| 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 |
| 0.301434100964802 |
| -9.07732932747085 |
| -121.749415368372 |
| 32.3087571770836 |
| -67.2776409804947 |
| -9.9775612053786 |
| -35.0394159384954 |
| 55.3855016996031 |
| 31.2610951991259 |
| 15.2258589101485 |
| -92.1896110027085 |
| -9.31472752385372 |
| -39.3368502050042 |
| 37.7716134291872 |
| 76.2692178966039 |
| 31.3733853468873 |
| -38.8427759272003 |
| -33.8408482119064 |
| 38.1607201696363 |
| -56.5921925164712 |
| -4.95249129241942 |
| -26.0113355956775 |
| 16.3558601588262 |
| -46.5359231867579 |
| -80.583445008272 |
| 94.13108130731 |
| -53.5794914388657 |
| -75.247909273331 |
| 30.4926608356574 |
| -85.311932707099 |
| 26.9837061826852 |
| -83.3593244643405 |
| -12.8274577733205 |
| -76.3514465790375 |
| -32.2318654186007 |
| -0.46693123162718 |
| 116.563415313384 |
| 53.3981210849838 |
| 24.6005346518305 |
| -64.663243100086 |
| -6.90952043974238 |
| -2.68641894919008 |
| -49.2149608339796 |
| -14.5258293937275 |
| -37.1502718663105 |
| 0.71786164490809 |
| 60.6560468502734 |
| 104.126729059325 |
| 17.8309604054257 |
| -84.0017966307605 |
| -23.5319344793491 |
| -52.7973152005295 |
| -23.7543523311932 |
| -55.6060591545807 |
| 17.9710426220920 |
| -0.907757677693852 |
| 60.2207904556715 |
| 114.828971388904 |
| 49.5254532689485 |
| 33.1436988662495 |
| 61.0291569857553 |
