| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0782 | 0.0928 | 0.0106 | -0.1278 | 0.1167 | -0.014 | -0.9549 |
| (p-val) | (0.9437 ) | (0.7231 ) | (0.9398 ) | (0.9081 ) | (0.3997 ) | (0.921 ) | (0 ) |
| Estimates ( 2 ) | 0 | 0.1089 | 0.0036 | -0.2055 | 0.1152 | -0.0146 | -0.9548 |
| (p-val) | (NA ) | (0.387 ) | (0.9761 ) | (0.0806 ) | (0.4 ) | (0.9174 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0.1093 | 0 | -0.2053 | 0.1151 | -0.0162 | -0.9548 |
| (p-val) | (NA ) | (0.3828 ) | (NA ) | (0.0803 ) | (0.3995 ) | (0.901 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0.1056 | 0 | -0.2077 | 0.1182 | 0 | -0.9635 |
| (p-val) | (NA ) | (0.3852 ) | (NA ) | (0.0724 ) | (0.3779 ) | (NA ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -0.1838 | 0.1528 | 0 | -0.9539 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0772 ) | (0.2348 ) | (NA ) | (0 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -0.2006 | 0 | 0 | -0.8918 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0418 ) | (NA ) | (NA ) | (0 ) |
| 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 |
| -0.28593870232807 |
| -2.03722427606726 |
| -0.668654310113307 |
| 1.34132080125896 |
| 2.0099485923757 |
| -1.72040821885147 |
| -1.45587254070705 |
| 1.43741569652917 |
| -4.28269398348044 |
| -2.33646755524147 |
| 0.701699531018292 |
| 5.0395564213798 |
| 2.56609541072045 |
| 2.94558616786727 |
| -0.537482683336231 |
| -0.0918535213652588 |
| -2.8147819661418 |
| 0.484667207897058 |
| -0.83720377338057 |
| 1.15740073100226 |
| 0.657580177747827 |
| -0.489219108168551 |
| -1.52148082226945 |
| 0.0491187198143321 |
| -0.384927448797771 |
| 4.26278761108498 |
| -4.19342205152696 |
| 5.1600722269697 |
| -3.21843202522688 |
| -1.10314205594251 |
| 1.85107123783469 |
| 1.71061405401817 |
| -3.49543496021523 |
| -4.40692105002879 |
| 0.103462787001735 |
| 0.285469658599563 |
| -0.636699796110797 |
| -1.22155587282236 |
| -0.0716030153246358 |
| -1.62116611324139 |
| 0.710175781410536 |
| -1.6788282981423 |
| -0.83859867186047 |
| -1.18396744081048 |
| 2.2769269540957 |
| -1.85900752125874 |
| 1.59681839917708 |
| 0.622957285250962 |
| -1.36062723553988 |
| -2.90968237043404 |
| 1.40134614617499 |
| 3.936869037659 |
| 0.62749776587763 |
| -0.17883005074534 |
| 3.10123953760065 |
| 5.62939581180475 |
| -4.50204696792369 |
| 4.64226971967054 |
| -0.839888947158347 |
| -0.30595579847259 |
| 3.01443834176889 |
| 2.37256591850772 |
| -5.71888707087658 |
| 2.76731795450041 |
| 0.573307871035796 |
| 0.370756921122711 |
| 0.813695196529556 |
| 3.8226067791565 |
| -3.35444422193599 |
| 0.914373360307182 |
| -6.02634005587724 |
| -8.2512403110363 |
| -4.92908195770877 |
| -0.7154262111167 |
| 0.298543115643898 |
| 0.434767976996769 |
| 3.73597140528641 |
| -1.76188574216221 |
| -0.053909784477569 |
| 0.829049299006527 |
| -3.18214797389862 |
| -0.935135135326056 |
| -1.37363180532619 |
| 0.770553784001498 |
