| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0213 | 0.3587 | -0.3801 | -0.0366 | 0.4592 | 0.5406 | -0.952 |
| (p-val) | (0.9651 ) | (0.1048 ) | (0.2869 ) | (0.9477 ) | (0.0295 ) | (0.0114 ) | (0.0036 ) |
| Estimates ( 2 ) | 0 | 0.3836 | -0.3552 | -0.036 | 0.4266 | 0.5701 | -0.7905 |
| (p-val) | (NA ) | (0.07 ) | (0.072 ) | (0.8445 ) | (0.0242 ) | (0.0032 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0.4049 | -0.3375 | 0 | 0.4345 | 0.562 | -0.7978 |
| (p-val) | (NA ) | (0.0494 ) | (0.08 ) | (NA ) | (0.0212 ) | (0.0034 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0.6017 | 0 | 0 | 0.4173 | 0.5698 | -0.7985 |
| (p-val) | (NA ) | (0.0014 ) | (NA ) | (NA ) | (0.06 ) | (0.0062 ) | (0.0288 ) |
| Estimates ( 5 ) | 0 | 0.5959 | 0 | 0 | 0 | 0.7768 | -0.2378 |
| (p-val) | (NA ) | (0.0023 ) | (NA ) | (NA ) | (NA ) | (0 ) | (0.3024 ) |
| Estimates ( 6 ) | 0 | 0.4911 | 0 | 0 | 0 | 0.7408 | 0 |
| (p-val) | (NA ) | (0.0106 ) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
| 0.318303695462591 |
| 0.0962214378276927 |
| 3.17782678042156 |
| 1.76809936451242 |
| -0.422701783936288 |
| -1.06929666265442 |
| 0.90473731450903 |
| 0.79064084232064 |
| -0.242217951610591 |
| 0.58142899638076 |
| 0.207760149518602 |
| 1.37642447702173 |
| -1.08535407429991 |
| 0.38121609529361 |
| 1.86389243659819 |
| 1.97999838281321 |
| -2.13206419486867 |
| -0.166243251917632 |
| -2.25492910781714 |
| -0.244829693493941 |
| 1.93543949183858 |
| 1.38882688017345 |
| -1.20468117559189 |
| 0.210654565862204 |
| 1.6076757834471 |
| 0.133133012459925 |
| 2.13071788636915 |
| -0.0678120856047188 |
| -1.08003495302509 |
| -0.263526605182116 |
| 2.68981847585257 |
| -0.34592724187998 |
| -0.813547191751806 |
| -0.0806491908421282 |
| -1.36789164413950 |
| -0.449274971821236 |
| 1.37962580420137 |
| 1.06574847113571 |
| 3.96891612031403 |
| 0.818549603538842 |
