| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1258 | 0.3743 | 0.4892 | -0.8817 | 0.0833 | -0.6061 | -0.996 |
| (p-val) | (0.4437 ) | (0.0086 ) | (0.0018 ) | (0 ) | (0.6323 ) | (0 ) | (0.2934 ) |
| Estimates ( 2 ) | 0.0986 | 0.3595 | 0.5071 | -0.8761 | 0 | -0.6276 | -0.743 |
| (p-val) | (0.4984 ) | (0.0053 ) | (6e-04 ) | (0 ) | (NA ) | (0 ) | (0.2479 ) |
| Estimates ( 3 ) | 0 | 0.3329 | 0.5049 | -0.8218 | 0 | -0.6209 | -0.6725 |
| (p-val) | (NA ) | (0.0626 ) | (0.003 ) | (0 ) | (NA ) | (0 ) | (0.1441 ) |
| Estimates ( 4 ) | 0 | 0.2782 | 0.3736 | -0.7828 | 0 | -0.6073 | 0 |
| (p-val) | (NA ) | (0.1159 ) | (0.0195 ) | (0 ) | (NA ) | (0 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0.2862 | -0.6547 | 0 | -0.6162 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0621 ) | (0 ) | (NA ) | (0 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -0.5931 | 0 | -0.5966 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (0 ) | (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 |
| -0.308593720422816 |
| -0.88475792062237 |
| 3.30867008523821 |
| -2.62014688343011 |
| -2.10859598595760 |
| 6.00957623720152 |
| 1.86621818204061 |
| 6.93712228836315 |
| 0.431903487898278 |
| 6.234967921096 |
| -5.37283469296459 |
| 6.25366304952627 |
| -0.716646300621185 |
| 2.33201099565164 |
| -3.55880978135376 |
| 0.279023767168440 |
| 0.719026957539813 |
| -2.00453078344867 |
| -6.6421807674491 |
| 5.01872054728771 |
| 1.87791970303998 |
| -2.03336110646779 |
| -4.35434094602499 |
| -4.94913401544307 |
| -2.50377535525524 |
| 1.48052844883003 |
| 2.34749787752311 |
| -7.87505645665467 |
| 10.2491921436049 |
| 0.478939258586534 |
| 2.88431794029318 |
| -2.74776211335357 |
| -1.38055079247519 |
| -8.46088916691966 |
| 6.79456957195081 |
| 0.790275789546108 |
| -0.652189040738643 |
| 0.973168759341906 |
| -7.32030703175109 |
| 0.660608628574957 |
| -10.4243600309745 |
| -6.94346373249501 |
| 2.80896364532526 |
| -2.23939018413815 |
| -2.15762279034573 |
| 0.163302417932482 |
| -2.67526542157828 |
| -1.14157026288333 |
| -0.282997724095842 |
