| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.194 | -0.1052 | -0.266 | 0.5314 | -0.0084 | 0.3044 | 0.1305 |
| (p-val) | (0.7259 ) | (0.6126 ) | (0.1954 ) | (0.3236 ) | (0.9796 ) | (0.0408 ) | (0.6937 ) |
| Estimates ( 2 ) | -0.1933 | -0.1047 | -0.2659 | 0.531 | 0 | 0.3034 | 0.1229 |
| (p-val) | (0.7259 ) | (0.6144 ) | (0.1942 ) | (0.3236 ) | (NA ) | (0.036 ) | (0.4356 ) |
| Estimates ( 3 ) | 0 | -0.1607 | -0.2058 | 0.3461 | 0 | 0.3113 | 0.147 |
| (p-val) | (NA ) | (0.2822 ) | (0.1131 ) | (0.0105 ) | (NA ) | (0.0276 ) | (0.2878 ) |
| Estimates ( 4 ) | 0 | -0.2211 | -0.2057 | 0.316 | 0 | 0.2981 | 0 |
| (p-val) | (NA ) | (0.1199 ) | (0.1152 ) | (0.0141 ) | (NA ) | (0.036 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | -0.2187 | 0.4032 | 0 | 0.3621 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0952 ) | (0.0029 ) | (NA ) | (0.0058 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0.3642 | 0 | 0.3752 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.003 ) | (NA ) | (0.005 ) | (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 |
| 0.296949791920713 |
| -0.0930420434015593 |
| -8.35117416541737 |
| 3.85109056927647 |
| -4.96701594887474 |
| -7.44716917972012 |
| -2.82348278295851 |
| 7.95981974401308 |
| -0.462561447973933 |
| 4.98737477272055 |
| -4.22541418485285 |
| 13.8024266826509 |
| 8.38158696592366 |
| -5.02811615039013 |
| 21.0362752502075 |
| -8.00030304377743 |
| 16.7863922427534 |
| -7.73763726554053 |
| -6.89569995156867 |
| 2.42095223834936 |
| 16.2527501330046 |
| -8.3313030605403 |
| -5.05513408625461 |
| 9.09217671098069 |
| -1.63142003614673 |
| -19.1886652774995 |
| -12.8378074343021 |
| 2.1290223466125 |
| 7.30341457731862 |
| -9.3028052660401 |
| -10.7345015605625 |
| 11.2901488917592 |
| 2.657938761081 |
| -1.84804137855445 |
| 8.83859173103077 |
| 2.64116236010288 |
| -3.43684543842465 |
| -7.07007310370681 |
| -3.76756529004965 |
| -0.372339573117475 |
| -1.67534651542081 |
| 5.99194577318777 |
| -2.69130134168048 |
| 8.79100700983019 |
| 4.9473360209845 |
| 20.1494141101984 |
| -13.240824244774 |
| -5.36664632990615 |
| 5.19771332255914 |
| 2.05508044813131 |
| -1.05372335298535 |
| -0.965436745217702 |
| 2.03431784343858 |
| 5.9201770509964 |
| 13.4456077490945 |
| -14.1794633788381 |
| -24.3305845752663 |
| -1.45499821859668 |
| 2.98568860714275 |
| 4.05849645391912 |
