| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7774 | 0.0679 | -0.2379 | -0.6727 | -0.0417 | -0.0597 | -0.9999 |
| (p-val) | (0.0152 ) | (0.6887 ) | (0.0963 ) | (0.027 ) | (0.8148 ) | (0.7418 ) | (0.0147 ) |
| Estimates ( 2 ) | 0.7704 | 0.065 | -0.2299 | -0.6724 | 0 | -0.0407 | -1 |
| (p-val) | (0.0185 ) | (0.6994 ) | (0.0951 ) | (0.0318 ) | (NA ) | (0.8046 ) | (0.0035 ) |
| Estimates ( 3 ) | 0.7573 | 0.0662 | -0.2304 | -0.6613 | 0 | 0 | -1 |
| (p-val) | (0.018 ) | (0.6906 ) | (0.0926 ) | (0.0311 ) | (NA ) | (NA ) | (0.0024 ) |
| Estimates ( 4 ) | 0.8161 | 0 | -0.1999 | -0.6914 | 0 | 0 | -1.0003 |
| (p-val) | (0.0017 ) | (NA ) | (0.0733 ) | (0.0089 ) | (NA ) | (NA ) | (0.0032 ) |
| Estimates ( 5 ) | 0.373 | 0 | 0 | -0.2473 | 0 | 0 | -0.9973 |
| (p-val) | (0.4183 ) | (NA ) | (NA ) | (0.5963 ) | (NA ) | (NA ) | (0.0083 ) |
| Estimates ( 6 ) | 0.1176 | 0 | 0 | 0 | 0 | 0 | -0.9991 |
| (p-val) | (0.3646 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0144 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0577 ) |
| 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 |
| 0.0589999409993744 |
| -1.41417283069462 |
| -18.3846258098951 |
| 4.24266274248771 |
| -9.89939578474574 |
| -1.41416434537675 |
| -4.94967561841345 |
| 8.48526113798155 |
| 5.6568405229511 |
| 2.12134904898943 |
| -12.7277987220306 |
| -1.41417070936515 |
| -5.65677971150633 |
| 5.71546032640338 |
| 11.4309039149365 |
| 4.08248670852126 |
| -5.71542072585406 |
| -4.8989269769415 |
| 5.30721957568224 |
| -8.981389599054 |
| -0.816479052257997 |
| -3.67418839459477 |
| 2.4495000271965 |
| -7.34840577481171 |
| -12.2473531641919 |
| 13.5676634482613 |
| -7.50549289979428 |
| -10.1035485891738 |
| 4.61878873300742 |
| -12.9902871076992 |
| 3.75277141979087 |
| -14.1449840741378 |
| -2.30937834467888 |
| -11.2582458437863 |
| -4.33008309713321 |
| 1.29910498821225e-05 |
| 16.4543982163007 |
| 7.82620221319958 |
| 4.02490961908129 |
| -8.72059740556087 |
| -0.894410396719857 |
| -0.223593988260780 |
| -6.93175537131864 |
| -2.01244027251896 |
| -7.15536769640425 |
| 0.223617694327785 |
| 8.2734152404356 |
| 15.2051806732589 |
| 2.90688309324049 |
| -12.7801062066758 |
| -3.10373286137738 |
| -7.12033826025114 |
| -3.46887932113659 |
| -8.39835251454256 |
| 2.55603398508167 |
| 0.182580170109542 |
| 10.5892440586814 |
| 15.7012952305094 |
| 6.75521553624911 |
| 5.1120551863574 |
| 8.7635181451472 |
