| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 1.1619 | -0.0508 | -0.372 | -0.7764 | -0.2067 | -0.2336 | -0.049 |
| (p-val) | (3e-04 ) | (0.8628 ) | (0.0455 ) | (0.0423 ) | (0.7239 ) | (0.2315 ) | (0.9389 ) |
| Estimates ( 2 ) | 1.1712 | -0.0574 | -0.3669 | -0.7903 | -0.2471 | -0.2406 | 0 |
| (p-val) | (0.0112 ) | (0.8862 ) | (0.1411 ) | (0.1687 ) | (0.3381 ) | (0.1621 ) | (NA ) |
| Estimates ( 3 ) | 1.1201 | 0 | -0.3987 | -0.7438 | -0.2624 | -0.2436 | 0 |
| (p-val) | (0 ) | (NA ) | (0 ) | (6e-04 ) | (0.1096 ) | (0.1255 ) | (NA ) |
| Estimates ( 4 ) | 1.2072 | 0 | -0.3599 | -1 | -0.1022 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (0 ) | (0 ) | (0.4648 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 1.2131 | 0 | -0.3577 | -1 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (0 ) | (0 ) | (NA ) | (NA ) | (NA ) |
| 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 |
| 0.217499822516866 |
| -9.78478953094158 |
| -4.69092289728636 |
| 10.8303737739891 |
| 17.4025635868567 |
| -18.695949344517 |
| -1.45165150662704 |
| 24.2055636204555 |
| -7.85142459641661 |
| -9.4984274601968 |
| 15.4524605741829 |
| -4.57316796503045 |
| -35.3790647494429 |
| -1.71841266886546 |
| 16.4887231604473 |
| 12.3672525241091 |
| -30.5270631334762 |
| 14.0831320895415 |
| 12.2671755298376 |
| 7.6573009730872 |
| -10.2588701804503 |
| 4.98218909929218 |
| 18.2374731745486 |
| -18.1217207388952 |
| 19.2509327179740 |
| 20.7168346335646 |
| 27.0084172311441 |
| -13.1935985382014 |
| 3.91871968362315 |
| 23.2274665865825 |
| 39.0004011190054 |
| 23.2030259046977 |
| 50.985499051697 |
| 26.9190549927636 |
| 5.61997889463015 |
| -49.70729388275 |
| -6.42398274476005 |
| -41.6977425555609 |
| -7.92694134412627 |
| 5.34208987982118 |
| 27.7759340629904 |
| -6.52456657092852 |
| 3.12509229100933 |
| -4.61574932357839 |
| 11.4276121576526 |
| 18.3833489895730 |
| -42.4568062507692 |
| 7.51193809087255 |
| -16.7513836179227 |
| 8.95264961600874 |
| 8.81854600123269 |
| -18.5966360042492 |
| 11.7598212958319 |
| -7.41354314708516 |
| 17.5247266754596 |
| 17.9797835233522 |
| -36.4653940696526 |
| 4.31529911509816 |
| 8.75602862255269 |
| 7.65533116235876 |
| -1.38678324054813 |
