| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.5753 | 0.3552 | 0.2841 | 1 | -0.6934 | -0.2805 | 0.9995 |
| (p-val) | (0.0013 ) | (0.0509 ) | (0.0799 ) | (0 ) | (0.056 ) | (0.309 ) | (0.7608 ) |
| Estimates ( 2 ) | -0.5732 | 0.3549 | 0.286 | 1 | 0.0057 | -0.2873 | 0 |
| (p-val) | (0.0013 ) | (0.0501 ) | (0.0782 ) | (1e-04 ) | (0.9835 ) | (0.2077 ) | (NA ) |
| Estimates ( 3 ) | -0.5726 | 0.3549 | 0.2861 | 1 | 0 | -0.2874 | 0 |
| (p-val) | (0.0011 ) | (0.0498 ) | (0.0779 ) | (1e-04 ) | (NA ) | (0.207 ) | (NA ) |
| Estimates ( 4 ) | -0.3687 | 0.2772 | 0.3336 | 0.7432 | 0 | 0 | 0 |
| (p-val) | (0.2354 ) | (0.1832 ) | (0.0503 ) | (0.0275 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0 | 0.148 | 0.3261 | 0.3444 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.3648 ) | (0.0417 ) | (0.0648 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0.3389 | 0.3062 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0379 ) | (0.0579 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0.3664 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.023 ) | (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 |
| 0.00499999691070593 |
| -4.4979057739171 |
| -0.56246231053506 |
| 8.09690086750942 |
| 4.34643986893088 |
| -2.644061641423 |
| 6.0973367204477 |
| 0.438388303992138 |
| 0.543651707335223 |
| 17.1219953576554 |
| 9.40151598525911 |
| 5.12127797478592 |
| -5.34697110580722 |
| 1.21415165958332 |
| -5.08330952109708 |
| 0.539670214196021 |
| -2.85995771303740 |
| 0.553597096733412 |
| -4.16951012613706 |
| -6.38436343422035 |
| 2.29381942808804 |
| 0.653407470282076 |
| 0.511467317555223 |
| 9.84338991294328 |
| -3.01402278950670 |
| 0.600771460001795 |
| -7.57337873598776 |
| -14.6810492822379 |
| 8.83424507864782 |
| -8.34925544749388 |
| -0.681456979270955 |
| -5.14710905161326 |
| 0.948629411071334 |
| 1.76001344825391 |
| -5.18314239692582 |
| 1.60389316406689 |
