| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.7731 | -0.3295 | -0.2152 | 0.4539 | -0.1165 | -0.0863 | -0.5195 |
| (p-val) | (0.0885 ) | (0.1382 ) | (0.2232 ) | (0.3078 ) | (0.7287 ) | (0.6931 ) | (0.1203 ) |
| Estimates ( 2 ) | 0.6059 | 0.1196 | -0.0114 | -1.0013 | 0 | -0.0496 | -0.4407 |
| (p-val) | (0 ) | (0.345 ) | (0.9219 ) | (0 ) | (NA ) | (0.7033 ) | (4e-04 ) |
| Estimates ( 3 ) | 0.6054 | 0.1134 | 0 | -1.0012 | 0 | -0.0491 | -0.4449 |
| (p-val) | (0 ) | (0.3025 ) | (NA ) | (0 ) | (NA ) | (0.7065 ) | (1e-04 ) |
| Estimates ( 4 ) | 0.6057 | 0.1155 | 0 | -1.0011 | 0 | 0 | -0.4622 |
| (p-val) | (0 ) | (0.2917 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 5 ) | 0.6745 | 0 | 0 | -1.0013 | 0 | 0 | -0.4397 |
| (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 |
| 1.75589175227382 |
| -15.9538445889128 |
| 5.44128601199781 |
| -14.7358896289741 |
| -4.0167616709949 |
| -10.6706377144252 |
| -13.8047946713738 |
| -0.821590906339804 |
| -1.56057575656370 |
| -1.54595077371084 |
| -14.6742339095237 |
| 8.95906176086214 |
| -0.173952309034609 |
| -1.74667205687013 |
| -5.64740843195338 |
| 3.71004045092177 |
| 4.99947333422113 |
| 2.31421796108582 |
| 3.47065753037953 |
| 3.89362369962937 |
| -1.19999034803156 |
| -3.04374764568866 |
| 1.94372830051922 |
| -3.14607060500028 |
| 3.13063844185154 |
| -3.05918135628259 |
| 0.99678462547321 |
| 9.30595022832729 |
| -2.29309231118007 |
| 3.04373959808649 |
| -14.1581724221923 |
| -11.0973497648601 |
| -9.84725916929877 |
| -6.86911115381361 |
| -8.62970516593426 |
| -0.426863802212977 |
| -1.75654297469802 |
| 5.79451123387236 |
| -1.32938762138896 |
| -8.63778798544266 |
| -16.2816367582369 |
| -0.227840780986341 |
| -11.3960586939034 |
| 10.4048350224338 |
| 11.389779021466 |
| -7.3660170114599 |
| -13.7523391697409 |
| 1.51632522667480 |
| -1.57412897242710 |
| 2.20612272925549 |
| -15.8856984434600 |
| 10.3825403519428 |
| 1.43855390015914 |
| -1.73800357010404 |
| -4.86401340818266 |
| -3.60908718673186 |
| 5.30550920268597 |
| 1.80976321474561 |
| -1.11910044896894 |
| 4.03388053876049 |
| 7.48395492553683 |
| 0.576733260237526 |
| 5.86476952963166 |
| -4.0082530860611 |
| 4.41352550918178 |
| -4.69105496766337 |
| 14.4243914635224 |
| 0.132845349649629 |
| 0.733509409271993 |
| -2.50764918989827 |
| -9.48051835777407 |
| 7.55083182926559 |
| -8.5454931946351 |
| -1.77853700972154 |
| 13.8776138512147 |
| -20.8390297587494 |
| 3.70009046490574 |
| -7.99292615073037 |
| -7.70223157133929 |
| 1.0118135928761 |
| 8.54890014437603 |
| -13.7754696201736 |
| -26.6115198693638 |
| 8.41583884853245 |
| -7.89309587693587 |
| 0.857858372048755 |
| 8.62298267794576 |
| 7.27902986458442 |
| -4.26170929313676 |
| -0.806916630708111 |
| 17.5200854454654 |
| 26.8214238406182 |
| -0.00192237759887156 |
| -12.8681855395537 |
| -3.99800025674482 |
| -4.01629046852414 |
| -17.2300140922670 |
| 9.83757133801731 |
