| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2818 | 0.0592 | 0.3701 | -0.2004 | 0.4811 | -0.0931 | -0.9942 |
| (p-val) | (0.3672 ) | (0.6923 ) | (0.0193 ) | (0.5462 ) | (0.0677 ) | (0.7292 ) | (0.563 ) |
| Estimates ( 2 ) | 0.2834 | 0.0547 | 0.3826 | -0.199 | 0.5256 | 0 | -0.9991 |
| (p-val) | (0.3363 ) | (0.7095 ) | (0.0115 ) | (0.5263 ) | (0.0237 ) | (NA ) | (0.1738 ) |
| Estimates ( 3 ) | 0.3327 | 0 | 0.3913 | -0.2352 | 0.5102 | 0 | -0.9978 |
| (p-val) | (0.2069 ) | (NA ) | (0.0078 ) | (0.407 ) | (0.0251 ) | (NA ) | (0.205 ) |
| Estimates ( 4 ) | 0.1396 | 0 | 0.4237 | 0 | 0.5335 | 0 | -0.9986 |
| (p-val) | (0.2848 ) | (NA ) | (0.0018 ) | (NA ) | (0.0182 ) | (NA ) | (0.2017 ) |
| Estimates ( 5 ) | 0 | 0 | 0.4533 | 0 | 0.549 | 0 | -1.0002 |
| (p-val) | (NA ) | (NA ) | (8e-04 ) | (NA ) | (0.0177 ) | (NA ) | (0.1454 ) |
| Estimates ( 6 ) | 0 | 0 | 0.49 | 0 | -0.1989 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (2e-04 ) | (NA ) | (0.2015 ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0.4678 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (3e-04 ) | (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 |
| -1.60986927252414 |
| 0.867636019970525 |
| 0.00377672258268835 |
| 2.59676440645445 |
| -3.40439258574850 |
| -2.94184679104863 |
| 1.55128440347571 |
| 4.41661330257966 |
| -0.523510481203784 |
| -2.31483408379956 |
| -1.36314576848802 |
| -2.9781120978803 |
| -11.1064621559653 |
| -3.8283939251814 |
| -5.07430455373738 |
| 5.13587218360879 |
| -3.73394208602796 |
| -4.16645139436975 |
| 0.794254538260324 |
| -6.66102796311311 |
| -5.67527011734338 |
| 9.50881872290836 |
| 7.60783552264773 |
| -7.1903896752037 |
| 4.81102135148985 |
| -0.265468194239913 |
| 10.3879622307192 |
| -3.90974369587395 |
| -1.58453841729272 |
| -0.649986617073523 |
| 1.60742593422253 |
| -5.50133844793333 |
| 12.4223521377565 |
| -0.99148331299483 |
| 0.531050712394346 |
| -4.66066770012407 |
| 4.39187002199054 |
| 9.57543201046127 |
| 7.30492804107274 |
| 5.04951704541838 |
| 6.88498623835807 |
| 8.5817986532021 |
| -0.129845635651122 |
| -0.185597708774196 |
| 0.810302956004022 |
| -2.06264262817234 |
| -0.146893361442437 |
| -3.62627698415435 |
