ) | (NA ) | (0.0783 ) | (0.0132 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | 0 | -0.3299 | -1.0001 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0553 ) | (0.0212 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0454 ) |
| 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 |
| 0.0445539500036305 |
| 5.51501240879746 |
| 3.74677269322054 |
| 5.59445103789882 |
| -2.22477938708113 |
| -2.31089054540857 |
| -0.979200814777355 |
| 2.18546417193253 |
| -1.18413504259082 |
| -0.368434011340409 |
| 0.909847580346725 |
| 0.673547554916945 |
| -1.11338695801175 |
| 0.821385768222178 |
| 0.579376918624801 |
| 1.53330971608833 |
| 0.268007725491225 |
| 7.1066583532662 |
| 3.89622624484678 |
| 4.7495998899065 |
| 2.74930524582247 |
| -11.3311125997071 |
| 7.06818085033086 |
| -0.101920548048071 |
| 0.124797581937486 |
| 2.49457218603746 |
| 7.855541521227 |
| -3.56381551702744 |
| 7.58871647859859 |
| 0.511508266501272 |
| 0.900803335701543 |
| 3.28034462154316 |
| -2.27724072068216 |
| 9.73774800880748 |
| 5.11643791563899 |
| -4.52080456026864 |
| 2.00591651310244 |
| -5.71797565354902 |
| -3.19251545439862 |
| -1.86012382113511 |
| -0.580848493224229 |
| -3.47340525474210 |
| 0.169123182911360 |
| 2.18369587391575 |
| 0.234361820843951 |
| -0.0603354012700313 |
| 2.05197094781966 |
| -0.261366462767252 |
| 2.13658979323854 |
