| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.8791 | -0.1507 | 0.2657 | -0.6907 | -0.0926 | -0.1335 | -0.9984 |
| (p-val) | (0 ) | (0.4366 ) | (0.112 ) | (0 ) | (0.6853 ) | (0.5492 ) | (0.0655 ) |
| Estimates ( 2 ) | 0.8649 | -0.1259 | 0.2467 | -0.6976 | 0 | -0.0759 | -1 |
| (p-val) | (1e-04 ) | (0.4902 ) | (0.1287 ) | (1e-04 ) | (NA ) | (0.6707 ) | (0.0054 ) |
| Estimates ( 3 ) | 0.8742 | -0.1305 | 0.2393 | -0.7005 | 0 | 0 | -1 |
| (p-val) | (1e-04 ) | (0.4756 ) | (0.1425 ) | (1e-04 ) | (NA ) | (NA ) | (0.0045 ) |
| Estimates ( 4 ) | 0.7975 | 0 | 0.1839 | -0.6864 | 0 | 0 | -1.0001 |
| (p-val) | (0 ) | (NA ) | (0.2251 ) | (6e-04 ) | (NA ) | (NA ) | (0.0145 ) |
| Estimates ( 5 ) | 0.9991 | 0 | 0 | -0.8205 | 0 | 0 | -1.0001 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0237 ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (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 |
| 0.0229999135960738 |
| 1.47739330951759 |
| 0.0745874076790186 |
| 0.0848691234771976 |
| -0.982480931561549 |
| -0.0703964960819401 |
| 0.193904881278806 |
| 0.86655469791357 |
| -0.304445915904528 |
| -0.672083275497115 |
| -0.0608361881001665 |
| -0.146415127471152 |
| -0.622227974644717 |
| 0.192759656730507 |
| -0.140510838405934 |
| 0.49596295157983 |
| -0.395361200705586 |
| -1.38593251611917 |
| 0.295350418763774 |
| 1.83230205003511 |
| 1.32806063117394 |
| -0.859591414368397 |
| 0.69095596722719 |
| -2.05735443052261 |
| -1.12840787474229 |
| 1.17174583604540 |
| -0.857244139521889 |
| -0.977697992188354 |
| 0.105967673021852 |
| -0.8246609477726 |
| 0.826368963817819 |
| 1.16864193601391 |
| -1.20988522795340 |
| 1.03066904672743 |
| -0.111330447182634 |
| 0.375975528879842 |
| -0.613483629573454 |
| -1.4378385551492 |
| -0.25902554308269 |
| 0.362717923074497 |
| -0.930423854955153 |
| -1.44950916881560 |
| -0.184007352103143 |
| -0.972867806255786 |
| -0.354560022327135 |
| -1.33112781711036 |
| 0.108735735488346 |
| 0.481369675828495 |
| -0.680251953574727 |
| 0.152180236911218 |
| 0.572794298787204 |
| 1.23107129395216 |
| -0.250105483549516 |
| 0.0768222833499026 |
| -0.75585133187845 |
| 0.312757285084378 |
