| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.3725 | 0.1148 | 0.146 | -0.3157 | -0.099 | -0.0439 | -0.9998 |
| (p-val) | (0.4337 ) | (0.5085 ) | (0.4653 ) | (0.5059 ) | (0.7669 ) | (0.8732 ) | (0.0654 ) |
| Estimates ( 2 ) | 0.3614 | 0.1131 | 0.15 | -0.3013 | -0.0709 | 0 | -1.0002 |
| (p-val) | (0.4356 ) | (0.5115 ) | (0.4426 ) | (0.5106 ) | (0.8021 ) | (NA ) | (0.0437 ) |
| Estimates ( 3 ) | 0.367 | 0.1255 | 0.1297 | -0.3083 | 0 | 0 | -1.0001 |
| (p-val) | (0.4574 ) | (0.4502 ) | (0.4782 ) | (0.5277 ) | (NA ) | (NA ) | (0.0225 ) |
| Estimates ( 4 ) | 0.0764 | 0.1564 | 0.1611 | 0 | 0 | 0 | -1 |
| (p-val) | (0.6112 ) | (0.294 ) | (0.2859 ) | (NA ) | (NA ) | (NA ) | (0.0338 ) |
| Estimates ( 5 ) | 0 | 0.1644 | 0.1738 | 0 | 0 | 0 | -1.0004 |
| (p-val) | (NA ) | (0.2685 ) | (0.2432 ) | (NA ) | (NA ) | (NA ) | (0.0344 ) |
| Estimates ( 6 ) | 0 | 0 | 0.1899 | 0 | 0 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (0.208 ) | (NA ) | (NA ) | (NA ) | (0.0416 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.1251 ) |
| 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 |
| 0.0342967165037561 |
| 33.7699091876185 |
| 3.11063709767111 |
| 1.77568341730160 |
| -56.9214769433614 |
| 7.77993569511305 |
| -36.3686610158374 |
| -26.4412219860036 |
| -11.7921798460045 |
| -6.66783655020435 |
| -3.23570247377794 |
| -3.10221610110427 |
| -8.09424006740006 |
| -19.4970169919038 |
| 18.8117239852177 |
| -12.9776763438915 |
| -24.5967947226811 |
| 8.59229194454523 |
| -21.8800798245492 |
| -14.5484210866971 |
| -6.27441693690688 |
| -8.1378562560727 |
| -21.0973232687186 |
| -12.2463763657356 |
| -2.61503109250183 |
| 11.2743247600432 |
| -6.6601656693173 |
| -5.02167010823844 |
| -9.49282138869488 |
| 26.5039498865682 |
| 2.08432117821005 |
| -4.01764043171316 |
| 13.6789389578973 |
| -5.44788250795775 |
| -15.3730556125278 |
| -12.1903582885640 |
| -1.84910644888111 |
| -9.63671798463019 |
| -34.1289284956624 |
| 6.03316342657112 |
| 14.6158340847253 |
| -7.27907413282327 |
| -14.5785940885981 |
| -8.7961529029697 |
| -12.6228749661289 |
