| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.4164 | -0.117 | 0.0404 | 0.7235 | -0.9202 | -0.4649 | 0.9978 |
| (p-val) | (0.1326 ) | (0.5013 ) | (0.8274 ) | (0.0057 ) | (0 ) | (0.0058 ) | (0.4124 ) |
| Estimates ( 2 ) | -0.4528 | -0.1186 | 0 | 0.7605 | -0.9114 | -0.4694 | 0.9994 |
| (p-val) | (0.0398 ) | (0.5039 ) | (NA ) | (1e-04 ) | (0 ) | (0.005 ) | (0.397 ) |
| Estimates ( 3 ) | -0.489 | 0 | 0 | 0.8333 | -0.9025 | -0.4244 | 1.0003 |
| (p-val) | (0.0231 ) | (NA ) | (NA ) | (0 ) | (0 ) | (0.0064 ) | (0.3344 ) |
| Estimates ( 4 ) | -0.4624 | 0 | 0 | 0.8178 | -0.1904 | -0.2994 | 0 |
| (p-val) | (0.0308 ) | (NA ) | (NA ) | (0 ) | (0.1514 ) | (0.036 ) | (NA ) |
| Estimates ( 5 ) | -0.4514 | 0 | 0 | 0.8108 | 0 | -0.2613 | 0 |
| (p-val) | (0.0678 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.0665 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0.4083 | 0 | -0.2485 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0232 ) | (NA ) | (0.081 ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0.3582 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0345 ) | (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 |
| 0.167159896071871 |
| 11.3710670938381 |
| -9.41732897863723 |
| 9.50618397466783 |
| 8.54153667155162 |
| -1.55854426518586 |
| 7.67823953610353 |
| -15.2622096891079 |
| 12.1109042204803 |
| 10.6601547116684 |
| -10.4354002434104 |
| 2.80761209367595 |
| -9.12789425580733 |
| 7.51412930283397 |
| -3.92027846296706 |
| 0.835348106925302 |
| -2.84983625232590 |
| 27.6268000748918 |
| 3.60851770156238 |
| 19.178133485951 |
| 56.8848287279624 |
| -14.8849848197796 |
| -6.84441511798685 |
| 48.1365362067043 |
| -17.3374057345927 |
| 65.1709172547262 |
| -13.1058357993858 |
| -70.6661151199708 |
| -1.43646786210013 |
| 20.8708473867966 |
| -27.0847800483352 |
| 9.10740279280288 |
| -36.0001923391052 |
| -39.4690378914152 |
| 4.02408747837039 |
| -8.72565548838936 |
| 20.7351634834920 |
| -22.1642694233841 |
| 15.1205957139983 |
| -3.87973615400965 |
| 24.1704966137786 |
| -6.37027764596347 |
| -22.0402266969080 |
| -0.284119278058739 |
| -2.56403404448059 |
| 10.9461318956004 |
| 4.40637788738115 |
| 5.04162047636532 |
| -6.5573854062311 |
| 9.47471571141068 |
| -3.68093534475798 |
| -16.0007195853586 |
| -12.7233467613677 |
| -14.0981741480947 |
| 38.8447757065984 |
| 34.8586444834043 |
| 2.81224362105900 |
| -17.0014104892504 |
