| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.714 | -0.1407 | 0.0538 | 0.0907 | 0.1306 | -0.2286 | -0.9995 |
| (p-val) | (0.4108 ) | (0.8065 ) | (0.785 ) | (0.916 ) | (0.5988 ) | (0.3747 ) | (0.0854 ) |
| Estimates ( 2 ) | -0.6252 | -0.0861 | 0.0626 | 0 | 0.1299 | -0.2255 | -0.9999 |
| (p-val) | (4e-04 ) | (0.6616 ) | (0.7011 ) | (NA ) | (0.6013 ) | (0.3783 ) | (0.0866 ) |
| Estimates ( 3 ) | -0.6429 | -0.1338 | 0 | 0 | 0.1334 | -0.194 | -1 |
| (p-val) | (2e-04 ) | (0.388 ) | (NA ) | (NA ) | (0.5975 ) | (0.4342 ) | (0.073 ) |
| Estimates ( 4 ) | -0.6663 | -0.1576 | 0 | 0 | 0 | -0.2293 | -0.9813 |
| (p-val) | (1e-04 ) | (0.2872 ) | (NA ) | (NA ) | (NA ) | (0.3113 ) | (0.6829 ) |
| Estimates ( 5 ) | -0.5437 | -0.0267 | 0 | 0 | 0 | -0.2279 | 0 |
| (p-val) | (8e-04 ) | (0.8558 ) | (NA ) | (NA ) | (NA ) | (0.28 ) | (NA ) |
| Estimates ( 6 ) | -0.529 | 0 | 0 | 0 | 0 | -0.2293 | 0 |
| (p-val) | (1e-04 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.2747 ) | (NA ) |
| Estimates ( 7 ) | -0.5732 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (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 |
| -0.528155014878744 |
| -6.49996884355247 |
| 3.50492697087546 |
| -7.25195202557429 |
| 13.8788442641715 |
| 15.8441890470987 |
| 6.12333848430831 |
| -11.0071865131224 |
| 4.68636141458196 |
| -17.6642774893026 |
| -1.61518725536390 |
| 0.0213522344986331 |
| -3.19466996751979 |
| 9.27605794699325 |
| -3.16189540626105 |
| -6.77681134993456 |
| 2.88102122963775 |
| -4.10398243706493 |
| -5.13104554129129 |
| 5.51190126546821 |
| 2.44564676278070 |
| 10.7565244990648 |
| 7.68610171562988 |
| -2.57813652831172 |
| 1.95579734375813 |
| 4.65175647189145 |
| -0.368700494645285 |
| 3.55245145409185 |
| -7.77458899912067 |
| 5.21912619732518 |
| -6.01525716340344 |
| 10.5575288064565 |
| -4.0887306795517 |
| -11.4404958971013 |
| -3.86605860372303 |
| -4.69549638935961 |
| 1.54579526975442 |
| -3.55544027035021 |
| -13.4381848406243 |
| 4.22991250701091 |
| -6.38914967331624 |
| -7.78038626964732 |
| 10.4455933036035 |
| -2.76401365298159 |
| -5.49469726213578 |
| 6.74771547874869 |
| 12.9078694651381 |
| 5.20653315873213 |
