| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7091 | -0.0523 | 0.2158 | -0.5237 | -0.7531 | -0.5838 | 0.9967 |
| (p-val) | (0.156 ) | (0.8189 ) | (0.3084 ) | (0.2728 ) | (0 ) | (0.0027 ) | (0.2327 ) |
| Estimates ( 2 ) | 0.6206 | 0 | 0.2242 | -0.4503 | -0.7599 | -0.5613 | 1.0041 |
| (p-val) | (0.1122 ) | (NA ) | (0.3113 ) | (0.3142 ) | (0 ) | (0.0015 ) | (0.2563 ) |
| Estimates ( 3 ) | 0.2431 | 0 | 0.314 | 0 | -0.7304 | -0.5508 | 1.0032 |
| (p-val) | (0.089 ) | (NA ) | (0.0452 ) | (NA ) | (0 ) | (0.002 ) | (0.4068 ) |
| Estimates ( 4 ) | 0.2214 | 0 | 0.2944 | 0 | -0.1747 | -0.4555 | 0 |
| (p-val) | (0.1227 ) | (NA ) | (0.0694 ) | (NA ) | (0.2907 ) | (0.0112 ) | (NA ) |
| Estimates ( 5 ) | 0.1749 | 0 | 0.2959 | 0 | 0 | -0.4024 | 0 |
| (p-val) | (0.2045 ) | (NA ) | (0.0605 ) | (NA ) | (NA ) | (0.0271 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0.3187 | 0 | 0 | -0.4018 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0489 ) | (NA ) | (NA ) | (0.0322 ) | (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 |
| -1.47209681346635 |
| -6.83439401888331 |
| -2.07091866828384 |
| -12.9237834421139 |
| 5.64201748713687 |
| 0.919793746038052 |
| 7.07520806386357 |
| -3.50400212987989 |
| -2.27496404382997 |
| 2.40105577254009 |
| 3.0625746657524 |
| -1.52114968891496 |
| -1.44288657691087 |
| -0.693466882525327 |
| -3.17517701658539 |
| -10.1686525389908 |
| -1.84667448374743 |
| -4.81454402443839 |
| 3.20036703023764 |
| -3.61604096722704 |
| -4.00222880716563 |
| 0.692778315839694 |
| -8.6484463269914 |
| -5.37629029018779 |
| 8.7074383223653 |
| 1.44621079842356 |
| -10.0067114007666 |
| 5.86577300892967 |
| 1.49424695444645 |
| 9.31053886369325 |
| -0.488044361334834 |
| -2.30396014444774 |
| 0.228820041111799 |
| 2.24048597636401 |
| -2.99672388542224 |
| 14.1533252741934 |
| -5.83425862150136 |
| -1.75345276847716 |
| -1.28466621149991 |
| -2.53579777890856 |
| 7.77287187024475 |
| 2.35831297665425 |
| 6.70272540751881 |
| 5.94334921985735 |
| 6.37348045701731 |
| -0.558376982153959 |
| -1.20777002331050 |
| -2.68410794632041 |
| 3.06985689893003 |
