| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2068 | 0.7703 | 0.4052 | 0.9987 | -0.3672 | -0.4186 | -0.9991 |
| (p-val) | (0.1495 ) | (0 ) | (0.0073 ) | (0.0904 ) | (0.0551 ) | (0.0362 ) | (0.031 ) |
| Estimates ( 2 ) | 0 | 0.659 | 0.3516 | 0.751 | -0.3858 | -0.377 | -0.8927 |
| (p-val) | (NA ) | (0 ) | (0.0105 ) | (2e-04 ) | (0.0508 ) | (0.0802 ) | (0.0171 ) |
| Estimates ( 3 ) | 0 | 0.5686 | 0.3839 | 0.7445 | -0.1649 | 0 | -0.9995 |
| (p-val) | (NA ) | (0.0014 ) | (0.0131 ) | (1e-04 ) | (0.3397 ) | (NA ) | (0.0055 ) |
| Estimates ( 4 ) | 0 | 0.5661 | 0.3607 | 0.7226 | 0 | 0 | -1 |
| (p-val) | (NA ) | (0.0011 ) | (0.0188 ) | (2e-04 ) | (NA ) | (NA ) | (5e-04 ) |
| 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 |
| 0.528987744332542 |
| -15.5949582292099 |
| -82.2772184802226 |
| -197.357097481637 |
| 26.3974003409462 |
| -45.4166961584019 |
| -65.2852205280174 |
| 140.189885607142 |
| 52.4365348211837 |
| 93.3428838473187 |
| 104.539808154026 |
| -44.7673952558717 |
| -160.840633797359 |
| 80.1272165940445 |
| 57.4266162110635 |
| 54.0628950969678 |
| 74.917288461435 |
| -10.7437882841881 |
| 35.1953773033078 |
| 180.286871182611 |
| 65.3724560492448 |
| -341.162457347529 |
| 62.6275190621584 |
| 20.9140594439536 |
| 30.1104507602168 |
| 129.484020098147 |
| 191.702276709734 |
| -90.851529991777 |
| -43.5229635161520 |
| -112.963900079785 |
| 52.3544922133827 |
| -19.8407136996347 |
| -169.944452188097 |
| 59.4733519005465 |
| -177.266106761765 |
| 78.2230945119437 |
| -21.7654647584984 |
| -44.0870955597828 |
| -37.5607005529563 |
| -145.106051847255 |
| -35.6395161364094 |
| -21.3293917666952 |
| 107.778157134319 |
| -242.014219131835 |
| -27.3607740313429 |
| -48.9470850172965 |
| -51.9695903865187 |
| -145.095777881986 |
| 5.32431484970925 |
| -19.0060019212593 |
