| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3579 | -0.1713 | -0.1547 | -0.1315 | -0.0368 | 0.0987 | 0.3096 |
| (p-val) | (0.5124 ) | (0.5436 ) | (0.3236 ) | (0.8098 ) | (0.9926 ) | (0.9306 ) | (0.9378 ) |
| Estimates ( 2 ) | -0.3576 | -0.1712 | -0.1547 | -0.1319 | 0 | 0.0882 | 0.273 |
| (p-val) | (0.5123 ) | (0.5435 ) | (0.3229 ) | (0.8092 ) | (NA ) | (0.6113 ) | (0.0537 ) |
| Estimates ( 3 ) | -0.4847 | -0.2285 | -0.1724 | 0 | 0 | 0.0893 | 0.2709 |
| (p-val) | (4e-04 ) | (0.1117 ) | (0.1782 ) | (NA ) | (NA ) | (0.6054 ) | (0.0554 ) |
| Estimates ( 4 ) | -0.4895 | -0.2449 | -0.181 | 0 | 0 | 0 | 0.2626 |
| (p-val) | (3e-04 ) | (0.0799 ) | (0.1533 ) | (NA ) | (NA ) | (NA ) | (0.0554 ) |
| Estimates ( 5 ) | -0.4572 | -0.1603 | 0 | 0 | 0 | 0 | 0.2623 |
| (p-val) | (7e-04 ) | (0.2093 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0557 ) |
| Estimates ( 6 ) | -0.3918 | 0 | 0 | 0 | 0 | 0 | 0.2456 |
| (p-val) | (0.0015 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.061 ) |
| Estimates ( 7 ) | -0.3805 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0021 ) | (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 |
| 0.0239999849690112 |
| -1.78699823521396 |
| 2.15247650685426 |
| 0.170270139321371 |
| 4.47513333829281 |
| -1.01090547772665 |
| -1.14191184539989 |
| -4.85429801458053 |
| 0.0364745614254726 |
| -0.201269415294633 |
| -1.37454478510393 |
| -5.18002808302682 |
| 0.878062571098002 |
| -1.47444403418531 |
| 7.29875137067163 |
| 5.47589047929018 |
| -4.27660162988766 |
| -2.32193328106845 |
| 0.879068827574622 |
| -1.44774608332873 |
| 2.81092363375008 |
| 0.614676306005461 |
| -3.06036568604295 |
| 1.06235224343704 |
| 1.17300747384918 |
| -4.24706027168539 |
| 0.251482432381181 |
| -1.77544738644041 |
| 4.26465499743330 |
| 1.13628863587409 |
| -7.60653382869547 |
| 5.61205911365498 |
| 0.444812806300252 |
| -3.93377675166844 |
| -0.425027203507864 |
| -0.259990097514153 |
| -0.288763967264017 |
| -6.95704312341412 |
| -0.195889185606664 |
| -1.38865038436180 |
| -3.22266101825299 |
| -0.670829809882402 |
| -1.13185712844669 |
| 2.44638736472166 |
| -0.150416478633420 |
| 1.18258822799360 |
| -0.503862556589598 |
| 6.67208851495682 |
| -3.18681512302015 |
| -3.64180362508050 |
| -1.12718298119487 |
| 7.34107764579385 |
| 0.533911363346562 |
| -2.01052769911527 |
| -4.11375754117513 |
| -0.167945382771309 |
| 5.82047490383876 |
| 0.668361955615914 |
| 2.73199162927287 |
| 0.536499369881571 |
| 1.1745084189292 |
