| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.8023 | -0.1454 | 0.1122 | -0.6173 | 1.553 | -0.5534 | -0.9339 |
| (p-val) | (0.0614 ) | (0.4103 ) | (0.3787 ) | (0.1371 ) | (0 ) | (0.0061 ) | (0.0015 ) |
| Estimates ( 2 ) | 0.0758 | 0 | 0.1247 | 0.124 | 1.52 | -0.5233 | -0.8175 |
| (p-val) | (0.88 ) | (NA ) | (0.3519 ) | (0.8084 ) | (0 ) | (0.0068 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0 | 0.1167 | 0.1927 | 1.5124 | -0.5155 | -0.8235 |
| (p-val) | (NA ) | (NA ) | (0.3738 ) | (0.1107 ) | (0 ) | (0.0064 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0 | 0 | 0.2102 | 1.5094 | -0.5123 | -0.8443 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0914 ) | (0 ) | (0.0048 ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0 | 1.4991 | -0.5016 | -0.8469 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0052 ) | (0 ) |
| 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 |
| 0.313735412607504 |
| -0.459477530040514 |
| -0.831455537989862 |
| -1.89435169697624 |
| -0.44798959832318 |
| 1.28879038557224 |
| 9.18633307360276 |
| -0.574467164138087 |
| -0.446548950004017 |
| -3.76117521157024 |
| -2.42305703139968 |
| 0.688301735165885 |
| -0.491203907840289 |
| -1.98627724848338 |
| -3.35648409943222 |
| 2.673911448708 |
| 1.24431260529285 |
| -0.535213496793326 |
| 0.53372556886357 |
| 1.16120699265774 |
| -5.73143113746826 |
| -5.61003691878557 |
| -2.40719318583876 |
| -4.24585512999086 |
| 2.10055732019641 |
| -4.18168100255389 |
| -1.60297960206743 |
| 0.68474539408725 |
| -6.5435670125688 |
| -3.29644884415282 |
| 6.92941559949108 |
| 0.417718253430421 |
| -10.322115234893 |
| 7.7280420749779 |
| 0.244743449065646 |
| 3.8237534193695 |
| 0.474697354914716 |
| -0.46224249639264 |
| 0.0474964273827104 |
| 1.71062034332962 |
| -3.68159424485644 |
| 7.9271878733941 |
| -3.02786247403975 |
| -0.524786095833307 |
| -1.23039059450692 |
| 1.3296511096108 |
| 3.99662761270792 |
| 3.56988188709792 |
| 1.96167969591586 |
| 4.91409480714404 |
| 4.15665477366246 |
| 1.39709623000657 |
| 0.780950972920096 |
| 2.40070864110183 |
| 0.333804604533245 |
| 2.00744311906571 |
| -1.94035027018663 |
| -0.487182878460391 |
| 1.94306019136781 |
| 2.73422036450451 |
| -0.847540339237207 |
| -2.40041958300377 |
| -2.3992816686714 |
| -2.62162509646975 |
| -0.322645060358842 |
| 0.88337705937447 |
| 2.46979613011776 |
| -1.24438076243471 |
| -1.91269449855964 |
| -1.59801341924964 |
| -1.53043038009063 |
