| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2943 | 0.1879 | 0.1951 | -0.2422 | 0.3636 | -0.1337 | -0.9969 |
| (p-val) | (0.4475 ) | (0.2257 ) | (0.2981 ) | (0.524 ) | (0.1422 ) | (0.6213 ) | (0.4447 ) |
| Estimates ( 2 ) | 0.2946 | 0.1729 | 0.2221 | -0.2396 | 0.435 | 0 | -0.9993 |
| (p-val) | (0.4067 ) | (0.2496 ) | (0.1969 ) | (0.4922 ) | (0.0416 ) | (NA ) | (0.1231 ) |
| Estimates ( 3 ) | 0.0768 | 0.2049 | 0.2676 | 0 | 0.4357 | 0 | -0.9995 |
| (p-val) | (0.5773 ) | (0.1317 ) | (0.0554 ) | (NA ) | (0.0386 ) | (NA ) | (0.0964 ) |
| Estimates ( 4 ) | 0 | 0.2168 | 0.2865 | 0 | 0.4444 | 0 | -0.9994 |
| (p-val) | (NA ) | (0.1079 ) | (0.0348 ) | (NA ) | (0.0379 ) | (NA ) | (0.092 ) |
| Estimates ( 5 ) | 0 | 0 | 0.3269 | 0 | 0.45 | 0 | -0.9995 |
| (p-val) | (NA ) | (NA ) | (0.0177 ) | (NA ) | (0.04 ) | (NA ) | (0.2109 ) |
| Estimates ( 6 ) | 0 | 0 | 0.3886 | 0 | -0.2701 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0048 ) | (NA ) | (0.0751 ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0.3337 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0135 ) | (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 |
| -2.09761047661496 |
| 0.00282454013727297 |
| 0.895592668703737 |
| 0.00330069533624385 |
| -0.964520000330037 |
| -5.17770649960081 |
| 4.8125828671923 |
| 5.18960158194426 |
| -0.0261142736322485 |
| -6.68958150652421 |
| -3.79840279281216 |
| -4.00726661750588 |
| -13.6176993705443 |
| -4.24685546913572 |
| -8.89616942910719 |
| 13.7536017590019 |
| -7.32690833641582 |
| -4.18043835235288 |
| -1.75861840677312 |
| -9.04680881136183 |
| -9.29488117550343 |
| 7.12466884971145 |
| 8.37588547183485 |
| -13.4768916561200 |
| 9.70556491705553 |
| 2.30490607406157 |
| 17.1606263326216 |
| -3.76655259424270 |
| -0.849208696365424 |
| -3.78829863276041 |
| 2.54888016564064 |
| -10.0025374022946 |
| 17.7163539615609 |
| -4.73504401564628 |
| 0.881787616440306 |
| -4.49339553822972 |
| 8.9787399643891 |
| 15.4851545569027 |
| 12.5752762360908 |
| 5.77950589208342 |
| 9.23315187023934 |
| 13.2892107739971 |
| 1.41752054468873 |
| 0.62358468762261 |
| 1.46661053434434 |
| -2.49003889410369 |
| 0.440330790371718 |
| -1.47960048171103 |
| -3.94852989807509 |
