| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.6371 | 0.2731 | -0.3478 | -1 | -0.0498 | -0.3548 | -0.0772 |
| (p-val) | (0 ) | (0.064 ) | (0.0091 ) | (0 ) | (0.9066 ) | (0.0425 ) | (0.8659 ) |
| Estimates ( 2 ) | 0.6386 | 0.2728 | -0.3497 | -1 | 0 | -0.3509 | -0.1274 |
| (p-val) | (0 ) | (0.0642 ) | (0.0083 ) | (0 ) | (NA ) | (0.0436 ) | (0.4263 ) |
| Estimates ( 3 ) | 0.6239 | 0.2757 | -0.3237 | -1 | 0 | -0.3448 | 0 |
| (p-val) | (0 ) | (0.063 ) | (0.0124 ) | (0 ) | (NA ) | (0.0474 ) | (NA ) |
| Estimates ( 4 ) | -0.596 | 0 | -0.1217 | 0.4059 | 0 | -0.3009 | 0 |
| (p-val) | (0.0736 ) | (NA ) | (0.4512 ) | (0.2336 ) | (NA ) | (0.0842 ) | (NA ) |
| Estimates ( 5 ) | -0.7979 | 0 | 0 | 0.594 | 0 | -0.3073 | 0 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0.0048 ) | (NA ) | (0.073 ) | (NA ) |
| Estimates ( 6 ) | -0.7689 | 0 | 0 | 0.5136 | 0 | 0 | 0 |
| (p-val) | (1e-04 ) | (NA ) | (NA ) | (0.0247 ) | (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 |
| -0.284292870631464 |
| -25.8836310508726 |
| 20.6828536476618 |
| -25.4461435821366 |
| -7.72480992400053 |
| 19.8938266730234 |
| -1.55065085883711 |
| 16.0381737215915 |
| -7.59875592122157 |
| 30.5647167106079 |
| 24.7450305081263 |
| 30.6679208077089 |
| -31.9255085655699 |
| -3.19032612762646 |
| -44.9297016193334 |
| -33.6145894104079 |
| -4.07691611016741 |
| 13.9141571428294 |
| 1.22178247070260 |
| -2.52041814401527 |
| 10.0654518815917 |
| 12.6416832171014 |
| -19.2284206760855 |
| -3.33321888349981 |
| 8.07242432492435 |
| 13.9133487600180 |
| -8.43546264474914 |
| -11.5883724002874 |
| 10.9296486751830 |
| -8.56991082880853 |
| 2.36245730683399 |
| 4.75881499231337 |
| 23.8887333984224 |
| -9.16286646556955 |
| 5.4328018800317 |
| 26.430303298105 |
| 3.26598867872077 |
| -17.5134990067615 |
| -35.5346225889043 |
| 5.73763072659126 |
| -7.63130673675063 |
| -12.7353716604394 |
| 15.2955740705059 |
| 9.51030100064732 |
| -17.3995485371303 |
| 11.7528274560557 |
| 9.94623648090485 |
| 1.20822230954599 |
| -5.67191259147824 |
| -7.43352569004669 |
| 0.670842413799376 |
| -6.91181891938166 |
| 21.6485936190775 |
| -5.36472040429606 |
| -22.0130493874981 |
| 12.4048255476895 |
| 4.56478916640407 |
| 8.79825891688432 |
| 5.90109775466922 |
