| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.119 | -0.0951 | -0.2214 | -0.4248 | -0.3967 | 0.1454 | 0.5361 |
| (p-val) | (0.6719 ) | (0.5844 ) | (0.0941 ) | (0.1342 ) | (0.7623 ) | (0.465 ) | (0.6853 ) |
| Estimates ( 2 ) | -0.1099 | -0.0909 | -0.2183 | -0.436 | 0 | 0.0894 | 0.1392 |
| (p-val) | (0.6913 ) | (0.6008 ) | (0.0986 ) | (0.1164 ) | (NA ) | (0.5421 ) | (0.2622 ) |
| Estimates ( 3 ) | 0 | -0.0429 | -0.1884 | -0.5322 | 0 | 0.0844 | 0.1385 |
| (p-val) | (NA ) | (0.7404 ) | (0.1053 ) | (0 ) | (NA ) | (0.5661 ) | (0.2655 ) |
| Estimates ( 4 ) | 0 | 0 | -0.1827 | -0.5477 | 0 | 0.1008 | 0.1411 |
| (p-val) | (NA ) | (NA ) | (0.1138 ) | (0 ) | (NA ) | (0.4671 ) | (0.2577 ) |
| Estimates ( 5 ) | 0 | 0 | -0.1832 | -0.5497 | 0 | 0 | 0.1319 |
| (p-val) | (NA ) | (NA ) | (0.1112 ) | (0 ) | (NA ) | (NA ) | (0.2624 ) |
| Estimates ( 6 ) | 0 | 0 | -0.1793 | -0.5661 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.1188 ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | -0.6149 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
| 0.00699999522497602 |
| 19.6912818917416 |
| 25.4536172249184 |
| -0.712038400014144 |
| -1.24405840047691 |
| 15.2878227965986 |
| 45.4029567884994 |
| -17.2231405969465 |
| -0.414055762172524 |
| -21.2403038013319 |
| 13.4459413435373 |
| 92.8659034212906 |
| -8.45281758738867 |
| -36.8675838012069 |
| 6.19262231783669 |
| 5.4640598304257 |
| 11.2792279500885 |
| -9.46350852121039 |
| 70.7947641160677 |
| -22.2359444662376 |
| 19.1854395669816 |
| -24.8708589782635 |
| -47.7336647612169 |
| -4.74448240764324 |
| 15.5281240042427 |
| 2.84509892620929 |
| -18.520529504687 |
| 24.3575567526675 |
| -22.5706712497648 |
| 31.0994123191238 |
| 9.98357586829102 |
| -17.8038138973084 |
| -6.47122476477836 |
| -13.9941615347975 |
| -33.9698694148073 |
| 23.8743116202103 |
| 7.07992047942875 |
| -10.1164394710249 |
| -14.8369150178769 |
| 13.7047984186989 |
| 10.9646996754553 |
| 33.1584565736935 |
| -14.1060426179741 |
| 34.9116199304406 |
| 2.14153137013922 |
| -6.42222717128499 |
| -2.10437259071749 |
| 21.6846580079077 |
| 31.0956056412664 |
| -6.47374101519848 |
| -20.8231836080312 |
| -7.38037451268913 |
| -22.3018995293790 |
| -42.5691354866849 |
| -25.9175675262286 |
| -29.1813564270767 |
| -4.1805922365405 |
| -13.7251050851634 |
| -1.92101581680122 |
| 15.9608520604489 |
| -23.9375384420282 |
| -4.11571094047325 |
| -14.8194171701850 |
| -4.94735815687489 |
| 1.6339564978325 |
| -13.7647260439834 |
| -3.17793263554345 |
| -4.26098476559753 |
| -1.56371301589083 |
| 0.652767701366688 |
| -8.16842153079732 |
| 3.91407649380094 |
| 10.3949299198934 |
| -6.55027935946765 |
| -8.27340033601244 |
| -4.2487979981561 |
| -1.37750446196036 |
| -4.8556167560036 |
| 0.0720975360614533 |
| -6.42125797076945 |
