| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.8705 | -0.038 | 0.0631 | -0.7587 | 0.1288 | -0.1679 | -0.589 |
| (p-val) | (0 ) | (0.7624 ) | (0.5378 ) | (0 ) | (0.628 ) | (0.2596 ) | (0.0315 ) |
| Estimates ( 2 ) | 0.8467 | 0 | 0.0468 | -0.7531 | 0.1229 | -0.1636 | -0.5822 |
| (p-val) | (0 ) | (NA ) | (0.5961 ) | (0 ) | (0.6473 ) | (0.2737 ) | (0.0347 ) |
| Estimates ( 3 ) | 0.8404 | 0 | 0.057 | -0.7502 | 0 | -0.2066 | -0.4609 |
| (p-val) | (0 ) | (NA ) | (0.5066 ) | (0 ) | (NA ) | (0.0618 ) | (0 ) |
| Estimates ( 4 ) | 0.9155 | 0 | 0 | -0.7975 | 0 | -0.2063 | -0.4659 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.0616 ) | (0 ) |
| Estimates ( 5 ) | 0.9171 | 0 | 0 | -0.7869 | 0 | 0 | -0.5367 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0 ) |
| 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 |
| -1.75710552587315 |
| 4.37036796336443 |
| 5.5673264752998 |
| -1.22504397085089 |
| 6.17946460417736 |
| -3.27465315385447 |
| 2.6278724846495 |
| -7.31192694619932 |
| 20.4026225188646 |
| 3.14902322069504 |
| -12.0294722279661 |
| 2.97498496616914 |
| -2.50542291764146 |
| 6.20395583674959 |
| 7.11233878634776 |
| -5.75981302342774 |
| 2.07667754477945 |
| 3.84966778639508 |
| 7.1765477305418 |
| -20.7985666362645 |
| 2.47614691636463 |
| 7.7004797972945 |
| 17.0410149565981 |
| 1.82339100613362 |
| -0.657130873589736 |
| 0.667616981172044 |
| 0.87981577434079 |
| 4.20721951925965 |
| -1.34472730216303 |
| 4.70932476397487 |
| 3.17472768713505 |
| -8.90116081319851 |
| 4.35936042449241 |
| -6.00520020791944 |
| -3.26866529959977 |
| 7.36307049799383 |
| -0.68450980566042 |
| 2.56149800306764 |
| 2.59681818439971 |
| -9.34578620655112 |
| 1.47814516087159 |
| 3.95924968824617 |
| -7.56320014430212 |
| -0.454871389572702 |
| 5.75895537216211 |
| 9.74559422991597 |
| 2.82739597010942 |
| -4.59771612888715 |
| -11.4047095343099 |
| 0.799967937042897 |
| 2.58613240657832 |
| -2.12529124925181 |
| 1.52785315965806 |
| -0.994796284265577 |
| -1.84839009267502 |
| -8.364152079002 |
| 0.840716250345213 |
| -10.0412277325339 |
| 2.55338532375147 |
| 2.39553622015277 |
| -3.53979049126522 |
| 0.97915416586933 |
| -2.37856573782010 |
| 3.47777382594850 |
| 6.79122799876239 |
| -2.3801036297004 |
| -7.82729248046852 |
| -3.55707049138802 |
| -2.81642831289846 |
| -17.1398820775485 |
| -0.976412154611117 |
| -8.66614573575471 |
| 7.67241097141616 |
| -6.56214898524060 |
| -5.07005194495427 |
| 4.68009058810392 |
| -8.18926437108684 |
| -10.3595150071263 |
| 9.92399927402893 |
| 2.87967935679729 |
| -17.2744129016973 |
| 9.5266684375139 |
| 5.59124069530867 |
| 9.41304283121906 |
| 1.21013569986455 |
| -1.23340647867594 |
| -2.4969937492492 |
| 5.21814481909754 |
| -10.0524087667707 |
| 15.3352728765578 |
| -5.177221932758 |
| -4.44948884793066 |
| -2.65859178506361 |
| 2.97134538232508 |
| 13.6790673246089 |
| 9.99001833877773 |
| 8.60657231194861 |
| 8.23124948202332 |
| 11.297532078371 |
| 1.21149979708694 |
| -4.20738400836905 |
| 3.3692976987162 |
| -3.04609724551865 |
| -0.369075658963159 |
| -7.8052824371848 |
| -2.13320515239760 |
| 3.96602157399247 |
| 9.30360028176523 |
| -4.69119619079479 |
| -5.88736306455712 |
| -8.4885206854901 |
| -8.4287282431282 |
| -1.95067348709791 |
| 4.87523508996938 |
| 4.67380277763132 |
| -6.58231247961487 |
| -2.14015788355201 |
| -3.67268623309319 |
| -2.59504821359577 |
