| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7779 | 0.0651 | -0.2392 | -0.6768 | -0.033 | -0.0586 | -1 |
| (p-val) | (0.013 ) | (0.7001 ) | (0.0937 ) | (0.0224 ) | (0.8531 ) | (0.7462 ) | (0.0138 ) |
| Estimates ( 2 ) | 0.7724 | 0.0629 | -0.2328 | -0.6768 | 0 | -0.0437 | -1 |
| (p-val) | (0.0151 ) | (0.7081 ) | (0.0906 ) | (0.0256 ) | (NA ) | (0.7897 ) | (0.0044 ) |
| Estimates ( 3 ) | 0.7587 | 0.0642 | -0.2335 | -0.6649 | 0 | 0 | -1 |
| (p-val) | (0.0147 ) | (0.6989 ) | (0.0878 ) | (0.0251 ) | (NA ) | (NA ) | (0.0028 ) |
| Estimates ( 4 ) | 0.8142 | 0 | -0.2036 | -0.6922 | 0 | 0 | -1.0003 |
| (p-val) | (0.0015 ) | (NA ) | (0.0668 ) | (0.0075 ) | (NA ) | (NA ) | (0.0037 ) |
| Estimates ( 5 ) | 0.3638 | 0 | 0 | -0.2405 | 0 | 0 | -1.0006 |
| (p-val) | (0.4346 ) | (NA ) | (NA ) | (0.6096 ) | (NA ) | (NA ) | (0.0114 ) |
| Estimates ( 6 ) | 0.1162 | 0 | 0 | 0 | 0 | 0 | -1 |
| (p-val) | (0.3709 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0187 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0724 ) |
| 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 |
| 0.0589999409995364 |
| -0.707071829883892 |
| -17.6775481109157 |
| 4.2426685678776 |
| -9.89940937752894 |
| -1.41416628725104 |
| -4.94968241483564 |
| 8.48527278884967 |
| 5.65684829019683 |
| 2.12135196166010 |
| -12.7278161984605 |
| -1.41417265123071 |
| -5.65678747883557 |
| 6.12371438458903 |
| 11.8391658208858 |
| 4.08249231411979 |
| -5.71542857379712 |
| -4.89893370371785 |
| 5.30722686292072 |
| -8.98140193138403 |
| -0.816480173366977 |
| -3.67419343966889 |
| 2.44950339046049 |
| -7.3484158649513 |
| -12.2473699810954 |
| 13.8563557780714 |
| -7.21682950562742 |
| -10.1035624623657 |
| 4.61879507485891 |
| -12.9903049449776 |
| 3.75277657284844 |
| -14.1450034970159 |
| -2.30938151573420 |
| -11.2582613027347 |
| -4.33008904283511 |
| 1.29908058662528e-05 |
| 16.454420809556 |
| 8.04981866153985 |
| 4.24852084680538 |
| -8.72060938043075 |
| -0.894411624812415 |
| -0.223594296090189 |
| -6.93176488918696 |
| -2.01244303676466 |
| -7.15537752171786 |
| 0.223618000698331 |
| 8.27342660058671 |
| 15.2052015515890 |
| 2.90688708523728 |
| -12.5975504561074 |
| -2.92116382496503 |
| -7.12034803837859 |
| -3.46888408438874 |
| -8.39836404724673 |
| 2.55603749457343 |
| 0.18258041991934 |
| 10.5892585984724 |
| 15.7013167898846 |
| 6.75522481242555 |
| 5.11206220677843 |
| 8.76353017920735 |
