| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2967 | -0.1459 | 0.1127 | 0.2022 | 0.247 | 0.2104 | -0.2551 |
| (p-val) | (0.6252 ) | (0.376 ) | (0.5019 ) | (0.738 ) | (0.7185 ) | (0.3034 ) | (0.7211 ) |
| Estimates ( 2 ) | -0.1005 | -0.1282 | 0.1334 | 0 | 0.2597 | 0.2053 | -0.2578 |
| (p-val) | (0.4597 ) | (0.3911 ) | (0.3379 ) | (NA ) | (0.7022 ) | (0.3194 ) | (0.7161 ) |
| Estimates ( 3 ) | -0.1032 | -0.1314 | 0.1376 | 0 | 0.0179 | 0.1903 | 0 |
| (p-val) | (0.4472 ) | (0.3774 ) | (0.3193 ) | (NA ) | (0.9053 ) | (0.3115 ) | (NA ) |
| Estimates ( 4 ) | -0.1016 | -0.1241 | 0.136 | 0 | 0 | 0.1944 | 0 |
| (p-val) | (0.452 ) | (0.3598 ) | (0.3226 ) | (NA ) | (NA ) | (0.2905 ) | (NA ) |
| Estimates ( 5 ) | 0 | -0.1135 | 0.1509 | 0 | 0 | 0.1948 | 0 |
| (p-val) | (NA ) | (0.401 ) | (0.271 ) | (NA ) | (NA ) | (0.2901 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0.1575 | 0 | 0 | 0.2087 | 0 |
| (p-val) | (NA ) | (NA ) | (0.2544 ) | (NA ) | (NA ) | (0.2573 ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0.1879 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.1615 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| -6.83742905902228 |
| -2.9465500916022 |
| 7.85844074391834 |
| -6.87235830967062 |
| -35.436224722519 |
| 44.4965992599184 |
| -8.68452435242671 |
| 3.76530333037863 |
| 1.35544574451615 |
| -6.12074907489478 |
| 3.56377527753193 |
| 21.1207490748948 |
| 1.50340074008454 |
| -21.5637752775319 |
| 10.6777228722585 |
| 4 |
| -10.0535730572792 |
| -10.8188763876578 |
| -13.7517003700423 |
| -23.3690487048525 |
| -12.4965992599155 |
| 20.4430262026372 |
| 24.8860524052734 |
| 4.6309512951475 |
| 8.61734833481023 |
| 8.24149814978955 |
| -32.3758501850207 |
| 0.744898889874094 |
| -13.2551011101259 |
| -10.9863970396636 |
| -9.56377527753193 |
| 2.06717601761557 |
| 23.1947265726785 |
| -26.3086741674051 |
| 47 |
| 34.2414981497896 |
| 16.2619025902941 |
| -23.8324793479942 |
| -1.14115351539931 |
| 3.93282398238444 |
| -36.1811236123422 |
| 2.87244944493705 |
| -0.127550555062953 |
| -7.67092139209035 |
| 16.2482996299577 |
| 2.81207490748966 |
| 2.81887638765784 |
| -29.1947265726785 |
| 3.43622472246807 |
| 21 |
| 4.88605240527341 |
| 7.24829962995773 |
| 7.05357305727921 |
| -22 |
| 4.49659925991637 |
