| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -1.1251 | -0.7921 | -0.1333 | -0.6869 | -0.1787 | -0.4019 | -0.1169 |
| (p-val) | (0 ) | (0.0111 ) | (0.5306 ) | (7e-04 ) | (0.7996 ) | (0.0514 ) | (0.9053 ) |
| Estimates ( 2 ) | -1.1596 | -0.8325 | -0.1588 | -0.6431 | -0.2657 | -0.4177 | 0 |
| (p-val) | (0 ) | (0.0053 ) | (0.4376 ) | (0.0028 ) | (0.2283 ) | (0.0357 ) | (NA ) |
| Estimates ( 3 ) | -1.0162 | -0.6305 | 0 | -1.3485 | -0.2661 | -0.4387 | 0 |
| (p-val) | (0 ) | (0 ) | (NA ) | (0 ) | (0.2399 ) | (0.0249 ) | (NA ) |
| Estimates ( 4 ) | -1.0323 | -0.5963 | 0 | -1.2733 | 0 | -0.3769 | 0 |
| (p-val) | (0 ) | (0 ) | (NA ) | (0 ) | (NA ) | (0.0559 ) | (NA ) |
| Estimates ( 5 ) | -1.0606 | -0.6042 | 0 | -1.1737 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0 ) | (NA ) | (0 ) | (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 |
| 0.313015380239075 |
| -1.71375702260617 |
| 4.05707061644564 |
| 4.11686217111782 |
| 4.15107560369094 |
| -6.86919272151543 |
| -2.29867311733937 |
| 0.599542906959333 |
| 0.0932329814917006 |
| 4.32325782176354 |
| 1.59321085231534 |
| 2.34097916698946 |
| -0.442793712884753 |
| 4.69633139322139 |
| -7.40803872190582 |
| 2.08938411694620 |
| -4.71174182674908 |
| -0.134718911113217 |
| -1.92779391780538 |
| -0.67213586307058 |
| 4.36455969596683 |
| 0.259120534249002 |
| -5.81765516467141 |
| 0.241846794464124 |
| 2.51927049009443 |
| -1.49910896309126 |
| -0.39598926782241 |
| -2.05164732337679 |
| 1.39051210973930 |
| 1.61360235700419 |
| 1.55176041216691 |
| -5.6564133052808 |
| 0.76838604270172 |
| 1.87657792351298 |
| -1.28667851811633 |
| 2.70591450436936 |
| 6.94333214818775 |
| -6.56066383921835 |
| 1.73145158735532 |
| 0.40308345219359 |
| -2.57242069705622 |
| -2.33297271815186 |
| -3.09547749195232 |
| 3.59767003912218 |
| -3.21192317842456 |
| -9.21283399410179 |
| -3.24724655886222 |
| -4.35166174604405 |
