| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7867 | 0.0543 | -0.2308 | -0.691 | -0.0221 | -0.0413 | -0.9999 |
| (p-val) | (0.0096 ) | (0.7489 ) | (0.1082 ) | (0.0152 ) | (0.9023 ) | (0.8206 ) | (0.0182 ) |
| Estimates ( 2 ) | 0.7833 | 0.0528 | -0.2263 | -0.6914 | 0 | -0.0314 | -1 |
| (p-val) | (0.0103 ) | (0.7544 ) | (0.1023 ) | (0.0164 ) | (NA ) | (0.8485 ) | (0.0082 ) |
| Estimates ( 3 ) | 0.7729 | 0.0537 | -0.2266 | -0.6828 | 0 | 0 | -1 |
| (p-val) | (0.0099 ) | (0.7478 ) | (0.1005 ) | (0.016 ) | (NA ) | (NA ) | (0.0061 ) |
| Estimates ( 4 ) | 0.8172 | 0 | -0.2012 | -0.7033 | 0 | 0 | -0.9999 |
| (p-val) | (0.0012 ) | (NA ) | (0.0724 ) | (0.0057 ) | (NA ) | (NA ) | (0.0076 ) |
| Estimates ( 5 ) | 0.3549 | 0 | 0 | -0.2352 | 0 | 0 | -1.0009 |
| (p-val) | (0.4632 ) | (NA ) | (NA ) | (0.6306 ) | (NA ) | (NA ) | (0.021 ) |
| Estimates ( 6 ) | 0.1135 | 0 | 0 | 0 | 0 | 0 | -1.0001 |
| (p-val) | (0.3821 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0356 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -0.9998 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.1859 ) |
| Estimates ( 8 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (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 |
| 0.301434100964753 |
| -9.07732859106244 |
| -121.749405491606 |
| 32.3087545561272 |
| -67.2776355226679 |
| -9.97756039593096 |
| -35.0394130959419 |
| 55.3854972065626 |
| 31.2610926631305 |
| 15.2258576750086 |
| -92.1896035239282 |
| -9.31472676818453 |
| -39.3368470138298 |
| 37.7716103653217 |
| 76.2692117080434 |
| 31.3733828027742 |
| -38.8427727778445 |
| -33.8408454671935 |
| 38.1607170737313 |
| -56.5921879251497 |
| -4.95249089012467 |
| -26.0113334855565 |
| 16.3558588304809 |
| -46.5359194123209 |
| -80.5834384727482 |
| 94.131073674683 |
| -53.57948709213 |
| -75.2479031690394 |
| 30.4926583602831 |
| -85.3119257897756 |
| 26.983703995381 |
| -83.3593177054211 |
| -12.8274567327942 |
| -76.3514403877636 |
| -32.2318628051485 |
| -0.466931195725148 |
| 116.563405856387 |
| 53.3981167618826 |
| 24.6005326548341 |
| -64.6632378599599 |
| -6.90951987946093 |
| -2.68641873773559 |
| -49.2149568407243 |
| -14.5258282221503 |
| -37.1502688544703 |
| 0.71786158136553 |
| 60.6560419293603 |
| 104.126720614298 |
| 17.8309589638317 |
| -84.0017898100737 |
| -23.5319325711722 |
| -52.7973109279884 |
| -23.7543504058384 |
| -55.606054651642 |
| 17.9710411629753 |
| -0.907757610452668 |
| 60.2207855695403 |
| 114.828962074617 |
| 49.5254492566717 |
| 33.1436961864868 |
| 61.0291520426848 |
