| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4853 | 0.1182 | 0.11 | -0.7022 | 6e-04 | 0.0788 | -0.9993 |
| (p-val) | (0.1726 ) | (0.4914 ) | (0.4307 ) | (0.0398 ) | (0.9982 ) | (0.739 ) | (0.1508 ) |
| Estimates ( 2 ) | 0.4857 | 0.1183 | 0.1099 | -0.7026 | 0 | 0.0786 | -0.9994 |
| (p-val) | (0.1707 ) | (0.476 ) | (0.4289 ) | (0.036 ) | (NA ) | (0.6993 ) | (0.1531 ) |
| Estimates ( 3 ) | 0.4729 | 0.1071 | 0.1173 | -0.6848 | 0 | 0 | -0.9969 |
| (p-val) | (0.1847 ) | (0.5099 ) | (0.3953 ) | (0.0417 ) | (NA ) | (NA ) | (0.2548 ) |
| Estimates ( 4 ) | 0.2671 | 0 | 0.1249 | -0.4605 | 0 | 0 | -1.0004 |
| (p-val) | (0.7859 ) | (NA ) | (0.5973 ) | (0.6077 ) | (NA ) | (NA ) | (0.4287 ) |
| Estimates ( 5 ) | 0 | 0 | 0.0713 | -0.2142 | 0 | 0 | -0.9993 |
| (p-val) | (NA ) | (NA ) | (0.6048 ) | (0.0928 ) | (NA ) | (NA ) | (0.2292 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -0.2027 | 0 | 0 | -1.0002 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0997 ) | (NA ) | (NA ) | (0.1223 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | -0.0876 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.5035 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (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 |
| -3.7785355463089 |
| -24.3947075492316 |
| 22.3715087714764 |
| -17.026497636468 |
| 4.25354142240203 |
| 15.0104440276572 |
| -9.78036831450304 |
| -19.2540644694353 |
| 15.3993406171261 |
| -11.4827822046626 |
| 5.10910891403889 |
| -15.7506565343391 |
| 10.8767597352466 |
| 3.11708012966525 |
| 7.68283833613204 |
| 20.2603806035347 |
| -6.87905486183922 |
| -13.7583810644205 |
| -12.5709569332778 |
| -6.61615838783769 |
| 7.81698644606013 |
| 7.98928255262262 |
| -0.976605615780955 |
| 1.43220587148699 |
| -7.13978049914795 |
| -0.624526178579004 |
| 21.9777597342486 |
| -22.8231143627938 |
| 4.69845179344748 |
| 21.075367951054 |
| 6.99311819335708 |
| 10.7946664513170 |
| 0.225008725948328 |
| 11.1638520320091 |
| 12.3285209886271 |
| 13.5522782167657 |
| -10.8922217716145 |
| 20.5794574251293 |
| -32.9197619448146 |
| -16.9719966189487 |
| -1.29412590268635 |
| -15.9430416869163 |
| -14.0644068512008 |
| -11.1584423242718 |
| -11.1802157605950 |
| -11.7269431443401 |
| -35.7676576373942 |
| -7.69089782286892 |
| -34.1840791222492 |
| -30.5734791446712 |
| 17.4126874814904 |
| 59.553499746944 |
| -25.9924266115254 |
| 2.42270690801934 |
| 14.8537136877928 |
| 17.9794523862836 |
| -20.1679553360182 |
| 13.0328733341255 |
| 29.6272180129715 |
| 4.83191878366188 |
