| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0747 | -0.0532 | 0.2795 | -0.1401 | -0.713 | -0.4263 | 0.2377 |
| (p-val) | (0.9213 ) | (0.8353 ) | (0.2999 ) | (0.8545 ) | (0.1732 ) | (0.0542 ) | (0.6907 ) |
| Estimates ( 2 ) | 0 | -0.0629 | 0.2685 | -0.0669 | -0.7111 | -0.4254 | 0.2309 |
| (p-val) | (NA ) | (0.7924 ) | (0.2871 ) | (0.684 ) | (0.1757 ) | (0.0561 ) | (0.6988 ) |
| Estimates ( 3 ) | 0 | 0 | 0.2803 | -0.0634 | -0.7453 | -0.4351 | 0.2545 |
| (p-val) | (NA ) | (NA ) | (0.2613 ) | (0.7032 ) | (0.1431 ) | (0.0471 ) | (0.667 ) |
| Estimates ( 4 ) | 0 | 0 | 0.2928 | 0 | -0.706 | -0.4497 | 0.2202 |
| (p-val) | (NA ) | (NA ) | (0.2303 ) | (NA ) | (0.1198 ) | (0.028 ) | (0.6846 ) |
| Estimates ( 5 ) | 0 | 0 | 0.2802 | 0 | -0.5461 | -0.3883 | 0 |
| (p-val) | (NA ) | (NA ) | (0.247 ) | (NA ) | (0.0269 ) | (0.0344 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.5748 | -0.3359 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.02 ) | (0.069 ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | -0.3889 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0508 ) | (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 |
| -0.359583025943024 |
| 1.80736476787369 |
| -1.26088453492455 |
| 3.65892383234945 |
| 1.41721248655677 |
| -1.15804913521475 |
| 1.73517028286159 |
| -2.87006165575995 |
| -3.64698483733422 |
| 2.13399121319033 |
| 2.30064997926235 |
| -4.23456187421518 |
| -2.0183916969341 |
| 1.16567947996055 |
| 2.64539295713705 |
| -0.972749531130083 |
| 1.31079668834076 |
| -2.59132360256207 |
| -0.360477066325953 |
| 1.67119631630904 |
| -1.06595301224393 |
| 2.18578542730147 |
| -1.8083035013511 |
| 3.15839371682702 |
| 2.08178710698836 |
| -1.8724178714282 |
| 3.24328553682082 |
| -1.89637324682661 |
| 0.719081444774531 |
| -0.6708143337015 |
| -0.341611201179518 |
| -0.339942355288116 |
| -0.0170554803022185 |
| -0.0575363138054712 |
| -1.33155890377401 |
| -0.185502459578672 |
| 1.28395286916972 |
| 3.6511042293115 |
| -3.72854788533655 |
| 4.59516474584515 |
| 0.614231329249506 |
| -0.341976341000461 |
| -0.225545178781545 |
| 0.725450692639001 |
| -0.0308290596598511 |
| -2.04272877609633 |
| 17.4465132364920 |
| 0.926277205133303 |
