| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.6546 | -0.2547 | -0.1812 | 0.3576 | 0.9731 | -0.1551 | -1 |
| (p-val) | (0.0488 ) | (0.1028 ) | (0.0918 ) | (0.2589 ) | (0 ) | (0.297 ) | (1e-04 ) |
| Estimates ( 2 ) | -0.6316 | -0.2677 | -0.1965 | 0.3375 | -0.1508 | 0 | 0.2223 |
| (p-val) | (0.047 ) | (0.0634 ) | (0.0617 ) | (0.2645 ) | (0.8116 ) | (NA ) | (0.718 ) |
| Estimates ( 3 ) | -0.6296 | -0.2719 | -0.1976 | 0.3366 | 0 | 0 | 0.0705 |
| (p-val) | (0.0495 ) | (0.0597 ) | (0.0626 ) | (0.2689 ) | (NA ) | (NA ) | (0.6473 ) |
| Estimates ( 4 ) | -0.5967 | -0.2539 | -0.1864 | 0.3439 | 0 | 0 | 0 |
| (p-val) | (0.0707 ) | (0.0604 ) | (0.0753 ) | (0.2854 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | -0.2563 | -0.1664 | -0.1129 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0121 ) | (0.1054 ) | (0.2716 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | -0.2406 | -0.1391 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0178 ) | (0.1648 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | -0.2098 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0351 ) | (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 |
| 0.331999822821242 |
| 35.8138207779734 |
| 22.592930402445 |
| -2.24456493866381 |
| 4.44003099736431 |
| 47.6728467375016 |
| 9.2436225411692 |
| -20.0450302319064 |
| 18.3274673949965 |
| -10.6019098751189 |
| 21.3498438902702 |
| -14.7559735741903 |
| -17.4094803148382 |
| 67.646850354883 |
| 36.5777911980019 |
| 28.3455957379288 |
| -13.9513129896095 |
| -13.0034403830604 |
| 28.8121696156979 |
| -9.2110595249279 |
| -39.1200277574137 |
| -6.84901767541965 |
| -4.3610096998714 |
| 14.6954924892022 |
| -16.6317954015096 |
| 22.1356581147801 |
| 20.2326811119238 |
| 28.5674251727495 |
| 15.4169813610232 |
| -27.1542432033561 |
| -12.5859653852544 |
| 16.1053318126098 |
| -0.541698046557838 |
| -37.1427632612567 |
| -7.0783481564254 |
| -15.7030832875296 |
| 7.77084902327892 |
| -36.1242230487518 |
| 47.48930139668 |
| -13.9144120688845 |
| 15.3575244407398 |
| -7.93254839674883 |
| -43.1164078700687 |
| -18.457987820944 |
| -9.6653377063845 |
| 5.54513842961823 |
| -55.5940946964357 |
| 0.260285048172378 |
| -0.800995821164545 |
| 6.77062464292308 |
| -36.481261837641 |
| 55.414124366888 |
| -10.8882361819811 |
| 21.8499969640532 |
| -12.5905196851618 |
| -47.8644316373623 |
| -11.2549229789839 |
| -1.05645731300248 |
| 12.4811272094275 |
| -55.6580610405553 |
| -10.6644930459644 |
| -2.72563928708787 |
| 1.48112720942746 |
| -25.3045075107978 |
| 51.7447628885179 |
| -9.6625704643916 |
| 15.2559920197598 |
| -8.89493744381724 |
| -25.4960924106584 |
| -10.2665375492968 |
| 7.80077942574084 |
| 6.46973701947039 |
| -48.3684738549174 |
| 2.2865058111469 |
| -3.72581879137254 |
| 10.9473789697663 |
| -5.8347256152562 |
| 20.3271981385695 |
| 27.939518915012 |
| 38.6951334806329 |
| 10.5559452306501 |
| 10.1729549352135 |
| 4.44351625649587 |
| 23.5563491152906 |
| 32.7101884340062 |
| -32.4440098932787 |
| 12.651045646221 |
| 4.72899790293806 |
| 26.0863877154644 |
| -6.87251607247245 |
| -27.0674516032512 |
| 70.6958963738427 |
| 37.2506379355035 |
| 6.28167426988033 |
| -30.3456934750032 |
| -13.8491523036332 |
| 3.48501635319952 |
| 9.46978189554156 |
| -59.8234251774415 |
| -4.04413271048304 |
| -8.35734493645517 |
