| 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 ) | (0.1417 ) | (0.4302 ) | (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 ) | (0.4121 ) | (0.0014 ) | (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 |
| -1.97043809846625 |
| -1.64981658231746 |
| -2.8761730718732 |
| 2.35596006823142 |
| 2.06892122964767 |
| 0.379874351259810 |
| -1.55279296040519 |
| 0.434022048625386 |
| -4.61876797739624 |
| -4.75335680045999 |
| -2.71918373857695 |
| -2.72131204110514 |
| 3.37928806389276 |
| -2.45404548300648 |
| -0.324388600371289 |
| 0.00558838745552405 |
| -5.18152327790855 |
| -3.11026457599727 |
| 6.50256482206695 |
| 2.84723368093956 |
| -7.73570908237774 |
| 4.35171576303133 |
| 0.744387387554392 |
| 6.42883864812514 |
| -0.82652499370068 |
| -0.655492210598792 |
| -0.968109389255593 |
| 1.12774802486271 |
| -2.86849938882304 |
| 7.66847797311903 |
| -3.12022316501603 |
| -0.257297725938007 |
| -2.3280176535788 |
| 1.18282331004624 |
| 4.23184668874666 |
| 3.4878547002025 |
| 1.89761335554509 |
| 3.83373958194924 |
| 3.43774848377287 |
| 0.718183736932358 |
| 0.123126363115152 |
| -0.231350886930044 |
| -1.20757469391285 |
| 1.13835900601082 |
| -0.965664153838187 |
| -0.57235809353205 |
| 0.897188053638305 |
| 1.97228630236688 |
| -0.644284278798054 |
