| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.9444 | -0.1213 | 0.0722 | -0.7558 | 0.0056 | -0.1864 | -0.5074 |
| (p-val) | (0 ) | (0.3796 ) | (0.4922 ) | (0 ) | (0.9787 ) | (0.1715 ) | (0.0166 ) |
| Estimates ( 2 ) | 0.9441 | -0.1212 | 0.0725 | -0.7556 | 0 | -0.1884 | -0.5027 |
| (p-val) | (0 ) | (0.3797 ) | (0.4861 ) | (0 ) | (NA ) | (0.101 ) | (0 ) |
| Estimates ( 3 ) | 0.9777 | -0.0676 | 0 | -0.794 | 0 | -0.1817 | -0.5032 |
| (p-val) | (0 ) | (0.5483 ) | (NA ) | (0 ) | (NA ) | (0.1124 ) | (0 ) |
| Estimates ( 4 ) | 0.8931 | 0 | 0 | -0.7553 | 0 | -0.1735 | -0.4965 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.1301 ) | (0 ) |
| Estimates ( 5 ) | 0.8955 | 0 | 0 | -0.7456 | 0 | 0 | -0.5668 |
| (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 |
| -1.62810811804488 |
| 3.45303679527047 |
| -2.32819452684874 |
| 5.12597438717812 |
| 5.35250246484653 |
| -4.96019989637298 |
| 0.317137904064819 |
| 4.81532687298574 |
| 6.07697620866342 |
| -17.5618195288146 |
| -3.51432158139241 |
| 6.65236175194329 |
| 19.9094561845074 |
| 1.61325120376517 |
| -1.09482967041985 |
| -0.998261889005277 |
| -1.24404950826157 |
| 5.10510348220555 |
| -3.22154468673354 |
| 5.54490421194132 |
| 1.85074399780086 |
| -4.28717200979922 |
| -2.25610650215566 |
| -6.81593680685623 |
| 0.091746364094831 |
| 7.74057444332661 |
| -0.56697741423017 |
| 1.81380412999898 |
| 1.54048576714124 |
| -8.55359490834157 |
| 0.866061568799112 |
| 4.29640218093247 |
| -8.20701468416593 |
| 2.49344390319927 |
| 2.89999891356712 |
| 8.98393447103739 |
| 3.36453518601554 |
| -4.44653060562981 |
| -11.3204827498579 |
| 0.850626589876246 |
| 2.41764458119665 |
| -2.1057087066922 |
| 1.39375480265878 |
| -0.879093428127529 |
| -2.28686741666279 |
| -6.98834566673228 |
| -0.233237912272777 |
| -9.7118156903712 |
| 3.44912283324363 |
| 2.29246231839662 |
| -3.87200045112604 |
| 0.894395566613644 |
| -2.53237049328687 |
| 3.71296143504669 |
| 6.53414804512268 |
| -2.63398038428954 |
| -7.90923852398756 |
| -3.36833822798548 |
| -3.49753656490439 |
| -17.5911005457175 |
| -0.206413017558171 |
| -8.2116856249736 |
| 8.01537475527015 |
| -6.66325517456419 |
| -5.25787607533297 |
| 4.91355826449643 |
| -8.2631553189966 |
| -10.3407929217795 |
| 9.75929900320423 |
| 2.91054103208316 |
| -17.96901443393 |
| 9.22649408766566 |
| 5.44339320689888 |
| 8.82208106196846 |
| 0.955391000451102 |
| -1.87084973738479 |
| -2.91636266848164 |
| 5.06258620443462 |
| -10.7054527728572 |
| 15.1151766927699 |
| -5.17414464354143 |
| -4.33589999716848 |
| -3.27000877041037 |
| 3.59356352008875 |
| 13.8886159925549 |
| 10.0856425034068 |
| 7.94494032568083 |
| 7.87548360512074 |
| 10.8787462886500 |
| 0.832371503495729 |
| -4.58488862410056 |
| 3.99731662695622 |
| -3.47603247657919 |
| -0.431353435569242 |
| -7.46411872671723 |
| -2.04513488048097 |
| 4.70179194466549 |
| 9.61714884803634 |
| -4.44030739684531 |
| -5.49612695785711 |
| -7.89040651779394 |
| -8.0187084436178 |
| -1.43327979199567 |
| 4.97953212790059 |
| 4.81479946265105 |
| -6.50386048086631 |
| -2.37069557661648 |
| -3.7848933560805 |
| -2.50191201722332 |
