| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.3175 | 0.1461 | 0.0502 | -0.4454 | 0.1524 | 0.0905 | -0.9998 |
| (p-val) | (0.5717 ) | (0.2994 ) | (0.7227 ) | (0.4174 ) | (0.3728 ) | (0.6245 ) | (0.0061 ) |
| Estimates ( 2 ) | 0.4408 | 0.1716 | 0 | -0.5646 | 0.1534 | 0.0977 | -1.0001 |
| (p-val) | (0.3532 ) | (0.1687 ) | (NA ) | (0.2266 ) | (0.3668 ) | (0.5958 ) | (0.0051 ) |
| Estimates ( 3 ) | 0.47 | 0.165 | 0 | -0.5836 | 0.1198 | 0 | -1.0001 |
| (p-val) | (0.2861 ) | (0.1808 ) | (NA ) | (0.1765 ) | (0.4427 ) | (NA ) | (0.1095 ) |
| Estimates ( 4 ) | 0.4729 | 0.1613 | 0 | -0.5759 | 0 | 0 | -0.7718 |
| (p-val) | (0.3004 ) | (0.1964 ) | (NA ) | (0.1978 ) | (NA ) | (NA ) | (9e-04 ) |
| Estimates ( 5 ) | 0 | 0.0986 | 0 | -0.1044 | 0 | 0 | -0.7731 |
| (p-val) | (NA ) | (0.4284 ) | (NA ) | (0.3966 ) | (NA ) | (NA ) | (0.0011 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -0.0848 | 0 | 0 | -0.831 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.4425 ) | (NA ) | (NA ) | (0.006 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -0.8895 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0408 ) |
| 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 |
| -0.0770007286310834 |
| 0.447492651963394 |
| 1.53900910668281 |
| 1.01412194654183 |
| -0.603960946643555 |
| 2.37061607384619 |
| -0.0236754016442814 |
| 0.480894036009816 |
| -1.4198529294665 |
| 0.104850260255267 |
| -0.462698757128806 |
| -1.18917242096038 |
| -2.36156305504251 |
| 0.413368026013191 |
| 1.63042774383888 |
| 2.98797947724222 |
| 0.268368112974596 |
| 1.32352264640295 |
| 0.428742570296048 |
| 0.553555967615909 |
| 0.579004236230968 |
| -0.371345666046561 |
| -0.0300800285891218 |
| 0.131717361911192 |
| 0.97965843006171 |
| 2.18524209125632 |
| 1.07490338694799 |
| -0.222401707732933 |
| 2.17165191930577 |
| -0.61468244650391 |
| 0.903187541285954 |
| -0.998078413418327 |
| -2.40226143983405 |
| 1.07505730262561 |
| -1.53653662274425 |
| -0.52108381172762 |
| 0.371432585602412 |
| 0.176711745142631 |
| 0.237919587173508 |
| 1.57896329017376 |
| -1.9981067036953 |
| -0.609285067972494 |
| 0.32329827519493 |
| -0.702156663835999 |
| 3.85364507993069 |
| -0.0561544418262956 |
| 2.42569238874036 |
| -4.79418695589009 |
| 3.1945949112906 |
| -0.425369736794186 |
| -3.40104684847459 |
| 1.63900481443363 |
| 1.48846725500324 |
| -3.8507290497282 |
| -1.12059176692384 |
| 1.93974229152656 |
| 2.75890926224058 |
| -1.30009483980731 |
| -3.85421254211905 |
| 0.421261872761746 |
| -3.90201279943422 |
| -4.14938738181477 |
| -2.97000433298445 |
| -0.163066767446242 |
| -0.409968920590369 |
| -0.462323446757502 |
| -3.42377063265203 |
| 0.713188583715595 |
| -0.70187716872897 |
| 4.09056036675678 |
| -0.280818326729950 |
| 1.08887864647460 |
