| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0165 | 0.27 | 0.4893 | -0.0206 | 0.1035 | -0.3672 | -0.3198 |
| (p-val) | (0.9487 ) | (0.0557 ) | (0.0053 ) | (0.946 ) | (0.8687 ) | (0.1071 ) | (0.6878 ) |
| Estimates ( 2 ) | 0 | 0.2732 | 0.4946 | -0.0039 | 0.1012 | -0.3686 | -0.317 |
| (p-val) | (NA ) | (0.0378 ) | (0.0012 ) | (0.98 ) | (0.8714 ) | (0.1031 ) | (0.6899 ) |
| Estimates ( 3 ) | 0 | 0.2732 | 0.4948 | 0 | 0.0963 | -0.3701 | -0.3128 |
| (p-val) | (NA ) | (0.0376 ) | (0.0012 ) | (NA ) | (0.8734 ) | (0.0908 ) | (0.6896 ) |
| Estimates ( 4 ) | 0 | 0.2724 | 0.4937 | 0 | 0 | -0.3856 | -0.2001 |
| (p-val) | (NA ) | (0.038 ) | (0.0011 ) | (NA ) | (NA ) | (0.0324 ) | (0.4756 ) |
| Estimates ( 5 ) | 0 | 0.2854 | 0.4457 | 0 | 0 | -0.397 | 0 |
| (p-val) | (NA ) | (0.0314 ) | (0.0011 ) | (NA ) | (NA ) | (0.0232 ) | (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 |
| 0.101599418892583 |
| -0.366774278049089 |
| -0.74447103384618 |
| -6.10418699087995 |
| 0.300733039313978 |
| 3.02379314750809 |
| 5.74338356456936 |
| -6.1378345154048 |
| -1.99913168080420 |
| -0.545039492847323 |
| -0.980281872611647 |
| 5.09110194675276 |
| 1.74298592898988 |
| 4.68834848457162 |
| 2.01381862043044 |
| 7.73201221583819 |
| -5.13369579384695 |
| 6.30358481540731 |
| -3.12565080891372 |
| 1.29262903647133 |
| -1.21634572590685 |
| -0.35270767399516 |
| 6.39215650983752 |
| 2.15119637924336 |
| -4.22734265442826 |
| 2.08807469308483 |
| 3.07411162942312 |
| 0.308980017231096 |
| -0.0516883628468892 |
| -1.26708454392875 |
| 1.43848691323011 |
| 2.29404287646526 |
| 2.28151037895482 |
| -5.68954589287311 |
| 2.24077686131215 |
| 1.81973524023641 |
| -2.33436945439424 |
| 4.0936337086186 |
| 9.27261225153306 |
| -5.67624253826713 |
| 4.67473833658822 |
| 0.80016764172446 |
| -1.18549582181564 |
| -0.62087841901957 |
| -3.95775427221744 |
| 2.86462449560895 |
| -4.0542858331234 |
| -12.0311324177062 |
| -7.9976153445886 |
