| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.3423 | 0.028 | -0.3571 | 0.2092 | 0.4222 | 0.0096 | -0.8457 |
| (p-val) | (0.072 ) | (0.8273 ) | (0 ) | (0.2961 ) | (0.01 ) | (0.9312 ) | (0 ) |
| Estimates ( 2 ) | 0.3426 | 0.0282 | -0.3571 | 0.2084 | 0.4156 | 0 | -0.8365 |
| (p-val) | (0.0722 ) | (0.8258 ) | (0 ) | (0.2981 ) | (0.0044 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | 0.377 | 0 | -0.3463 | 0.1735 | 0.4165 | 0 | -0.8371 |
| (p-val) | (5e-04 ) | (NA ) | (0 ) | (0.1466 ) | (0.0043 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0.4875 | 0 | -0.3425 | 0 | 0.4459 | 0 | -1.1468 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (0.0012 ) | (NA ) | (0 ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
| -0.116394565898529 |
| 0.988330650550928 |
| 0.562657804793979 |
| -0.61775425159356 |
| 1.81230926866584 |
| 1.12975561682791 |
| 0.575453281954667 |
| 4.47878301966804 |
| -0.0622440864794793 |
| 1.35299959294314 |
| 0.656700502295855 |
| -0.493015798850336 |
| 0.116433969148929 |
| 0.620018512881271 |
| -2.08325964463508 |
| 0.244155982992658 |
| -1.22026604159177 |
| -2.58834376492594 |
| -0.628039032868011 |
| 1.22726210644332 |
| -4.49348916445021 |
| -2.10023708069275 |
| -1.96386372226562 |
| -3.19062080300280 |
| -1.07210708397697 |
| -1.99787021508356 |
| -2.58282249248263 |
| -1.34120678643528 |
| -1.65626545360505 |
| -0.403847247789639 |
| 2.61226277251063 |
| -3.48171651374042 |
| 3.93101070338235 |
| -1.76188816456313 |
| 0.848861665140544 |
| -0.750751787956068 |
| 1.53794143673515 |
| -1.01312962625108 |
| -1.15256684456546 |
| 0.140420318474559 |
| -2.65938877332748 |
| -1.21583147955867 |
| -1.99836452461549 |
| 0.163228664628223 |
| -3.87457725916039 |
| -1.65194599281568 |
| -0.926044409692756 |
| -1.15111693138323 |
| -3.92693875953186 |
| 2.88100178616861 |
| -1.95140145192630 |
| -1.08434775671632 |
| 3.22650341664477 |
| 0.801790183122406 |
| -0.295312492478436 |
| 2.08996020393616 |
| 0.943180292737027 |
| -1.53486917189318 |
| 0.356198904940038 |
| 1.64286282812921 |
| 1.25524822625149 |
| -2.8410615264092 |
| 2.57950500604182 |
| 1.1711401840574 |
| -2.71342289633762 |
| 0.179112569022153 |
| -0.722987700355 |
| 0.878471973736802 |
| -0.777224419902807 |
| -3.44341027169183 |
| -2.48027739159257 |
| 0.346644772545451 |
| -1.92601213161497 |
| -0.938027701811978 |
| 0.00565265799304459 |
| -1.97214735968095 |
| 0.448779715106528 |
| -1.73073229559871 |
| -2.13391037387693 |
| -6.10965124670853 |
| -3.79396213132357 |
| 1.61644868544129 |
| -1.93577144075406 |
| -2.74999571060103 |
| -3.09272341594742 |
| -0.811764520185305 |
| -2.46326669240000 |
| 2.31853763914756 |
| -2.86605542572374 |
| 0.75103809843291 |
| 1.84580784556001 |
| -0.503491418900571 |
| -0.394722311075583 |
| 3.45492796033968 |
| 0.0937162150012567 |
| -2.33725912987405 |
| -0.559311471654873 |
| 2.11238880119804 |
| 3.07259414021426 |
| 1.40287393593171 |
| 1.77121345443774 |
| -2.44847433120198 |
| -1.10821083866293 |
| -2.50061338332117 |
| 8.36272433370818 |
| 6.67862845622252 |
| -4.48686424965191 |
| 5.26247001821080 |
| 4.16732431124131 |
| -1.28772017476962 |
| 1.39636525269908 |
| -2.68461590686667 |
| -0.125387398411493 |
| 1.91496674055492 |
| 3.99642452062948 |
| -7.08233714491431 |
| 3.06000245458882 |
| -0.0340588244454668 |
| 2.36379177500974 |
| -0.4069227500732 |
| 0.938348915178066 |
| 1.07365180693162 |
| -1.51589630720586 |
| 2.19196008041806 |
| -2.33957759507963 |
| 2.24409112647836 |
| 2.25502758609719 |
| -4.60815007268081 |
| 0.0867828816222392 |
| 0.204076492986241 |
| -0.0305123858304813 |
| 1.83606207627989 |
| 2.55953581871986 |
| -1.97770561410825 |
| -4.48220055382663 |
| -6.4564942369258 |
| 4.62171453546754 |
| 1.11685523348821 |
| 8.19018843688329 |
| -1.46091027319899 |
| -1.00239317727697 |
| -5.76529830505689 |
| -0.663933456612872 |
| 2.53443349442287 |
| -3.76407240608471 |
| 1.48410595885151 |
| 2.56536216500536 |
| 1.15138465563747 |
| 2.01656939699489 |
| -3.95432887930135 |
| -1.24066500809395 |
| -3.27047624726025 |
| 0.895286919289846 |
| 1.21541614742360 |
| 0.605925009379772 |
| -1.18882463124774 |
| 2.10860124826922 |
| 0.402147515212439 |
| 0.879070273678568 |
| 2.68478634943818 |
| -2.63877346469362 |
| -1.60154091701246 |
| -5.28623614331954 |
| -1.9225463032292 |
| 1.02228879307467 |
| -1.53785744324605 |
| -1.40669167197992 |
| -1.34444523938480 |
