| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5842 | 0.0647 | 0.1604 | -0.6384 | 0.1159 | -0.2627 | -0.3171 |
| (p-val) | (0.1457 ) | (0.7146 ) | (0.3538 ) | (0.0874 ) | (0.9443 ) | (0.4698 ) | (0.8627 ) |
| Estimates ( 2 ) | 0.5784 | 0.0671 | 0.1626 | -0.6333 | 0 | -0.2835 | -0.1907 |
| (p-val) | (0.1364 ) | (0.6991 ) | (0.338 ) | (0.0802 ) | (NA ) | (0.1415 ) | (0.3495 ) |
| Estimates ( 3 ) | 0.6283 | 0 | 0.1866 | -0.6526 | 0 | -0.2923 | -0.2127 |
| (p-val) | (0.0855 ) | (NA ) | (0.2182 ) | (0.0569 ) | (NA ) | (0.1223 ) | (0.29 ) |
| Estimates ( 4 ) | 0.4922 | 0 | 0.225 | -0.5466 | 0 | -0.2624 | 0 |
| (p-val) | (0.2129 ) | (NA ) | (0.1171 ) | (0.1426 ) | (NA ) | (0.1844 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0.2197 | -0.0781 | 0 | -0.268 | 0 |
| (p-val) | (NA ) | (NA ) | (0.1373 ) | (0.581 ) | (NA ) | (0.174 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0.2057 | 0 | 0 | -0.2573 | 0 |
| (p-val) | (NA ) | (NA ) | (0.1567 ) | (NA ) | (NA ) | (0.1937 ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0.2253 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.1218 ) | (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 |
| -2.58790807396403 |
| 0.016116882596723 |
| 0.455035286626125 |
| 0.459909012259846 |
| 0.979342179328957 |
| -3.18645738711562 |
| -0.29005714331376 |
| -6.1709506074369 |
| -0.89962669207434 |
| -9.36640625294858 |
| 1.63535055502594 |
| 0.649431371855456 |
| 2.67946141123361 |
| -1.26761681481025 |
| -3.55019266677384 |
| 3.63687718048782 |
| 3.06337259542446 |
| -0.147316047345043 |
| -4.17920787647176 |
| -1.82872946408463 |
| -3.11222346130251 |
| -9.79809656020098 |
| -3.38375107975492 |
| -6.02664341202615 |
| 7.00395203276389 |
| -4.87789025606958 |
| -3.44530717527266 |
| -1.31669219554612 |
| -8.10501742518068 |
| -7.69949661123212 |
| 8.93141111118814 |
| 4.32668496537849 |
| -9.69887828341666 |
| 8.80462758218607 |
| 1.94974419264509 |
| 11.3657585799430 |
| -2.78698704727560 |
| 0.778224681434267 |
| -0.842506291609311 |
| 2.33916405330081 |
| -5.04325009488275 |
| 14.4310474791300 |
| -3.74994071527067 |
| -1.52228328617025 |
| 1.3225841785611 |
| 2.48285593124854 |
| 9.51049403689444 |
| 5.878484847766 |
