| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3491 | 0.0983 | 0.4254 | -0.1277 | 0.4835 | -0.2347 | -0.9993 |
| (p-val) | (0.2444 ) | (0.6244 ) | (0.0034 ) | (0.7044 ) | (0.0568 ) | (0.4233 ) | (0.234 ) |
| Estimates ( 2 ) | -0.445 | 0.0449 | 0.4045 | 0 | 0.4752 | -0.2685 | -0.9993 |
| (p-val) | (0.0081 ) | (0.7767 ) | (0.0038 ) | (NA ) | (0.0541 ) | (0.3266 ) | (0.2623 ) |
| Estimates ( 3 ) | -0.4682 | 0 | 0.3843 | 0 | 0.4787 | -0.2513 | -0.9994 |
| (p-val) | (0.0016 ) | (NA ) | (0.0013 ) | (NA ) | (0.0574 ) | (0.355 ) | (0.2869 ) |
| Estimates ( 4 ) | -0.5194 | 0 | 0.3882 | 0 | 0.5686 | 0 | -0.9999 |
| (p-val) | (0 ) | (NA ) | (7e-04 ) | (NA ) | (0.0187 ) | (NA ) | (0.0328 ) |
| 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 |
| -0.166646532498191 |
| 1.45446038541130 |
| 1.24444430192058 |
| 0.546892625557094 |
| 0.092483227606145 |
| -2.05501754615136 |
| 0.000968248628828662 |
| 0.358669943697234 |
| -1.96248894495211 |
| -0.760430072823699 |
| -2.15129744720461 |
| -2.27687543769387 |
| 0.429721920121495 |
| 0.251798319320420 |
| 0.0538261247459631 |
| 0.420389951364929 |
| -1.15014586681924 |
| 2.33969562462212 |
| -0.966522812333634 |
| 0.425357986510933 |
| -0.104720863173985 |
| 1.13756910736265 |
| -1.74841664563892 |
| 0.376320447670808 |
| -0.453576483938847 |
| -0.0583257566372856 |
| 0.626862560020816 |
| 1.76273423439776 |
| -0.807266008249354 |
| 0.0336200512961656 |
| -0.424808300981018 |
| -0.228845362094883 |
| 0.685587835348772 |
| -0.371904564411849 |
| -2.78446258435140 |
| -0.160077329447092 |
| 0.646594885985588 |
| 0.0512569903857203 |
| -0.246501767270706 |
| 0.0423722347299893 |
| 1.86131887227694 |
| -0.629009045704846 |
| -0.616706418345441 |
| -1.06533038224853 |
| 0.887005708246265 |
| -0.181852725894869 |
| 0.0868758116841302 |
| -0.950195127295966 |
