| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0862 | 0.3656 | 0.6252 | 0.2572 | 0.0856 | -0.3231 | -1 |
| (p-val) | (0.5006 ) | (1e-04 ) | (0 ) | (0.0996 ) | (0.4873 ) | (0.0079 ) | (0 ) |
| Estimates ( 2 ) | 0 | 0.3375 | 0.592 | 0.1763 | 0.0844 | -0.3236 | -1 |
| (p-val) | (NA ) | (0 ) | (0 ) | (0.0811 ) | (0.4947 ) | (0.0078 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0.3262 | 0.6083 | 0.1754 | 0 | -0.3262 | -1 |
| (p-val) | (NA ) | (0 ) | (0 ) | (0.082 ) | (NA ) | (0.0067 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0.3234 | 0.5963 | 0 | 0 | -0.2871 | -1 |
| (p-val) | (NA ) | (1e-04 ) | (0 ) | (NA ) | (NA ) | (0.0194 ) | (0 ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
| 0.0906985637353808 |
| -1.29436218286612 |
| -1.82626401995846 |
| -1.36399879067511 |
| 6.27552176012972 |
| 1.47502861105209 |
| -1.24805480047348 |
| 0.541409815845064 |
| -1.81734930716537 |
| 3.38542602620213 |
| -0.101029437274899 |
| -0.844328763770402 |
| -2.60537299949855 |
| -0.137861397276341 |
| 0.064850907096822 |
| -1.7865527030889 |
| 1.26018007043787 |
| -2.55099185368595 |
| -0.0882512147988966 |
| 1.89458658163071 |
| -1.01159089149217 |
| 2.69456130483710 |
| -1.24370781988716 |
| -2.34717527981693 |
| 1.33026462914911 |
| -1.26580344656695 |
| -0.0279881528227895 |
| 3.27050419507497 |
| 3.93472503222476 |
| -3.4314895018611 |
| 2.08170209514935 |
| 1.14313876615559 |
| 3.02286850863446 |
| 2.67054023280194 |
| -3.52374361232929 |
| -1.29074779737941 |
| 2.34122444377756 |
| -2.34429297536726 |
| -4.27324026954478 |
| -6.37743088811387 |
| 4.2079633489211 |
| -0.573036451012469 |
| 7.53517810642284 |
| -5.32786065713318 |
| 1.11191701464271 |
| 2.31870420564124 |
| -3.17017759432741 |
| 3.41189662014938 |
| 4.01149140022749 |
| 2.48571251524790 |
| -2.15450311297773 |
| 4.68492168726188 |
| -3.43290653614846 |
| 4.7808756395247 |
| 1.16711929899680 |
| -1.38178582226157 |
| -0.318472673695752 |
| 1.97281549586785 |
| 2.31041573156933 |
| 2.49480573056806 |
| -0.089603239746791 |
| 1.61090360867153 |
| -1.25322898693740 |
| 1.70545319956773 |
| -2.49524133717538 |
| 1.04098884218886 |
| 2.66959225229825 |
| 0.346732475298652 |
| 1.82978042546547 |
| -4.41113072759913 |
| 3.3612132898728 |
| 2.58817323658580 |
| -1.61725554597640 |
| 4.26063974154693 |
| 6.28339623868794 |
| -5.74602221730291 |
| 2.77177779186875 |
| 0.0717444052089156 |
| 1.40935823973695 |
| -1.90002798705434 |
| -2.32037116257272 |
| 0.5670286928551 |
| -2.79758264642304 |
| -8.26212575433813 |
| -6.74289783701253 |
| -6.12323481389127 |
| -1.0664867785378 |
| -0.64826864084045 |
| -3.14909681192825 |
| -3.51885853953615 |
| -0.173156116575613 |
| 5.55646112041133 |
| 1.37905312011300 |
| -2.07367782934700 |
