| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1922 | 0.1562 | 0.4511 | -0.1951 | 0.1666 | -0.3835 | -0.9997 |
| (p-val) | (0.477 ) | (0.3441 ) | (0.0014 ) | (0.5154 ) | (0.3912 ) | (0.0942 ) | (0.0167 ) |
| Estimates ( 2 ) | -0.3412 | 0.0942 | 0.4277 | 0 | 0.1634 | -0.4145 | -0.9998 |
| (p-val) | (0.0188 ) | (0.5192 ) | (0.0018 ) | (NA ) | (0.3945 ) | (0.0572 ) | (0.0171 ) |
| Estimates ( 3 ) | -0.3777 | 0 | 0.3924 | 0 | 0.1427 | -0.3981 | -1 |
| (p-val) | (0.0058 ) | (NA ) | (0.0015 ) | (NA ) | (0.4489 ) | (0.0734 ) | (0.0164 ) |
| Estimates ( 4 ) | -0.3888 | 0 | 0.3898 | 0 | 0 | -0.4423 | -1.0006 |
| (p-val) | (0.0041 ) | (NA ) | (0.0014 ) | (NA ) | (NA ) | (0.0241 ) | (0.1324 ) |
| Estimates ( 5 ) | -0.3539 | 0 | 0.4338 | 0 | 0 | -0.2944 | 0 |
| (p-val) | (0.011 ) | (NA ) | (0.0011 ) | (NA ) | (NA ) | (0.1877 ) | (NA ) |
| Estimates ( 6 ) | -0.4219 | 0 | 0.4733 | 0 | 0 | 0 | 0 |
| (p-val) | (4e-04 ) | (NA ) | (2e-04 ) | (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 |
| -0.148179045838701 |
| -0.411325757765363 |
| 1.09132142540108 |
| -4.24667577751435 |
| 4.25646321284591 |
| -1.26901589312535 |
| 1.77958424006389 |
| -2.94347212463525 |
| 0.0163876381408913 |
| 2.81143570493801 |
| -1.40353526131101 |
| -3.83509143699696 |
| 1.36676534893180 |
| 1.21051072251842 |
| -0.237443780928558 |
| 0.566630407495118 |
| -0.632001584969763 |
| 1.18125957867219 |
| 1.37109446104324 |
| 0.358884830234638 |
| -3.42945341190232 |
| 2.20617222980112 |
| -1.75584538250645 |
| 0.0534300504717846 |
| -0.274073307408412 |
| 2.98707221021876 |
| -4.42201663398455 |
| 4.66519600694298 |
| -1.55696878183121 |
| 0.627417919992406 |
| -1.51466166563422 |
| -2.49524712817580 |
| 2.71317493622234 |
| -4.3531378358122 |
| -6.54112140894035 |
| -2.50980894219896 |
| -2.70094129102837 |
| 0.910854671341497 |
| 0.539387281984574 |
| -1.20437996751369 |
| -0.740405722905624 |
| 1.55754049748317 |
| 2.65736539627193 |
| 2.94121136996437 |
| -1.21527329862578 |
| 1.65832297779227 |
| 7.59775787751394 |
| 5.93462663133653 |
| 0.513840638625041 |
