| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2517 | 0.1461 | 0.4683 | -0.5912 | 0.3267 | -0.089 | -0.9952 |
| (p-val) | (0.4041 ) | (0.5817 ) | (0.0083 ) | (0.0614 ) | (0.1892 ) | (0.7504 ) | (0.3874 ) |
| Estimates ( 2 ) | -0.2569 | 0.1541 | 0.4772 | -0.5968 | 0.3575 | 0 | -1 |
| (p-val) | (0.3801 ) | (0.5525 ) | (0.0057 ) | (0.052 ) | (0.1248 ) | (NA ) | (0.1482 ) |
| Estimates ( 3 ) | -0.4096 | 0 | 0.396 | -0.4401 | 0.3571 | 0 | -0.9999 |
| (p-val) | (0.0102 ) | (NA ) | (0.0013 ) | (0.0069 ) | (0.1266 ) | (NA ) | (0.133 ) |
| Estimates ( 4 ) | -0.4583 | 0 | 0.4052 | -0.4366 | -0.3246 | 0 | 0 |
| (p-val) | (0.0019 ) | (NA ) | (7e-04 ) | (0.004 ) | (0.061 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | -0.4542 | 0 | 0.4014 | -0.4578 | 0 | 0 | 0 |
| (p-val) | (0.002 ) | (NA ) | (9e-04 ) | (0.0027 ) | (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 |
| -0.309044773051546 |
| 1.58149451072594 |
| 1.12346386215508 |
| 5.08656120813057 |
| 8.43939298485807 |
| -9.22928328463868 |
| -0.575347766020518 |
| 3.17571188805052 |
| -5.4384410024535 |
| -5.6695883075388 |
| -5.66998436300627 |
| -10.6471290304855 |
| -4.14910344378285 |
| -2.51947339370284 |
| 4.41753341389128 |
| 1.11847356863422 |
| -6.0433364094793 |
| 5.93961282285887 |
| -3.00926399683700 |
| -0.281300686341914 |
| -2.68421422013051 |
| 5.06688690779341 |
| -6.65264605675226 |
| -2.74104866222339 |
| -2.3570295841606 |
| -5.27346265662505 |
| -0.853905925582305 |
| 6.53362844540829 |
| -3.12801059082244 |
| 0.390563478872027 |
| -3.6697520701763 |
| -2.21332292066329 |
| 4.31707312581504 |
| 3.74580117157073 |
| -8.419465357959 |
| 0.348823968317987 |
| 2.44827721076284 |
| 1.26325392127278 |
| 0.718433316035656 |
| -5.25036795570476 |
| 5.37406811067312 |
| -6.5254236072736 |
| 1.20566705178550 |
| -2.13930215604353 |
| 9.91293892708826 |
| -0.778361451265468 |
| 4.42404168849308 |
| 2.18913413065741 |
