| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3557 | -0.0807 | 0.1529 | -0.2723 | 0.1765 | -0.0534 | -0.9999 |
| (p-val) | (0.5994 ) | (0.8556 ) | (0.4879 ) | (0.6883 ) | (0.1594 ) | (0.6732 ) | (0.1358 ) |
| Estimates ( 2 ) | -0.2341 | 0 | 0.1862 | -0.3954 | 0.1756 | -0.0524 | -1 |
| (p-val) | (0.1954 ) | (NA ) | (0.0682 ) | (0.0248 ) | (0.1612 ) | (0.6798 ) | (0.1649 ) |
| Estimates ( 3 ) | -0.2552 | 0 | 0.1937 | -0.3791 | 0.1784 | 0 | -1 |
| (p-val) | (0.1297 ) | (NA ) | (0.0512 ) | (0.0242 ) | (0.1566 ) | (NA ) | (0.0035 ) |
| Estimates ( 4 ) | -0.3011 | 0 | 0.1996 | -0.365 | 0 | 0 | -0.787 |
| (p-val) | (0.0565 ) | (NA ) | (0.0418 ) | (0.0227 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | 0.226 | -0.5964 | 0 | 0 | -0.8236 |
| (p-val) | (NA ) | (NA ) | (0.0358 ) | (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 |
| -0.12231789227129 |
| -0.494149339238669 |
| 1.00904914711439 |
| 0.637164795766882 |
| -6.58534162437383 |
| -0.439935252285943 |
| 0.808691993601824 |
| -0.404021062576585 |
| 0.376862541011449 |
| 3.09453546009883 |
| 3.17597566662174 |
| -0.375287158037605 |
| -1.11034505959495 |
| -5.94560203343697 |
| 0.414396699439446 |
| 1.84264472667739 |
| -2.58439169739343 |
| -3.07434108457168 |
| 1.42407804362135 |
| 2.63242899711312 |
| 3.95658838292001 |
| -3.11297309185921 |
| 0.291365749002738 |
| -2.05646550223764 |
| 1.11105626372647 |
| 3.59085026881515 |
| 5.17309757920219 |
| -6.3354555906038 |
| -0.850617065706406 |
| 0.281885177153183 |
| -1.31746899611439 |
| 0.0928999214804124 |
| -1.63266853938283 |
| 2.61128114509901 |
| 2.2963281912728 |
| 2.14414914330516 |
| -2.50761112763809 |
| 2.19639041103943 |
| 2.39508419285327 |
| -3.28348212231569 |
| -1.46042549581309 |
| 2.62661151947863 |
| -0.896515878255658 |
| 5.06309192808991 |
| -4.60650521130855 |
| 1.80805008721522 |
| 0.655970161759952 |
| -4.54810106197652 |
| -3.83477944225967 |
| 11.649893643569 |
| -3.15888766866934 |
| -1.4929957872785 |
| 0.318935767964854 |
| -2.56484851324479 |
| -1.21122615427702 |
| 2.31896056285151 |
| -0.989490723056128 |
| 0.973981780836303 |
| -7.13499573585592 |
| -2.62298749909499 |
| -10.2175005201909 |
| 0.788808261160583 |
| -4.34719105708236 |
| 1.63502957811276 |
| -0.845202059059106 |
| -1.75033940468061 |
| 5.83086942626282 |
| 1.40265366937823 |
| 1.18381545690304 |
| 2.69817066281574 |
| 0.57680709069501 |
| 3.90331010847512 |
| 0.656089818799083 |
| 1.0822843998236 |
| 2.13343491736099 |
| 1.20989750453778 |
| -1.97839247261403 |
| 5.53542272997345 |
| -0.0453614280488187 |
| 0.429949588132902 |
| 3.71017789399247 |
| 1.84900549067029 |
| 0.237695501781363 |
| -4.30043606440593 |
| 6.37035818682347 |
| 5.01214820394976 |
| 4.37295861296482 |
| -1.88079137789132 |
| -0.223832953968387 |
| -7.42509929617929 |
| -3.8045709575988 |
| -1.53431016982637 |
| 0.0947800011853703 |
| 0.298463628064741 |
| 3.89039072021265 |
| 2.23850420845761 |
