| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.6903 | -0.1092 | 0.2114 | -0.4081 | -0.0626 | -0.1134 | -0.9995 |
| (p-val) | (0.0566 ) | (0.5891 ) | (0.1867 ) | (0.2355 ) | (0.7564 ) | (0.6645 ) | (0.219 ) |
| Estimates ( 2 ) | 0.6833 | -0.0958 | 0.2061 | -0.4082 | 0 | -0.0663 | -0.9999 |
| (p-val) | (0.0601 ) | (0.6265 ) | (0.2 ) | (0.2379 ) | (NA ) | (0.7658 ) | (0.0437 ) |
| Estimates ( 3 ) | 0.6709 | -0.0867 | 0.2023 | -0.3936 | 0 | 0 | -0.9998 |
| (p-val) | (0.074 ) | (0.6586 ) | (0.2102 ) | (0.273 ) | (NA ) | (NA ) | (0.0598 ) |
| Estimates ( 4 ) | 0.5577 | 0 | 0.1898 | -0.3035 | 0 | 0 | -0.9999 |
| (p-val) | (0.1013 ) | (NA ) | (0.2456 ) | (0.4422 ) | (NA ) | (NA ) | (0.1048 ) |
| Estimates ( 5 ) | 0.31 | 0 | 0.2375 | 0 | 0 | 0 | -0.9997 |
| (p-val) | (0.0246 ) | (NA ) | (0.0899 ) | (NA ) | (NA ) | (NA ) | (0.0572 ) |
| Estimates ( 6 ) | 0.3519 | 0 | 0 | 0 | 0 | 0 | -0.9998 |
| (p-val) | (0.0124 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0607 ) |
| Estimates ( 7 ) | 0.2901 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0722 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| -0.177219736559020 |
| 0.421172446183424 |
| 0.760943701714853 |
| 0.0395514770956528 |
| 0.526876927265923 |
| -0.474771136231654 |
| -0.153022977124211 |
| -2.15770323863924 |
| 1.16103731996557 |
| 0.314289672703316 |
| 0.553409807082287 |
| 0.963326949420701 |
| -0.458248940783062 |
| -0.377113845448035 |
| -0.167153155665648 |
| -0.67173557944789 |
| -1.71891554635713 |
| 2.4932748803788 |
| 0.976530464638515 |
| 0.902948865157526 |
| -1.91374163886944 |
| -3.58658508953434 |
| 1.02781883425958 |
| -0.231848725886813 |
| -2.92088247268019 |
| 0.260583719601811 |
| -3.13829621844121 |
| -0.481423192423336 |
| 1.12995330554926 |
| -0.464921073081044 |
| -1.15745087014625 |
| -1.54398318559123 |
| -3.14494867819303 |
| 3.92520895208715 |
| -2.32090961089878 |
| -8.16316440547881 |
| 3.02140057815462 |
| -1.96483692316480 |
| 3.17350368029393 |
| -0.85932435380039 |
| -1.27978598989722 |
| 1.19870273427247 |
| 2.33925446799726 |
| 1.45925344033252 |
| 3.94374005776184 |
| 0.922498390718126 |
| 1.65900171410732 |
| 7.57771205500143 |
