| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.5737 | -0.1293 | 0.2027 | -0.9962 | -0.6538 | -0.1017 | -0.028 |
| (p-val) | (6e-04 ) | (0.49 ) | (0.1698 ) | (0 ) | (0.8345 ) | (0.9548 ) | (0.9931 ) |
| Estimates ( 2 ) | -0.5718 | -0.1278 | 0.2016 | -0.9835 | -0.6838 | -0.1192 | 0 |
| (p-val) | (6e-04 ) | (0.4947 ) | (0.1777 ) | (0 ) | (9e-04 ) | (0.5975 ) | (NA ) |
| Estimates ( 3 ) | -0.5904 | -0.1429 | 0.1978 | -1.0122 | -0.6093 | 0 | 0 |
| (p-val) | (3e-04 ) | (0.4391 ) | (0.1862 ) | (0 ) | (0 ) | (NA ) | (NA ) |
| Estimates ( 4 ) | -0.5232 | 0 | 0.2676 | -1.0053 | -0.6327 | 0 | 0 |
| (p-val) | (1e-04 ) | (NA ) | (0.0279 ) | (0 ) | (0 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| 0.633621329294116 |
| 4.77836053550782 |
| -5.03822536990257 |
| 15.4094104734941 |
| -5.25636005092733 |
| 27.0606563293149 |
| -18.8005836727666 |
| -0.087809207843086 |
| 31.6742171360919 |
| 19.7780444396614 |
| -39.8805773503001 |
| -30.8725218355347 |
| -24.0462130469381 |
| 59.0801588141248 |
| -46.3712355516772 |
| -0.209845470002021 |
| -34.8714962005317 |
| -2.68070063530275 |
| -31.2148236550538 |
| 32.1026118141053 |
| 61.961204456991 |
| -11.0908514597262 |
| -17.3709632374006 |
| 36.0235691171691 |
| 9.8625045943802 |
| -94.5822067805587 |
| 57.5257747267995 |
| 21.9755651206047 |
| 10.6227310131967 |
| -11.9981494827979 |
| -48.470682585790 |
| 39.788527501812 |
| 22.5578920227326 |
| 29.4483544963258 |
| 101.452786253041 |
| -31.595658482905 |
| 34.5483263242259 |
| 18.3635711206508 |
| -8.45568586107267 |
| -83.4158404308507 |
| -4.62877490197433 |
| -57.3573669595227 |
| -32.9975743651262 |
| -24.7653139019548 |
| -6.4837861495204 |
| -36.6999272803440 |
