| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.7399 | -0.1997 | 0.0478 | 0.1453 | 0.3951 | 0.1396 | -0.9938 |
| (p-val) | (0.4274 ) | (0.7374 ) | (0.8233 ) | (0.8744 ) | (0.2069 ) | (0.6185 ) | (0.3757 ) |
| Estimates ( 2 ) | -0.5963 | -0.1145 | 0.0671 | 0 | 0.3976 | 0.1427 | -0.9984 |
| (p-val) | (2e-04 ) | (0.5111 ) | (0.6461 ) | (NA ) | (0.1999 ) | (0.6143 ) | (0.359 ) |
| Estimates ( 3 ) | -0.6081 | -0.1587 | 0 | 0 | 0.4167 | 0.1311 | -0.9999 |
| (p-val) | (1e-04 ) | (0.2787 ) | (NA ) | (NA ) | (0.1739 ) | (0.642 ) | (0.3484 ) |
| Estimates ( 4 ) | -0.6034 | -0.1522 | 0 | 0 | 0.186 | 0 | -0.6446 |
| (p-val) | (1e-04 ) | (0.2978 ) | (NA ) | (NA ) | (0.788 ) | (NA ) | (0.3709 ) |
| Estimates ( 5 ) | -0.6052 | -0.153 | 0 | 0 | 0 | 0 | -0.4686 |
| (p-val) | (1e-04 ) | (0.2964 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0553 ) |
| Estimates ( 6 ) | -0.5216 | 0 | 0 | 0 | 0 | 0 | -0.5132 |
| (p-val) | (1e-04 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0442 ) |
| 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 |
| -3.83918390748116 |
| -32.7601681756790 |
| 194.562905800885 |
| 75.7616955474758 |
| 96.378848403124 |
| -87.0180915068853 |
| -105.021924359144 |
| -86.7578608500857 |
| 72.0689264665902 |
| -88.8327551888384 |
| -27.0322125408232 |
| -13.0940207921196 |
| 250.799344602909 |
| 93.8740227627521 |
| -182.585224136647 |
| 8.0082137257897 |
| -4.57008418790986 |
| 167.859935110332 |
| 202.382678192367 |
| -47.802069010941 |
| 15.2239309232759 |
| -117.760643318756 |
| -27.5597566290051 |
| 5.46860719624463 |
| 196.484933764211 |
| 24.9894619829972 |
| -3.26499295860309 |
| 107.946597384646 |
| -17.6952363291186 |
| 80.7890989173705 |
| 99.692204300254 |
| 72.5137007051372 |
| 157.396716668292 |
| 216.156402633069 |
| 208.629760563868 |
| 287.219249835093 |
| -665.271752785779 |
| 344.048871013284 |
| -289.670214220215 |
| -514.522975803157 |
| -134.195153499695 |
| 111.215198167447 |
| 137.544106361358 |
| 298.008559238447 |
| 185.849697433657 |
| -32.6597311505528 |
| -82.3780105084778 |
