| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7888 | 0.0506 | -0.2287 | -0.6953 | -0.0171 | -0.0368 | -1 |
| (p-val) | (0.0086 ) | (0.7651 ) | (0.1119 ) | (0.0131 ) | (0.9244 ) | (0.8401 ) | (0.0191 ) |
| Estimates ( 2 ) | 0.7859 | 0.0495 | -0.2251 | -0.6954 | 0 | -0.029 | -1 |
| (p-val) | (0.0091 ) | (0.7694 ) | (0.1047 ) | (0.0141 ) | (NA ) | (0.8597 ) | (0.0103 ) |
| Estimates ( 3 ) | 0.7765 | 0.0504 | -0.2254 | -0.6878 | 0 | 0 | -0.9997 |
| (p-val) | (0.0085 ) | (0.7634 ) | (0.1028 ) | (0.0135 ) | (NA ) | (NA ) | (0.0078 ) |
| Estimates ( 4 ) | 0.8173 | 0 | -0.2015 | -0.7062 | 0 | 0 | -0.9999 |
| (p-val) | (0.0011 ) | (NA ) | (0.0723 ) | (0.0051 ) | (NA ) | (NA ) | (0.0095 ) |
| Estimates ( 5 ) | 0.3508 | 0 | 0 | -0.2325 | 0 | 0 | -0.9997 |
| (p-val) | (0.4734 ) | (NA ) | (NA ) | (0.6384 ) | (NA ) | (NA ) | (0.0263 ) |
| Estimates ( 6 ) | 0.1127 | 0 | 0 | 0 | 0 | 0 | -1.0002 |
| (p-val) | (0.3854 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0443 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -0.9989 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.253 ) |
| Estimates ( 8 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (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 |
| 0.453187146447943 |
| -14.2377630869296 |
| -192.574548459866 |
| 52.8890612413223 |
| -107.058318473174 |
| -16.0241338936653 |
| -56.3226966712337 |
| 87.2481766254573 |
| 47.2379004050498 |
| 24.5581092917761 |
| -149.060191930157 |
| -14.7047204465503 |
| -62.9498176119642 |
| 59.6806660634956 |
| 120.871229497911 |
| 51.4755813469425 |
| -61.8101171394997 |
| -54.0638853527638 |
| 61.5813567306064 |
| -88.3839765848342 |
| -7.648857455031 |
| -41.8109528869254 |
| 25.8817086404108 |
| -72.7522852277441 |
| -127.214705898371 |
| 150.575092209593 |
| -86.2549633192418 |
| -122.506404683547 |
| 48.1629521884637 |
| -134.611730168974 |
| 43.5445449711887 |
| -128.09526558772 |
| -19.4068109527567 |
| -121.434029398846 |
| -52.4578833767754 |
| -0.913493592331357 |
| 187.481495994299 |
| 85.0535596795712 |
| 38.0700328530092 |
| -105.160225517973 |
| -11.321532675704 |
| -4.72588764001659 |
| -79.1698725726016 |
| -23.3621991216289 |
| -55.2800908702745 |
| 0.81989548884655 |
| 98.3683432384188 |
| 166.035331202632 |
| 27.5906063333719 |
| -132.597752010062 |
| -38.3932068381868 |
| -85.8627860772321 |
| -37.8672857789543 |
| -87.9099294958706 |
| 28.8364460427749 |
| -2.18415588357316 |
| 91.6828103396601 |
| 186.131639475464 |
| 80.3172489470224 |
| 52.1099716559545 |
| 97.7283138282083 |
