| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.3176 | 0.3507 | 0.1995 | -0.3217 | 0.2429 | -0.1407 | -0.6005 |
| (p-val) | (0.1979 ) | (0.0033 ) | (0.2204 ) | (0.1626 ) | (0.427 ) | (0.4369 ) | (0.0719 ) |
| Estimates ( 2 ) | 0.3213 | 0.3554 | 0.1917 | -0.337 | 0.3624 | 0 | -0.7643 |
| (p-val) | (0.1835 ) | (0.0025 ) | (0.2343 ) | (0.1303 ) | (0.1494 ) | (NA ) | (0.0026 ) |
| Estimates ( 3 ) | 0.5369 | 0.367 | 0 | -0.5149 | 0.3749 | 0 | -0.7452 |
| (p-val) | (4e-04 ) | (0.0031 ) | (NA ) | (1e-04 ) | (0.1568 ) | (NA ) | (0.0038 ) |
| Estimates ( 4 ) | 0.5298 | 0.3773 | 0 | -0.5188 | 0 | 0 | -0.4001 |
| (p-val) | (3e-04 ) | (0.0022 ) | (NA ) | (1e-04 ) | (NA ) | (NA ) | (0.0072 ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
| -0.842598148109373 |
| -12.687471279854 |
| 1.33529062098407 |
| -1.52608756783104 |
| -9.8038236607025 |
| -7.88341636835107 |
| -4.48564744587875 |
| -4.55938665638165 |
| -10.0544915117902 |
| 21.0549614608075 |
| 4.3143825841693 |
| -1.46618453593632 |
| -12.1171383567165 |
| -0.302918595087467 |
| 2.34898568223244 |
| -8.54209702035785 |
| 4.73770551614108 |
| -7.92344086062286 |
| 11.0224203536725 |
| 4.39720432127751 |
| -6.39305817944893 |
| -6.17962259215388 |
| -2.69522327651269 |
| -13.2837841606451 |
| -8.51511808037518 |
| -0.965486061294074 |
| -7.37551346853937 |
| -6.76183087102348 |
| 8.96651068220005 |
| -18.2089994253856 |
| 20.1018071051672 |
| -5.76640632360045 |
| 8.25373279830115 |
| 21.9028815398419 |
| -6.75966326139616 |
| -11.1235135111605 |
| 4.96218121684402 |
| 3.92984179944801 |
| -11.9864034348185 |
| -11.0981042084894 |
| 12.5007739777215 |
| 0.738839013015838 |
| 9.31218720199166 |
| -7.71204661597688 |
| -12.8003118771947 |
| 7.68940077568577 |
| -3.03900362632629 |
| 7.77132726575262 |
| -2.9079775013126 |
| -8.0948646473359 |
| 0.15984712205514 |
| 18.8326246091762 |
| -0.458748358729377 |
| -4.16903804331284 |
| -3.33175733969698 |
| 0.751772346352357 |
| 8.38331819128863 |
| -2.35064683043181 |
| 1.08971228053348 |
| 17.1907670263024 |
| 1.59956481796891 |
| 6.46135958019724 |
| -0.459908514760568 |
| 25.0825289216983 |
| -1.51169120626917 |
| -8.85901235107108 |
| 13.2909557546675 |
| -1.7497027424119 |
| -7.06926554613498 |
| -3.16782538359738 |
| 5.27907108107028 |
| -4.73165576053109 |
| -0.660288376601008 |
| -8.93370202925029 |
| -14.4570903584836 |
| -24.6350299753082 |
| -2.6645151230629 |
| -0.785430978389326 |
| -2.01641515297207 |
| -10.8130751276736 |
| 2.17498939644703 |
| 5.98730409408423 |
