| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.3422 | -0.2154 | 0.2649 | -0.0753 | -0.368 | 0.1287 | 0.9999 |
| (p-val) | (0.4908 ) | (0.1984 ) | (0.0588 ) | (0.8882 ) | (0.0905 ) | (0.579 ) | (0.0381 ) |
| Estimates ( 2 ) | 0.275 | -0.2013 | 0.2565 | 0 | -0.3635 | 0.1175 | 1 |
| (p-val) | (0.0398 ) | (0.1366 ) | (0.0515 ) | (NA ) | (0.0884 ) | (0.5923 ) | (0.0356 ) |
| Estimates ( 3 ) | 0.2992 | -0.2244 | 0.2704 | 0 | -0.3295 | 0 | 0.9848 |
| (p-val) | (0.0178 ) | (0.0833 ) | (0.0382 ) | (NA ) | (0.1522 ) | (NA ) | (0.6839 ) |
| Estimates ( 4 ) | 0.2305 | -0.1357 | 0.2084 | 0 | 0.3776 | 0 | 0 |
| (p-val) | (0.0764 ) | (0.2843 ) | (0.0951 ) | (NA ) | (0.0089 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.2 | 0 | 0.18 | 0 | 0.3808 | 0 | 0 |
| (p-val) | (0.1134 ) | (NA ) | (0.1426 ) | (NA ) | (0.0076 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0.1978 | 0 | 0 | 0 | 0.3521 | 0 | 0 |
| (p-val) | (0.1259 ) | (NA ) | (NA ) | (NA ) | (0.0128 ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0.3985 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0038 ) | (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 |
| -7.48771965778008 |
| 1.48117769479325 |
| -31.8228085455657 |
| -47.9909623160541 |
| 10.7385382871612 |
| -2.28996730348240e-14 |
| -1.53649693445767e-14 |
| -9.35965087920846 |
| -17.8038687320475 |
| -9.21696772439626 |
| 2.58601174401475 |
| -7.98057245103282 |
| -3.60074060748613 |
| 7.02532166473666 |
| 8.78428216988813 |
| -18.5510353878090 |
| -8.72051731101423 |
| 15.3737710744887 |
| 10.4284146693038 |
| -13.0506536521277 |
| -0.533134369255887 |
| -4.55518309835170 |
| -22.9969441115404 |
| 7.56428749183216 |
| 9.25955295793232 |
| 2.94554881448478 |
| -48.2626191690462 |
| 22.3832334124274 |
| 1.64810323401576 |
| -19.4129997595226 |
| -0.902373969736427 |
| 5.83474197549474 |
| 2.54584500495412 |
| 2.82444119741534 |
| 7.75374554741111 |
| -1.67157715476735 |
| -2.46465217499788 |
| 15.0228911618093 |
| -20.9748269615902 |
| -21.4196553422759 |
| 4.94535640518485 |
| -17.0706956500042 |
| -19.6231730370516 |
| 4.54972789277007 |
| 0 |
| 0 |
| 0 |
| 0 |
| 12 |
| -13.3593549280550 |
| 14.4963659739866 |
| -10.6353874876147 |
| 7.62161615264305 |
| 6.55916415560612 |
| 21.5658638021706 |
| 33.4308580502370 |
| -7.51694173588098 |
| 0 |
| 0 |
| 0 |
