| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.447 | 0.1002 | 0.1566 | -0.3283 | 0.3328 | -0.0712 | -0.9968 |
| (p-val) | (0.4469 ) | (0.6042 ) | (0.4669 ) | (0.574 ) | (0.2631 ) | (0.8034 ) | (0.4418 ) |
| Estimates ( 2 ) | 0.4045 | 0.1147 | 0.1726 | -0.2869 | 0.369 | 0 | -1.0015 |
| (p-val) | (0.4425 ) | (0.5211 ) | (0.3879 ) | (0.5844 ) | (0.1611 ) | (NA ) | (0.2119 ) |
| Estimates ( 3 ) | 0.1336 | 0.164 | 0.2244 | 0 | 0.3909 | 0 | -1.0021 |
| (p-val) | (0.3599 ) | (0.2564 ) | (0.1258 ) | (NA ) | (0.1346 ) | (NA ) | (0.2785 ) |
| Estimates ( 4 ) | 0 | 0.1923 | 0.2545 | 0 | 0.4203 | 0 | -1.007 |
| (p-val) | (NA ) | (0.177 ) | (0.0776 ) | (NA ) | (0.1122 ) | (NA ) | (0.3843 ) |
| Estimates ( 5 ) | 0 | 0.2161 | 0.3054 | 0 | -0.2675 | 0 | 0 |
| (p-val) | (NA ) | (0.1255 ) | (0.0312 ) | (NA ) | (0.1346 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0.2047 | 0.3083 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.1412 ) | (0.0279 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0.3519 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0123 ) | (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 |
| -2.21779191074052 |
| 7.39115438483766 |
| -9.00015131182668 |
| -7.7786155865231 |
| -0.624513629982034 |
| -9.7926718536038 |
| -9.84187707202605 |
| 11.865197335495 |
| 10.7721292860674 |
| -15.1422732677147 |
| 13.4066427112169 |
| 7.24595509109294 |
| 14.7619874891076 |
| -7.26444044473284 |
| -1.20205675989721 |
| -1.80328562778824 |
| 2.69433241783740 |
| -7.33422373129076 |
| 19.7694225915999 |
| -5.69696811109986 |
| -6.44797635051486 |
| 1.75357293144157 |
| 5.66844746258141 |
| 12.8006144339905 |
| 7.22790621452788 |
| 5.41454979094704 |
| 7.94548789437488 |
| 13.0750546731418 |
| -1.63992681406324 |
| -7.10012303102303e-05 |
| -3.36808676755396 |
| -1.87046872184817 |
| 0.919602939113588 |
| -1.12956677876696 |
| -6.12693108550979 |
| -3.23321310165738 |
| 4.02328476261926 |
| -5.04916971788055 |
| -9.99736430674284 |
| -14.4923111585761 |
| -7.79530754686095 |
| 4.15288704200134 |
| 3.08043256150165 |
| 9.10895321001987 |
| -5.56476563907586 |
| -1.79007166096187 |
| -5.10891770940475 |
| -6.43256316705174 |
