| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4619 | 0.0473 | 0.3043 | -0.6925 | -0.2106 | -0.4034 | -0.9986 |
| (p-val) | (0.2958 ) | (0.7948 ) | (0.0798 ) | (0.0831 ) | (0.3612 ) | (0.0672 ) | (0.4688 ) |
| Estimates ( 2 ) | 0.4351 | 0 | 0.3168 | -0.6515 | -0.219 | -0.4079 | -0.9996 |
| (p-val) | (0.2832 ) | (NA ) | (0.0577 ) | (0.0622 ) | (0.3209 ) | (0.0581 ) | (0.459 ) |
| Estimates ( 3 ) | 0.4072 | 0 | 0.3297 | -0.63 | -0.6862 | -0.6301 | 0 |
| (p-val) | (0.202 ) | (NA ) | (0.0332 ) | (0.0257 ) | (0 ) | (1e-04 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0 | 0.2265 | -0.2938 | -0.6301 | -0.5783 | 0 |
| (p-val) | (NA ) | (NA ) | (0.1546 ) | (0.0487 ) | (1e-04 ) | (4e-04 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -0.2462 | -0.5868 | -0.5465 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0793 ) | (2e-04 ) | (8e-04 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.6371 | -0.5432 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (1e-04 ) | (0.001 ) | (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 |
| -0.00549995921944234 |
| 2.25703201690346 |
| 2.85916654512103 |
| 1.47749886666751 |
| 1.91341561335303 |
| 2.02080500869896 |
| -3.37648391991602 |
| -2.38107451666343 |
| -1.36114337866926 |
| -0.335173062335894 |
| -2.40699476888337 |
| -5.24163158150386 |
| 8.54192079225191 |
| -4.61005265481695 |
| 0.660011367954983 |
| 2.1550932582794 |
| -4.69592679859102 |
| -2.19572426458328 |
| -2.96689566359754 |
| -1.36609203255398 |
| 1.85818178129188 |
| 2.13245130665827 |
| -7.96516228149552 |
| -2.19302056806704 |
| -2.35061313267190 |
| 2.84464622237873 |
| -4.07704073637581 |
| 0.716675263597564 |
| 3.16190963985924 |
| 5.69804305615714 |
| 1.08368835888890 |
| 2.17380449662044 |
| 5.74916242050203 |
| 0.589293496059743 |
| 0.224337348557098 |
| 4.94970249591865 |
| 2.2160318944283 |
| -5.26542444528895 |
| -0.85765432518592 |
| 2.88185487604129 |
| 3.40477629965589 |
| -5.32064170035645 |
| 2.90370496104191 |
| 3.47541881937448 |
| 1.84256963191814 |
| 0.373166499071234 |
| 2.28078222537282 |
| 5.76227586943773 |
