| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1923 | 0.066 | 0.4741 | -0.4932 | -0.0059 | -0.3054 | -0.6355 |
| (p-val) | (0.626 ) | (0.8254 ) | (0.0176 ) | (0.2632 ) | (0.9945 ) | (0.4826 ) | (0.6374 ) |
| Estimates ( 2 ) | -0.1913 | 0.0667 | 0.4745 | -0.4943 | 0 | -0.3028 | -0.6447 |
| (p-val) | (0.6188 ) | (0.8185 ) | (0.0134 ) | (0.248 ) | (NA ) | (0.1344 ) | (0.1032 ) |
| Estimates ( 3 ) | -0.27 | 0 | 0.4411 | -0.4061 | 0 | -0.2996 | -0.6556 |
| (p-val) | (0.1598 ) | (NA ) | (0.0014 ) | (0.0509 ) | (NA ) | (0.1341 ) | (0.1018 ) |
| Estimates ( 4 ) | 0 | 0 | 0.4846 | -0.614 | 0 | -0.3692 | -0.7947 |
| (p-val) | (NA ) | (NA ) | (0.0012 ) | (0 ) | (NA ) | (0.0419 ) | (0.2925 ) |
| Estimates ( 5 ) | 0 | 0 | 0.5094 | -0.6066 | 0 | -0.2014 | 0 |
| (p-val) | (NA ) | (NA ) | (2e-04 ) | (0 ) | (NA ) | (0.3809 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0.5309 | -0.6165 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (1e-04 ) | (0 ) | (NA ) | (NA ) | (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 |
| -0.382041783710697 |
| 1.58617474363238 |
| 2.95780231387816 |
| -2.28679643906655 |
| 0.788536961714866 |
| -0.769752050294392 |
| -0.521091501862576 |
| 7.63847830110027 |
| 7.81855912316969 |
| 7.00463259053677 |
| -1.90302288871371 |
| 3.38373528515704 |
| 3.23935652309616 |
| 1.06774884741131 |
| 0.176003929702921 |
| -0.994790827967499 |
| 4.25399446787678 |
| 7.06607345002331 |
| -11.8978335466542 |
| 3.47492427846670 |
| -0.632745781385919 |
| -6.13192485546069 |
| -1.89185611381680 |
| -8.07161794953366 |
| -9.23771230856818 |
| -0.594416397811122 |
| -4.27017270001145 |
| 6.86808263654973 |
| -0.931594550008596 |
| -8.1961905593005 |
| 12.7734712258183 |
| -6.55651603799288 |
| 5.28423097139878 |
| 0.0846043632136533 |
| 4.78856747670427 |
| -3.09118044945998 |
| 3.16226135149823 |
| -3.0482470455746 |
| -2.55001270612854 |
| -1.43831564634471 |
| 6.37375530521816 |
| 0.50944150043045 |
| -3.18612712500584 |
| -2.68490415267741 |
| -1.55759591347924 |
| 4.1584619448262 |
