| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1779 | 0.2775 | 0.2268 | -0.1468 | 0.2447 | -0.1295 | -0.9985 |
| (p-val) | (0.6297 ) | (0.0705 ) | (0.2367 ) | (0.6878 ) | (0.3515 ) | (0.6534 ) | (0.2843 ) |
| Estimates ( 2 ) | 0.0437 | 0.2965 | 0.2651 | 0 | 0.2304 | -0.1453 | -0.9982 |
| (p-val) | (0.7591 ) | (0.0369 ) | (0.073 ) | (NA ) | (0.3685 ) | (0.6076 ) | (0.2787 ) |
| Estimates ( 3 ) | 0 | 0.3046 | 0.2766 | 0 | 0.2361 | -0.1563 | -0.9984 |
| (p-val) | (NA ) | (0.0286 ) | (0.0518 ) | (NA ) | (0.3553 ) | (0.5719 ) | (0.2996 ) |
| Estimates ( 4 ) | 0 | 0.2867 | 0.303 | 0 | 0.3218 | 0 | -0.9995 |
| (p-val) | (NA ) | (0.0323 ) | (0.0236 ) | (NA ) | (0.1385 ) | (NA ) | (0.0738 ) |
| Estimates ( 5 ) | 0 | 0.2658 | 0.3325 | 0 | 0 | 0 | -0.4947 |
| (p-val) | (NA ) | (0.0449 ) | (0.0123 ) | (NA ) | (NA ) | (NA ) | (0.0324 ) |
| 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 |
| -0.960413185401952 |
| -0.257096857061657 |
| -0.00305097423970006 |
| -1.22060840651389 |
| 0.281147854452748 |
| -0.837214034024459 |
| 2.99538578499307 |
| 2.01192824719042 |
| -1.13142847782208 |
| -4.41735107993375 |
| -2.84326720390843 |
| 1.42420708592824 |
| -6.4319528185145 |
| -1.15134540051891 |
| -2.31759658186013 |
| 7.19405393968334 |
| -2.51152222562894 |
| -5.05067246799101 |
| 0.633609505899342 |
| -2.19833108044682 |
| -5.61600895377663 |
| 4.06077142955234 |
| 3.81497929522652 |
| -5.63333124192523 |
| 4.54262532082878 |
| 2.2869987279077 |
| 5.31788785818883 |
| -1.57767876248737 |
| -2.20767339276594 |
| -3.03004636377187 |
| 2.4221089067681 |
| -5.13003966404093 |
| 7.35432758766906 |
| 0.00333765818966027 |
| -2.39180447559783 |
| -0.536093770338058 |
| 4.30423414238618 |
| 7.75062996097202 |
| 5.5738788229018 |
| 3.94690741416824 |
| 1.63005802585319 |
| 5.87623150802847 |
| -1.6770930063302 |
| -3.51531169044285 |
| 2.03885369634053 |
| -1.42127033457145 |
| -0.340892797342981 |
| -2.81624738305871 |
