| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.9403 | -0.16 | 0.1208 | -0.7631 | 0.2278 | -0.0973 | -0.7889 |
| (p-val) | (0 ) | (0.2542 ) | (0.2465 ) | (0 ) | (0.3121 ) | (0.5155 ) | (0.0026 ) |
| Estimates ( 2 ) | 0.9297 | -0.1366 | 0.1048 | -0.7563 | 0.3072 | 0 | -1.1083 |
| (p-val) | (0 ) | (0.3129 ) | (0.3015 ) | (0 ) | (0.0822 ) | (NA ) | (0.0016 ) |
| Estimates ( 3 ) | 0.842 | 0 | 0.0444 | -0.7335 | 0.309 | 0 | -1.1697 |
| (p-val) | (0 ) | (NA ) | (0.6088 ) | (0 ) | (0.1041 ) | (NA ) | (1e-04 ) |
| Estimates ( 4 ) | 0.9037 | 0 | 0 | -0.7779 | 0.3244 | 0 | -0.8733 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.0798 ) | (NA ) | (2e-04 ) |
| Estimates ( 5 ) | 0.9204 | 0 | 0 | -0.7834 | 0 | 0 | -0.5815 |
| (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 |
| -1.33637994496789 |
| 2.5505584203868 |
| 3.91139332320353 |
| -1.72087535312636 |
| 4.6700342146398 |
| -2.74560813167806 |
| 0.326296880205094 |
| -3.95983655966329 |
| 13.9806125046014 |
| 2.84155802303687 |
| -7.68634400319816 |
| 2.15264292155107 |
| -1.43475956691175 |
| 4.85327038368555 |
| 5.85404155783924 |
| -4.78451161856814 |
| 1.79459512550481 |
| 1.13097420831175 |
| 0.212698244887548 |
| -11.2613492818601 |
| 0.884709959910375 |
| 7.5493977753196 |
| 12.2017172013728 |
| 1.00669518127208 |
| -0.0505951316463223 |
| 1.83913193673422 |
| 0.75606541654781 |
| 5.474791619457 |
| -3.20641686971057 |
| 3.00302926116211 |
| -1.04427114272206 |
| -2.30097725975074 |
| 1.81688275065872 |
| -3.1359277204423 |
| -2.40662112725277 |
| 4.33194703783824 |
| 0.136366221225754 |
| 1.82359867318673 |
| 5.32514733763154 |
| -8.15726029775783 |
| 2.77425209298365 |
| 1.81863951378772 |
| -8.7864674630133 |
| 4.31717833652532 |
| 5.67063832923709 |
| 11.0323981441236 |
| -0.338179072295962 |
| -1.04053646803794 |
| -8.47745286756994 |
| 1.73993428617053 |
| 0.361681870929897 |
| -2.81938704416345 |
| 1.45062994631549 |
| -1.21049841755996 |
| -1.84021827216848 |
| -6.32534584068303 |
| 0.54396399529051 |
| -8.87363683805637 |
| 3.93718263933716 |
| 2.46335612312886 |
| 0.534046746125432 |
| -0.605284676904308 |
| -0.626984335514032 |
| 1.66644220659255 |
| 4.6095808304258 |
| -2.01981008429551 |
| -3.02575014250352 |
| -2.42027030171848 |
| -2.28425118078024 |
| -13.7862741620806 |
| 0.0741015237380737 |
| -3.47605720035217 |
| 0.403481665378031 |
| -2.76566145339386 |
| -4.63712601275771 |
| 2.60995153144162 |
| -5.12446069169316 |
| -7.17491042323247 |
| 10.7912203878153 |
| 2.10462399350504 |
| -10.9315725479551 |
| 5.66496311204764 |
| 2.60915417006924 |
| 4.26332146939414 |
| -0.122739609193282 |
| -2.28144355865498 |
| -0.126376890929133 |
| 2.45706121761559 |
| -6.70777845698055 |
| 10.4666442843204 |
| 0.871244794766226 |
| -3.91663051353796 |
| -2.70108990168285 |
| 1.31518057667294 |
| 8.45467900418721 |
| 6.90722966696228 |
| 4.53643454061959 |
| 6.60407933392522 |
| 7.62832667542597 |
| 0.575342759344939 |
| -1.79991327208584 |
| 4.63332328802241 |
| -1.19992164751353 |
| -1.50573860393361 |
| -6.71064128869366 |
| -1.86890123529865 |
| 1.83179152191894 |
| 6.5504184855184 |
| -2.49000592269727 |
| -5.15908316424443 |
| -5.28822745646887 |
| -6.16191145498065 |
| -0.701217116339119 |
| 3.01999550664862 |
| 7.04208294885268 |
| -5.44006789066294 |
| -5.30109394189252 |
| -4.38306929660935 |
| -1.70389193648474 |
