| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.405 | -0.3275 | -0.1802 | -0.2662 | 0.9535 | -0.3259 | -0.9999 |
| (p-val) | (0.1927 ) | (0.1348 ) | (0.2962 ) | (0.3658 ) | (0 ) | (0.0556 ) | (0.0461 ) |
| Estimates ( 2 ) | -0.6481 | -0.4598 | -0.2444 | 0 | 0.9553 | -0.3042 | -1 |
| (p-val) | (0 ) | (0.0032 ) | (0.0723 ) | (NA ) | (0 ) | (0.0752 ) | (0.055 ) |
| Estimates ( 3 ) | -0.6471 | -0.4607 | -0.2362 | 0 | -0.2201 | 0 | 0.3802 |
| (p-val) | (0 ) | (0.0036 ) | (0.0899 ) | (NA ) | (0.8074 ) | (NA ) | (0.6644 ) |
| Estimates ( 4 ) | -0.6452 | -0.462 | -0.2415 | 0 | 0 | 0 | 0.1638 |
| (p-val) | (0 ) | (0.0034 ) | (0.078 ) | (NA ) | (NA ) | (NA ) | (0.3476 ) |
| Estimates ( 5 ) | -0.6334 | -0.4403 | -0.2264 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.005 ) | (0.0995 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | -0.5598 | -0.2996 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.0233 ) | (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 |
| -0.0139999899818884 |
| -2.50771633898407 |
| 13.6128114086747 |
| 5.9045705097574 |
| -7.90147080201434 |
| 13.5071879542829 |
| -5.14202701597727 |
| -0.544617940749022 |
| 2.09112158838311 |
| 1.21713325855529 |
| 7.37365823025598 |
| 11.5001523266613 |
| -1.91227184207514 |
| -7.48674288520898 |
| -4.17824660187913 |
| 6.58793798585078 |
| 6.85621649374445 |
| 3.48880886206403 |
| -0.562943643409814 |
| -1.92094940399550 |
| 5.66674714546382 |
| 4.98095043471464 |
| -1.28471600661001 |
| -1.14214656607557 |
| 2.02499434244097 |
| 1.40174751204888 |
| -1.23891194344858 |
| -2.9947220307541 |
| 7.4124241687364 |
| 9.77419167658374 |
| 3.11691078724315 |
| 0.931384624291567 |
| 0.73730411467475 |
| -3.07892987780877 |
| 5.75404993187042 |
| -2.43444795517798 |
| 2.60256149302417 |
| 4.47636838478459 |
| -2.69689873895496 |
| -5.94066577719057 |
| 4.31080369657636 |
| 0.367286913484691 |
| -1.43608372726053 |
| -1.74349399337863 |
| -6.40690476309905 |
| -5.65285483122863 |
| -3.25420225853168 |
| -13.7859616807967 |
| 8.94673244063934 |
| -11.5158059644290 |
| -1.99908692244459 |
| -3.10307963942944 |
| 4.64630324448737 |
| -4.90808722035464 |
| -5.2643316574078 |
| 4.14135537481332 |
| -0.0770490041779439 |
| 5.80270749799233 |
| -3.53618914553375 |
| -6.12528003068417 |
| -9.07662612971908 |
