| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.8705 | -0.038 | 0.0631 | -0.7587 | 0.1288 | -0.1679 | -0.589 |
| (p-val) | (0 ) | (0.7624 ) | (0.5377 ) | (0 ) | (0.6279 ) | (0.2595 ) | (0.0314 ) |
| Estimates ( 2 ) | 0.8467 | 0 | 0.0468 | -0.7531 | 0.1229 | -0.1636 | -0.5822 |
| (p-val) | (0 ) | (NA ) | (0.5961 ) | (0 ) | (0.6473 ) | (0.2736 ) | (0.0347 ) |
| Estimates ( 3 ) | 0.8404 | 0 | 0.057 | -0.7502 | 0 | -0.2066 | -0.4609 |
| (p-val) | (0 ) | (NA ) | (0.5066 ) | (0 ) | (NA ) | (0.0618 ) | (0 ) |
| Estimates ( 4 ) | 0.9155 | 0 | 0 | -0.7975 | 0 | -0.2063 | -0.4659 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.0616 ) | (0 ) |
| Estimates ( 5 ) | 0.9171 | 0 | 0 | -0.7869 | 0 | 0 | -0.5367 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (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 |
| -1.75710552736277 |
| 4.37036984156782 |
| 5.56733682158371 |
| -1.22502608761617 |
| 6.17947760772367 |
| -3.27463242192432 |
| 2.62788568035235 |
| -7.31191024666744 |
| 20.4026224220250 |
| 3.14904984315364 |
| -12.0294408170748 |
| 2.97499628181096 |
| -2.50540841252174 |
| 6.20397470781425 |
| 7.11236454382875 |
| -5.75978707029165 |
| 2.07669939431277 |
| 3.84968266390483 |
| 7.17657005862486 |
| -20.7985472437999 |
| 2.47616020263132 |
| 7.70048206934959 |
| 17.0410150302587 |
| 1.82342232254890 |
| -0.657103823920002 |
| 0.667657247621714 |
| 0.879852786346653 |
| 4.20724824461193 |
| -1.34469469727787 |
| 4.70936120045205 |
| 3.17476604141831 |
| -8.90113738044943 |
| 4.35936608145139 |
| -6.00517142195632 |
| -3.26862669365445 |
| 7.36307667210132 |
| -0.684491781598508 |
| 2.56151380942373 |
| 2.59683504548696 |
| -9.34575586502546 |
| 1.47814969399148 |
| 3.95925883195707 |
| -7.56318987161723 |
| -0.454863309336633 |
| 5.7589558411962 |
| 9.74559101377527 |
| 2.82740227342485 |
| -4.59768808467466 |
| -11.404693901093 |
| 0.79997135992187 |
| 2.58613654851417 |
| -2.12529903043408 |
| 1.52785686450852 |
| -0.994794779709568 |
| -1.84839693477809 |
| -8.36415360384086 |
| 0.84070786726932 |
| -10.0412273609373 |
| 2.55336194645880 |
| 2.3955062698709 |
| -3.53981729910627 |
| 0.9791348097572 |
| -2.3785807726873 |
| 3.47775699377613 |
| 6.79121492614497 |
| -2.38010847238721 |
| -7.82729253314746 |
| -3.55710159423669 |
| -2.81645031700517 |
| -17.1399191811868 |
| -0.976455129252032 |
| -8.66618491123923 |
| 7.67235940350052 |
| -6.56218872528163 |
| -5.07010232624233 |
| 4.68004244763872 |
| -8.18930168258529 |
| -10.3595645692003 |
| 9.92393166301725 |
| 2.87963474175961 |
| -17.2744505382325 |
| 9.52660238160789 |
| 5.59119791542453 |
| 9.41300562088441 |
| 1.21012853235516 |
| -1.23342184144995 |
| -2.49700588856741 |
| 5.21813067262946 |
| -10.0524235762730 |
| 15.3352488417929 |
| -5.17720592836038 |
| -4.4494874830342 |
| -2.65861034332372 |
| 2.97135374088021 |
| 13.6790670841712 |
| 9.99004512114149 |
| 8.60659244080104 |
| 8.23129261313534 |
| 11.2975830438965 |
| 1.21156348901393 |
| -4.20732406110045 |
| 3.36936778152457 |
| -3.04605728903471 |
| -0.369039296452072 |
| -7.80523217419634 |
| -2.13318731939012 |
| 3.96605159262976 |
| 9.30362659627173 |
| -4.69115327173078 |
| -5.88732885945912 |
| -8.48849439519244 |
| -8.42872565114027 |
| -1.95067994112124 |
| 4.87521243438378 |
| 4.67379768403764 |
| -6.58230989703989 |
| -2.14017507177124 |
| -3.67270513459036 |
| -2.59506890146348 |
