| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3055 | -0.0186 | 0.3018 | -1 | 0.3846 | -0.2986 | -0.4151 |
| (p-val) | (0.0512 ) | (0.9027 ) | (0.0418 ) | (0 ) | (0.7536 ) | (0.1456 ) | (0.762 ) |
| Estimates ( 2 ) | -0.2991 | 0 | 0.3089 | -1 | 0.3764 | -0.2961 | -0.4065 |
| (p-val) | (0.0421 ) | (NA ) | (0.0239 ) | (0 ) | (0.7592 ) | (0.1477 ) | (0.7665 ) |
| Estimates ( 3 ) | -0.2959 | 0 | 0.3112 | -1 | 0.0073 | -0.303 | 0 |
| (p-val) | (0.0429 ) | (NA ) | (0.0223 ) | (0 ) | (0.9678 ) | (0.1317 ) | (NA ) |
| Estimates ( 4 ) | -0.2979 | 0 | 0.3117 | -1 | 0 | -0.3043 | 0 |
| (p-val) | (0.0307 ) | (NA ) | (0.0213 ) | (0 ) | (NA ) | (0.1248 ) | (NA ) |
| Estimates ( 5 ) | -0.2624 | 0 | 0.3467 | -1 | 0 | 0 | 0 |
| (p-val) | (0.0516 ) | (NA ) | (0.0095 ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0.3672 | -1 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0094 ) | (0 ) | (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 |
| -0.182516799296172 |
| -0.94944747492426 |
| 0.325776406812306 |
| 1.34843784634604 |
| 1.75851178494723 |
| -4.42943737703812 |
| -2.31767034001953 |
| -2.79684843911972 |
| 1.12860275120424 |
| 0.217683629453875 |
| -0.216346021448786 |
| 0.255354934382147 |
| 2.08016887397565 |
| 1.98907623974419 |
| -3.52512220833211 |
| 1.92157710024745 |
| -1.23357233233317 |
| -0.578487095948195 |
| 5.06860933422247 |
| -4.07661330236988 |
| -1.08022426396436 |
| -2.92628938204488 |
| 1.85793956152257 |
| -0.724378886250608 |
| -1.18764122154349 |
| -4.95476521135668 |
| -2.32628727835623 |
| -0.861616376891362 |
| 0.240169843746047 |
| -1.29423362584277 |
| -0.405011745027942 |
| 0.234630784545567 |
| 2.02245409411938 |
| -1.53833721759871 |
| -1.22520941203817 |
| -1.34782503211567 |
| -1.09231372313534 |
| -2.23500733525864 |
| 2.01390498049689 |
| -0.25916025754455 |
| -0.251975811363012 |
| 3.19306194411413 |
| -0.520346345270884 |
| 0.263552410490847 |
| 3.6273589881661 |
| 0.757824778633043 |
| -2.20481542891670 |
| -0.350907792837528 |
