| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.3806 | 0.2662 | 0.2763 | -0.4599 | 0.4167 | -0.2352 | -0.9981 |
| (p-val) | (0.1026 ) | (0.0863 ) | (0.1262 ) | (0.0276 ) | (0.097 ) | (0.2916 ) | (0.093 ) |
| Estimates ( 2 ) | 0.3843 | 0.2824 | 0.2504 | -0.4764 | 0.4889 | 0 | -1.0007 |
| (p-val) | (0.1005 ) | (0.0656 ) | (0.1612 ) | (0.0236 ) | (0.0439 ) | (NA ) | (0.0037 ) |
| Estimates ( 3 ) | 0.609 | 0.3416 | 0 | -0.6566 | 0.5083 | 0 | -1.0004 |
| (p-val) | (0.0011 ) | (0.0316 ) | (NA ) | (0 ) | (0.041 ) | (NA ) | (0.0053 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| -1.79063114552387 |
| -5.96121426756573 |
| -11.2911981242263 |
| -5.62134951565136 |
| 5.34619967499343 |
| -12.2740483033152 |
| 14.5046708114327 |
| -7.09823295102428 |
| 12.8540115547973 |
| 17.0751265575376 |
| -0.99198243007476 |
| -5.94681451984727 |
| 3.91802024545207 |
| 4.15629169509889 |
| -9.43435652999224 |
| -9.78328368746388 |
| 6.98545817741177 |
| 4.70525987228528 |
| 7.20304907347918 |
| -7.43778937403415 |
| -11.2891423448090 |
| 1.40970512530112 |
| -2.75390442234665 |
| 11.0426749801798 |
| -1.05919162143540 |
| -5.71006233895447 |
| -2.03654700968742 |
| 18.1543565856712 |
| 1.09585102088630 |
| 0.241802382306191 |
| -8.31640705351639 |
| -0.271087119674398 |
| 7.8153716345386 |
| -2.00387751687017 |
| 1.68759664264574 |
| 15.6027316493751 |
| 5.34387974353978 |
| 8.53684692017458 |
| -1.87392245889962 |
| 24.0400673223322 |
| -0.739285054332348 |
| -4.19789596680445 |
| 6.23310769165672 |
| -2.11006488979325 |
| -5.21209417737891 |
| -6.52379318981092 |
| 3.26014614049527 |
| -3.73038881786043 |
