| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7017 | 0.1604 | -0.3072 | -0.609 | 0.5572 | 0.1158 | -0.9975 |
| (p-val) | (0.014 ) | (0.3585 ) | (0.0635 ) | (0.0162 ) | (0.0786 ) | (0.6624 ) | (0.4329 ) |
| Estimates ( 2 ) | 0.7029 | 0.1637 | -0.3066 | -0.6118 | 0.2072 | 0 | -0.5384 |
| (p-val) | (0.0149 ) | (0.3487 ) | (0.0679 ) | (0.0171 ) | (0.7822 ) | (NA ) | (0.5129 ) |
| Estimates ( 3 ) | 0.7052 | 0.1597 | -0.2941 | -0.6119 | 0 | 0 | -0.3171 |
| (p-val) | (0.0183 ) | (0.3626 ) | (0.0698 ) | (0.0223 ) | (NA ) | (NA ) | (0.1192 ) |
| Estimates ( 4 ) | 0.8328 | 0 | -0.2381 | -0.6632 | 0 | 0 | -0.3573 |
| (p-val) | (6e-04 ) | (NA ) | (0.0917 ) | (0.0032 ) | (NA ) | (NA ) | (0.0719 ) |
| Estimates ( 5 ) | 0.5018 | 0 | 0 | -0.3957 | 0 | 0 | -0.2397 |
| (p-val) | (0.2858 ) | (NA ) | (NA ) | (0.4132 ) | (NA ) | (NA ) | (0.1531 ) |
| Estimates ( 6 ) | 0.0642 | 0 | 0 | 0 | 0 | 0 | -0.2235 |
| (p-val) | (0.6927 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.1969 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -0.1922 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.2107 ) |
| Estimates ( 8 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (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 |
| -0.502482787186469 |
| -5.45306100410943e-05 |
| 1.96398672854442 |
| 0.981928305583652 |
| 0.981904688316437 |
| -0.982185353938422 |
| -0.982208601148013 |
| -0.982238866033618 |
| 0.9817968325771 |
| 1.96379951792472 |
| -0.000296762994026562 |
| -0.982358025400122 |
| -1.96444672510846 |
| 0.99933292412111 |
| -0.62897120547429 |
| 2.18386010289778 |
| 2.18385561870787 |
| -0.185222299969244 |
| -4.18259949864595 |
| -2.18391878024794 |
| -0.814194345350659 |
| -4.62637954242685 |
| -0.999399511607695 |
| -2.18394153237672 |
| 7.62428669844543 |
| -3.80800394768888 |
| -0.120779565846814 |
| 0.419360487123424 |
| -3.58054340574076 |
| -3.03549499667577 |
| -1.80314853911715 |
| -0.419371762270556 |
| -5.15622622926818 |
| 5.11146394323441 |
| 1.80803966031811 |
| 5.58047843603 |
| 0.464094508077245 |
| 1.26827802824234 |
| -0.0232081812629518 |
| 1.08058056848207 |
| -2.6880111178189 |
| 4.41671541756941 |
| -2.34647898875715 |
| -2.08058183935729 |
| 2.00921189505983 |
| 1.98218330917492 |
| 5.34741614914077 |
| 4.07230415866309 |
| 2.08917545936827 |
