| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4505 | 0.0203 | 0.1147 | -0.6479 | -0.7577 | -0.1729 | 0.9995 |
| (p-val) | (0.5995 ) | (0.9262 ) | (0.431 ) | (0.4477 ) | (0 ) | (0.4353 ) | (0.589 ) |
| Estimates ( 2 ) | 0.392 | 0 | 0.1114 | -0.5858 | -0.7585 | -0.1765 | 0.9999 |
| (p-val) | (0.5556 ) | (NA ) | (0.485 ) | (0.3353 ) | (0 ) | (0.4167 ) | (0.5904 ) |
| Estimates ( 3 ) | 0.3273 | 0 | 0.0931 | -0.5269 | 0.0664 | -0.1633 | 0 |
| (p-val) | (0.648 ) | (NA ) | (0.5962 ) | (0.4218 ) | (0.6679 ) | (0.3428 ) | (NA ) |
| Estimates ( 4 ) | 0.4194 | 0 | 0.0992 | -0.602 | 0 | -0.1685 | 0 |
| (p-val) | (0.5762 ) | (NA ) | (0.573 ) | (0.3858 ) | (NA ) | (0.3303 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0.0379 | -0.2031 | 0 | -0.168 | 0 |
| (p-val) | (NA ) | (NA ) | (0.7852 ) | (0.1429 ) | (NA ) | (0.3202 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -0.202 | 0 | -0.1838 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.1397 ) | (NA ) | (0.2449 ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | -0.1921 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.1476 ) | (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 |
| -0.00499999740771924 |
| 3.92815586697706 |
| -0.258677120710057 |
| -3.04959259232272 |
| 0.414102157443463 |
| -1.92043945120554 |
| 3.63103010792052 |
| 0.697622001399816 |
| 0.134032614151984 |
| 0.0257513977787027 |
| 4.00494756064972 |
| -0.230538042029329 |
| -9.04429277800028 |
| 5.26233948783811 |
| 3.011041963596 |
| -1.42149498595068 |
| 2.7268912267711 |
| 0.52391174434852 |
| -0.899341963782206 |
| -2.17278863651957 |
| -1.41745320586459 |
| -0.272332234717059 |
| 0.94767739368105 |
| -6.8179247813302 |
| 2.69008678088958 |
| -1.48315941465198 |
| 2.71504377275901 |
| 0.521635518499602 |
| -3.89977929015714 |
| -2.74925620443604 |
| -2.52820867938785 |
| -2.48573929399581 |
| 1.52242025764443 |
| 2.29249932853335 |
| -7.5595470364427 |
| -6.4523995073456 |
| -4.23968563466676 |
| 4.18543832091984 |
| -3.19586074059407 |
| -0.614013848026559 |
| 1.88203084046200 |
| 3.36159053608885 |
| 1.64585515705853 |
| 1.31621461018105 |
| 6.25288148114859 |
| 1.20135266556714 |
| -0.769186697138522 |
| 1.85221781482472 |
| -4.64413737638253 |
| -0.89226812201665 |
| -0.1714295545209 |
| 1.96706360852967 |
| 5.37792769886519 |
| -3.96675032211353 |
| 3.2378767952859 |
| 2.62208630221473 |
| 3.50377579968686 |
| 0.673172905834487 |
| 2.12933526203079 |
| 2.40910460251630 |
