| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1118 | 0.3843 | 0.6191 | 0.2563 | 0.1484 | -0.3704 | -1 |
| (p-val) | (0.4142 ) | (1e-04 ) | (0 ) | (0.12 ) | (0.2977 ) | (0.0038 ) | (0 ) |
| Estimates ( 2 ) | 0 | 0.3513 | 0.5749 | 0.1515 | 0.1445 | -0.3709 | -0.9999 |
| (p-val) | (NA ) | (1e-04 ) | (0 ) | (0.1588 ) | (0.3088 ) | (0.0038 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0.3307 | 0.6083 | 0.1544 | 0 | -0.3649 | -1 |
| (p-val) | (NA ) | (1e-04 ) | (0 ) | (0.1443 ) | (NA ) | (0.0038 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0.327 | 0.5945 | 0 | 0 | -0.327 | -1 |
| (p-val) | (NA ) | (1e-04 ) | (0 ) | (NA ) | (NA ) | (0.0103 ) | (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 |
| 0.0906985417748874 |
| -1.27994359500441 |
| -1.81596899498154 |
| -1.36649938203739 |
| 6.17846588044 |
| 1.59419117121424 |
| -1.23015561283552 |
| 0.511348951758236 |
| -1.7690951299793 |
| 3.29520959464384 |
| -0.0121516738872700 |
| -0.856189887434183 |
| -2.56320971747640 |
| -0.195385415730560 |
| 0.0803249043590168 |
| -1.75734563565735 |
| 1.05807013109231 |
| -2.50928873619251 |
| -0.148363549878143 |
| 1.84229413472892 |
| -0.936783384600496 |
| 2.51316371964503 |
| -1.16193993578131 |
| -2.36373079722103 |
| 1.29605598262237 |
| -1.24111591052509 |
| -0.132290494214513 |
| 3.28277682472056 |
| 4.17804653444059 |
| -3.23437660097757 |
| 1.94197449084425 |
| 1.18180490110115 |
| 2.95129948795662 |
| 2.78530691006531 |
| -3.42803059595646 |
| -1.37188460845348 |
| 2.24274988512226 |
| -2.29354620000307 |
| -4.3319634759721 |
| -6.49281370564081 |
| 4.12780629116003 |
| -0.472746546775081 |
| 7.4501689338835 |
| -5.07608328979023 |
| 0.871590728318764 |
| 2.47838716285287 |
| -3.11848826150083 |
| 3.24436440948538 |
| 4.14644381481845 |
| 2.50220225949477 |
| -2.06815450007308 |
| 4.79112905029762 |
| -3.27682999196925 |
| 4.52741450858661 |
| 1.33926454160919 |
| -1.33763378806402 |
| -0.249872760848759 |
| 2.02134076670472 |
| 2.22600949936015 |
| 2.45891549154334 |
| 0.0471141752192469 |
| 1.47687795763327 |
| -1.36675038208812 |
| 1.42347337492732 |
| -2.34473469544048 |
| 0.96848425769962 |
| 2.96201844168078 |
| 0.163066146937160 |
| 1.85358959312454 |
| -4.35190735036098 |
| 3.13596182686657 |
| 2.82159169778857 |
| -1.45969103773242 |
| 4.29172798908666 |
| 6.29241684426325 |
| -5.54015251324893 |
| 2.42257978648352 |
| 0.404450790306556 |
| 1.35271421904220 |
| -1.96808799711761 |
| -2.44337911756751 |
| 0.535630069278464 |
| -2.64514799809262 |
| -8.2244662644673 |
| -6.95490170220855 |
| -6.13616103523961 |
