| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.741 | -0.2092 | 0.1131 | 0.1881 | -0.156 | 0.073 | 0.9999 |
| (p-val) | (0.1497 ) | (0.5495 ) | (0.5409 ) | (0.7078 ) | (0.4687 ) | (0.746 ) | (0.0301 ) |
| Estimates ( 2 ) | -0.7378 | -0.2067 | 0.1059 | 0.1859 | -0.1228 | 0 | 1.001 |
| (p-val) | (0.168 ) | (0.5643 ) | (0.5651 ) | (0.7222 ) | (0.5133 ) | (NA ) | (0.1054 ) |
| Estimates ( 3 ) | -0.5567 | -0.1005 | 0.1374 | 0 | -0.1166 | 0 | 1 |
| (p-val) | (1e-04 ) | (0.5172 ) | (0.3325 ) | (NA ) | (0.5329 ) | (NA ) | (0.0942 ) |
| Estimates ( 4 ) | -0.5608 | -0.0933 | 0.1571 | 0 | 0 | 0 | 0.7803 |
| (p-val) | (0 ) | (0.5621 ) | (0.2528 ) | (NA ) | (NA ) | (NA ) | (0.0245 ) |
| Estimates ( 5 ) | -0.523 | 0 | 0.2006 | 0 | 0 | 0 | 0.8806 |
| (p-val) | (0 ) | (NA ) | (0.0827 ) | (NA ) | (NA ) | (NA ) | (0.1413 ) |
| Estimates ( 6 ) | -0.4766 | 0 | 0.0994 | 0 | 0 | 0 | 0 |
| (p-val) | (1e-04 ) | (NA ) | (0.3924 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | -0.4686 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (1e-04 ) | (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 |
| 0.0999999358500672 |
| -3.34537991532998 |
| -1.62846400982366 |
| 10.6812809214646 |
| 13.2825011900209 |
| -18.6736716427229 |
| 10.7096677693555 |
| 2.04961204104238 |
| 9.1204841384269 |
| -7.56482364457695 |
| -5.24700086351533 |
| 6.64249905773025 |
| -11.5566665251281 |
| -2.6973152179462 |
| -1.18076251316141 |
| 4.63564509879439 |
| 8.10285858149781 |
| -2.7705708219563 |
| 1.57284332720897 |
| 3.31069360539321 |
| 22.3408421294330 |
| -22.6551059181226 |
| 7.27176172356607 |
| -0.099772547518782 |
| -10.6952695311238 |
| -2.35534469415514 |
| 0.932707122913016 |
| 26.6532889055699 |
| 3.44882443854920 |
| -6.33669243518078 |
| -9.48020249811013 |
| -2.6345965372044 |
| 13.6020985812438 |
| 2.55813277021340 |
| 16.4990835874707 |
| -8.34975231703376 |
| -4.74797377022293 |
| -22.5820000220009 |
| 12.0851341143021 |
| 24.0507814420286 |
| -2.80263731887658 |
| -21.9666866046142 |
| -6.88357481523707 |
| -12.3261161623532 |
| 24.4853067349027 |
| 19.8474369491513 |
| 7.55724963172844 |
| 8.28909320685406 |
| 3.87642821675917 |
| -26.3817616627469 |
| 12.9004643499501 |
| -4.10721088862945 |
| -10.4955670678746 |
| 7.50198292358138 |
| -29.2775026301298 |
| -10.8774144391601 |
| 12.3049276483992 |
| -13.4408639898971 |
| -16.8706814738245 |
| 11.5488683322063 |
