| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1974 | 0.2446 | 0.738 | -0.7526 | -0.7051 | -0.4746 | 0.4874 |
| (p-val) | (0.1701 ) | (0.0923 ) | (0 ) | (0 ) | (0.4191 ) | (0.0738 ) | (0.6779 ) |
| Estimates ( 2 ) | -0.1884 | 0.2264 | 0.7038 | -0.754 | -0.304 | -0.3725 | 0 |
| (p-val) | (0.2513 ) | (0.172 ) | (0 ) | (0 ) | (0.0628 ) | (0.0512 ) | (NA ) |
| Estimates ( 3 ) | 0 | 0.2462 | 0.6804 | -0.8472 | -0.3228 | -0.3739 | 0 |
| (p-val) | (NA ) | (0.0106 ) | (0 ) | (0 ) | (0.054 ) | (0.047 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0.2374 | 0.6854 | -0.8607 | 0 | -0.3249 | 0 |
| (p-val) | (NA ) | (0.0173 ) | (0 ) | (0 ) | (NA ) | (0.0958 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0.26 | 0.6539 | -0.8655 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.009 ) | (0 ) | (0 ) | (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 |
| -0.399040086456952 |
| 3.86773447883567 |
| -2.42746535635468 |
| -3.43523479229831 |
| 1.58863435007903 |
| 5.31751310226548 |
| 0.0704130916111772 |
| -1.02135301805475 |
| -3.34204279994029 |
| 5.2318085966861 |
| -3.66504417108658 |
| 4.19599057268071 |
| -5.56759951552475 |
| 2.94714354082352 |
| 1.12527595574405 |
| 2.94910450550468 |
| -0.616093050114133 |
| -2.89244169050794 |
| 8.58102299897399 |
| 5.05315622563744 |
| -3.7293303793593 |
| -5.69936265733942 |
| -2.44171141224624 |
| 5.06839017218561 |
| 1.56799925953564 |
| 5.71161998333855 |
| -6.93373128222633 |
| 4.13565602265967 |
| 5.0395467640763 |
| 1.00101184967127 |
| 6.19287606657062 |
| -0.578748675130086 |
| -5.80851997202665 |
| 0.789306946904406 |
| 7.06299352476228 |
| -14.5422714991893 |
| 0.586873121371533 |
| -9.97268214096187 |
| 0.37913996680379 |
| -5.03140313863621 |
| -6.3921988032575 |
| 6.04644139803593 |
| -1.51652222797309 |
| -10.2929860981563 |
| 0.686449250975387 |
| -8.64003210120429 |
| -6.09909968641724 |
| 4.76295364974291 |
