| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3209 | 0.0997 | 0.4556 | -0.3559 | 0.4073 | -0.1546 | -0.9999 |
| (p-val) | (0.2342 ) | (0.6493 ) | (0.003 ) | (0.2253 ) | (0.0765 ) | (0.5649 ) | (0.1202 ) |
| Estimates ( 2 ) | -0.422 | 0 | 0.4093 | -0.2489 | 0.4007 | -0.1702 | -0.9998 |
| (p-val) | (0.0128 ) | (NA ) | (7e-04 ) | (0.1895 ) | (0.0811 ) | (0.5181 ) | (0.1245 ) |
| Estimates ( 3 ) | -0.429 | 0 | 0.4141 | -0.267 | 0.4461 | 0 | -1 |
| (p-val) | (0.0089 ) | (NA ) | (5e-04 ) | (0.1345 ) | (0.0487 ) | (NA ) | (0.025 ) |
| Estimates ( 4 ) | -0.5676 | 0 | 0.3996 | 0 | 0.4434 | 0 | -1 |
| (p-val) | (0 ) | (NA ) | (2e-04 ) | (NA ) | (0.0374 ) | (NA ) | (0.0144 ) |
| 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 |
| -0.366314758956978 |
| -1.47835041060203 |
| 5.65312599517284 |
| 2.34095693441691 |
| 2.10924494655510 |
| -0.673617691086942 |
| 5.44817020006665 |
| -6.0459707146012 |
| 4.81410802205532 |
| -5.08319079073635 |
| 1.07904610397464 |
| -1.62319410458955 |
| 0.280994541418943 |
| 4.60731426100616 |
| -1.19835487300966 |
| -4.749750074614 |
| 0.817020427108093 |
| 3.24193114366383 |
| 2.30590307813407 |
| -2.13607019746103 |
| -2.11038846196199 |
| -1.64350886819354 |
| 4.43601344026273 |
| 1.25524208097090 |
| -6.72848276423214 |
| 1.71230151157727 |
| 1.20789815798336 |
| -2.73022774228980 |
| 1.47370192464163 |
| 7.57714879538915 |
| -6.26328633379333 |
| 2.91900717648264 |
| -3.03181073016351 |
| -1.6742891655826 |
| -0.858687967207047 |
| 0.391080183407246 |
| 1.11008368979651 |
| -5.19439945289505 |
| -10.7798789319185 |
| -3.76837105967811 |
| -6.22017290305182 |
| -1.60799785430368 |
| 1.49999818198006 |
| 0.335551999647336 |
| -0.952610954496895 |
| 0.606488196730104 |
| 6.69719250506927 |
| 2.01622706164669 |
