| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.325 | 0.1651 | 0.2049 | -0.2755 | 0.5071 | -0.0378 | -0.9992 |
| (p-val) | (0.4206 ) | (0.2935 ) | (0.305 ) | (0.4889 ) | (0.0356 ) | (0.8955 ) | (0.3522 ) |
| Estimates ( 2 ) | 0.3219 | 0.1623 | 0.2145 | -0.2711 | 0.5229 | 0 | -1.0004 |
| (p-val) | (0.4086 ) | (0.2955 ) | (0.2421 ) | (0.4795 ) | (0.0135 ) | (NA ) | (0.2377 ) |
| Estimates ( 3 ) | 0.0754 | 0.1982 | 0.2648 | 0 | 0.5236 | 0 | -1.0004 |
| (p-val) | (0.5953 ) | (0.1532 ) | (0.0658 ) | (NA ) | (0.0122 ) | (NA ) | (0.1773 ) |
| Estimates ( 4 ) | 0 | 0.2089 | 0.2845 | 0 | 0.5381 | 0 | -1.001 |
| (p-val) | (NA ) | (0.1293 ) | (0.0409 ) | (NA ) | (0.0096 ) | (NA ) | (0.1552 ) |
| Estimates ( 5 ) | 0 | 0.1936 | 0.3447 | 0 | -0.2432 | 0 | 0 |
| (p-val) | (NA ) | (0.1508 ) | (0.0133 ) | (NA ) | (0.0997 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0.3885 | 0 | -0.2527 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0058 ) | (NA ) | (0.0927 ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0.3355 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0144 ) | (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 |
| -2.07911264491764 |
| -0.89379014149929 |
| -4.48038648235594 |
| 4.48681312934902 |
| 5.2004677365849 |
| -0.118412371142317 |
| -6.65864681588876 |
| -3.84783408030093 |
| -4.24813818011512 |
| -13.4573690748086 |
| -4.19143377126512 |
| -9.2220637388727 |
| 14.1660579012498 |
| -7.34379920625675 |
| -4.02277836696540 |
| -1.84486090188297 |
| -9.14170116633838 |
| -9.29482279257503 |
| 7.24573545737196 |
| 8.44312592288855 |
| -13.4047566752494 |
| 9.95125348192387 |
| 2.37884382759612 |
| 17.3163041737605 |
| -4.01272034540389 |
| -0.725884529274008 |
| -3.7396880349431 |
| 2.60314411721105 |
| -9.8195456774011 |
| 17.8779946825097 |
| -4.8914521864649 |
| 0.716287509522658 |
| -4.27651819774064 |
| 8.743161489297 |
| 15.4248109589565 |
| 12.2341034571874 |
| 5.91281048310475 |
| 9.2163532835425 |
| 13.3438670355633 |
| 1.35948879615285 |
| 0.750050808799529 |
| 1.11649169840314 |
| -2.36469950605374 |
| 0.470114681955692 |
| -1.45843752563803 |
| -4.04144842360245 |
| 0.123434479201364 |
| 4.83959477622079 |
