| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7135 | -0.2401 | 0.2648 | -0.4743 | 0.3302 | -0.0742 | -0.435 |
| (p-val) | (0.0139 ) | (0.1696 ) | (0.0445 ) | (0.0894 ) | (0.854 ) | (0.7452 ) | (0.8105 ) |
| Estimates ( 2 ) | 0.7116 | -0.2381 | 0.2627 | -0.4726 | 0 | -0.1034 | -0.1035 |
| (p-val) | (0.0145 ) | (0.1711 ) | (0.0452 ) | (0.0921 ) | (NA ) | (0.48 ) | (0.447 ) |
| Estimates ( 3 ) | 0.6923 | -0.2109 | 0.2524 | -0.4478 | 0 | 0 | -0.1029 |
| (p-val) | (0.0231 ) | (0.218 ) | (0.0544 ) | (0.1295 ) | (NA ) | (NA ) | (0.4798 ) |
| Estimates ( 4 ) | 0.6753 | -0.1849 | 0.2395 | -0.4426 | 0 | 0 | 0 |
| (p-val) | (0.0273 ) | (0.2623 ) | (0.0659 ) | (0.1361 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.4468 | 0 | 0.1882 | -0.2566 | 0 | 0 | 0 |
| (p-val) | (0.3329 ) | (NA ) | (0.1622 ) | (0.6631 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0.2462 | 0 | 0.2031 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0485 ) | (NA ) | (0.1005 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0.2548 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.047 ) | (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 |
| 3.49416802799158 |
| 162.702525256856 |
| 96.994227513603 |
| 57.1630040033647 |
| -83.390009053508 |
| -118.584731045575 |
| -228.992761995829 |
| 192.910981296109 |
| 147.470317173883 |
| 115.182678415247 |
| 115.161837107900 |
| -12.8714538748163 |
| 54.1613681419194 |
| 96.369778415613 |
| 8.61691030134261 |
| -178.632949095573 |
| 239.071551414326 |
| 36.0748468592392 |
| -71.995342453366 |
| -87.5460220276609 |
| -367.369878359007 |
| 198.034183891107 |
| 127.498161498072 |
| -291.020062042671 |
| 73.6755873174488 |
| -303.202945795652 |
| 10.5483986528916 |
| -18.5059440451269 |
| 249.977107925525 |
| -76.5835785248919 |
| -273.302559154060 |
| -435.936987984817 |
| 142.075456895568 |
| -27.9779079965565 |
| -647.840084200488 |
| 1.93503144311308 |
| -89.2689941599167 |
| 235.203731472832 |
| -67.656908077779 |
| -86.8746834871556 |
| 220.417549497265 |
| 158.902238686122 |
| -39.9806795358659 |
| 7.2688501716575 |
| 174.326494555624 |
| 99.6115649382655 |
| 24.6274364970704 |
| -108.671836071648 |
| 16.6872141271879 |
| 14.2518902215484 |
| -57.0869978000301 |
| 150.400903284843 |
| -12.7405132855401 |
| -205.447241626871 |
| 43.1828845550076 |
| -16.2898324669241 |
| 86.0929034264404 |
| 60.1962267347553 |
| 52.4584823767991 |
| -38.1521378385692 |
