| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4403 | 0.109 | 0.1562 | -0.3282 | 0.3545 | -0.0378 | -0.9963 |
| (p-val) | (0.4063 ) | (0.543 ) | (0.4511 ) | (0.5274 ) | (0.1891 ) | (0.8986 ) | (0.4399 ) |
| Estimates ( 2 ) | 0.4215 | 0.1153 | 0.1645 | -0.3113 | 0.3718 | 0 | -0.9993 |
| (p-val) | (0.398 ) | (0.4991 ) | (0.4018 ) | (0.5268 ) | (0.1202 ) | (NA ) | (0.2928 ) |
| Estimates ( 3 ) | 0.1273 | 0.1662 | 0.2221 | 0 | 0.3834 | 0 | -1.0007 |
| (p-val) | (0.3713 ) | (0.2334 ) | (0.1241 ) | (NA ) | (0.1096 ) | (NA ) | (0.3276 ) |
| Estimates ( 4 ) | 0 | 0.1895 | 0.2517 | 0 | 0.4216 | 0 | -0.9946 |
| (p-val) | (NA ) | (0.17 ) | (0.0764 ) | (NA ) | (0.082 ) | (NA ) | (0.6939 ) |
| Estimates ( 5 ) | 0 | 0.2161 | 0.3064 | 0 | -0.3077 | 0 | 0 |
| (p-val) | (NA ) | (0.1121 ) | (0.0264 ) | (NA ) | (0.0688 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0.354 | 0 | -0.2939 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.011 ) | (NA ) | (0.0778 ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0.3601 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0093 ) | (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 |
| -2.19411156592111 |
| -4.48795991328057 |
| -9.8764149850592 |
| 7.18747673811175 |
| -6.96780423252816 |
| -3.09171067433912 |
| -2.62169900511053 |
| -10.5025865441042 |
| -9.45119476177445 |
| 8.8514572999915 |
| 8.1166741038652 |
| -13.2505005341208 |
| 13.9940216547426 |
| 2.38080343156119 |
| 15.6153326119192 |
| -4.45358403943443 |
| -0.894741688169919 |
| -3.51463427590933 |
| 2.52173544830174 |
| -10.2400932859688 |
| 17.4936018000128 |
| -4.41695673625112 |
| 0.755869963191423 |
| -4.18133112670772 |
| 9.18370048569878 |
| 15.4692407660454 |
| 13.1111902262816 |
| 5.87564495641431 |
| 9.7597489503236 |
| 13.6955599157114 |
| 1.79985962301202 |
| 0.968841094175446 |
| 2.59190928605335 |
| -2.49134362464815 |
| 0.616782180562154 |
| -1.18937777436236 |
| -3.84813435186663 |
| 0.820734930490858 |
| 5.21066006653007 |
| -2.89719679141581 |
| -6.53001128273786 |
| -11.8122764885052 |
| -9.28285598878812 |
| 2.4344849500975 |
| 0.318831857150371 |
| 9.1255428359458 |
| -5.94873286934023 |
| -0.896166167637602 |
| -8.34337609401553 |
