| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1474 | -0.3251 | -0.0775 | -0.5305 | -0.3891 | -0.1298 | 0.3752 |
| (p-val) | (0.7111 ) | (0.184 ) | (0.7548 ) | (0.1777 ) | (0.8519 ) | (0.4247 ) | (0.8602 ) |
| Estimates ( 2 ) | -0.1507 | -0.3295 | -0.08 | -0.529 | -0.0224 | -0.1302 | 0 |
| (p-val) | (0.6994 ) | (0.1667 ) | (0.7433 ) | (0.1702 ) | (0.8618 ) | (0.3966 ) | (NA ) |
| Estimates ( 3 ) | -0.1491 | -0.325 | -0.0779 | -0.5339 | 0 | -0.1292 | 0 |
| (p-val) | (0.6899 ) | (0.1576 ) | (0.7411 ) | (0.1456 ) | (NA ) | (0.4003 ) | (NA ) |
| Estimates ( 4 ) | -0.041 | -0.2652 | 0 | -0.6381 | 0 | -0.1235 | 0 |
| (p-val) | (0.8269 ) | (0.0812 ) | (NA ) | (6e-04 ) | (NA ) | (0.4216 ) | (NA ) |
| Estimates ( 5 ) | 0 | -0.2486 | 0 | -0.6679 | 0 | -0.125 | 0 |
| (p-val) | (NA ) | (0.0639 ) | (NA ) | (0 ) | (NA ) | (0.4171 ) | (NA ) |
| Estimates ( 6 ) | 0 | -0.2295 | 0 | -0.6676 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.0847 ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | -1.302 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
| -2.95261511551774 |
| -98.2924596025982 |
| 45.5382541747602 |
| -124.182924358489 |
| 54.3669958896738 |
| -47.3214140929832 |
| 50.6101091200209 |
| 119.140003838362 |
| 55.6004753118122 |
| 40.9559709470571 |
| -1.42518108359964 |
| -16.9808749914360 |
| 22.3158456936436 |
| -60.8903445075794 |
| -44.4054881137357 |
| -117.557987600030 |
| 12.7383866796648 |
| 20.5082276005593 |
| 66.3762525108609 |
| -24.8057717309358 |
| -10.9654981475909 |
| 25.6854198995061 |
| 78.3041736616357 |
| 106.512975460536 |
| 58.393985336796 |
| 7.64845157680736 |
| -128.401101924680 |
| -167.159500819626 |
| -277.311215122068 |
| 160.77374466447 |
| 105.179517465723 |
| 100.561813898724 |
| 134.419292331324 |
| -29.5756081354802 |
| 24.0701027376889 |
| 53.3502006023810 |
| -51.8093632017891 |
| -224.777112714097 |
| 208.250191128103 |
| -36.4775535577288 |
| -118.40780158024 |
| -91.5614378485513 |
| -404.48143610107 |
| 188.159476542274 |
| 101.134469823765 |
| -297.017735167884 |
| 153.535183772932 |
| -288.772378592586 |
| 34.2777420871798 |
| 34.7098871137891 |
| 287.092854952076 |
| -30.4621366012861 |
| -207.729789200393 |
| -368.787472464073 |
| 184.890080121213 |
| -15.8664225572020 |
| -578.844526246399 |
| 171.96631389137 |
| -9.45926352488186 |
| 321.252942159862 |
| 84.7547958615883 |
| 54.6492130063971 |
| 340.333729399018 |
| 209.745561252802 |
| 6.9717647080879 |
| 66.7461156805011 |
| 177.716873731938 |
| 60.5308236108562 |
| 2.06834379605425 |
