| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4408 | -0.0202 | 0.2552 | -0.3843 | 0.6638 | -0.1311 | -0.9978 |
| (p-val) | (0.3497 ) | (0.8984 ) | (0.1416 ) | (0.4301 ) | (0.006 ) | (0.6112 ) | (0.1797 ) |
| Estimates ( 2 ) | 0.4208 | 0 | 0.2496 | -0.3707 | 0.6643 | -0.1331 | -1.0029 |
| (p-val) | (0.3445 ) | (NA ) | (0.1432 ) | (0.4441 ) | (0.0058 ) | (0.6041 ) | (0.1785 ) |
| Estimates ( 3 ) | 0.4043 | 0 | 0.2793 | -0.3504 | 0.7152 | 0 | -1.0003 |
| (p-val) | (0.2955 ) | (NA ) | (0.0722 ) | (0.4122 ) | (0.0015 ) | (NA ) | (0.0432 ) |
| Estimates ( 4 ) | 0.1028 | 0 | 0.3077 | 0 | 0.7356 | 0 | -1.0005 |
| (p-val) | (0.4478 ) | (NA ) | (0.0288 ) | (NA ) | (8e-04 ) | (NA ) | (0.0354 ) |
| Estimates ( 5 ) | 0 | 0 | 0.316 | 0 | 0.739 | 0 | -1.0003 |
| (p-val) | (NA ) | (NA ) | (0.0251 ) | (NA ) | (8e-04 ) | (NA ) | (0.0252 ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
| -1.9704380983656 |
| -1.64981535892788 |
| -2.87617126354315 |
| 2.35595737872076 |
| 2.06891933666742 |
| 0.379873432351416 |
| -1.55279109061647 |
| 0.434022057325233 |
| -4.61876386332102 |
| -4.75335384142144 |
| -2.71918206601034 |
| -2.72131150515929 |
| 3.3792826173396 |
| -2.45404398871478 |
| -0.324390220587360 |
| 0.0055883401548865 |
| -5.18151966989919 |
| -3.11026360448492 |
| 6.50255839891905 |
| 2.84723061609511 |
| -7.73570320660663 |
| 4.3517121085249 |
| 0.744388331426459 |
| 6.42883089093977 |
| -0.826522067422254 |
| -0.65549086527032 |
| -0.968107413667856 |
| 1.12774742692934 |
| -2.86849650882762 |
| 7.66847088943291 |
| -3.12021865348567 |
| -0.257298637468699 |
| -2.32801349767261 |
| 1.18282166634294 |
| 4.23184282225357 |
| 3.48785234738321 |
| 1.89761254099732 |
| 3.83373786489188 |
| 3.43774761599858 |
| 0.718184792593939 |
| 0.123128285809604 |
| -0.231348885160046 |
| -1.20757276537490 |
| 1.13835851220341 |
| -0.965662364129095 |
| -0.572357831290041 |
| 0.897187620603003 |
| 1.97228468504422 |
| -0.644283633222827 |
