| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.3346 | 0.1964 | -0.124 | -0.7707 | -0.0817 | 0.0165 | -0.9999 |
| (p-val) | (0.3192 ) | (0.3502 ) | (0.4855 ) | (0.0202 ) | (0.7691 ) | (0.9528 ) | (0.1347 ) |
| Estimates ( 2 ) | 0.3365 | 0.1941 | -0.1231 | -0.7708 | -0.0922 | 0 | -1.0001 |
| (p-val) | (0.3156 ) | (0.3469 ) | (0.4881 ) | (0.0205 ) | (0.6663 ) | (NA ) | (0.1587 ) |
| Estimates ( 3 ) | 0.3294 | 0.2031 | -0.1393 | -0.7656 | 0 | 0 | -1.0001 |
| (p-val) | (0.317 ) | (0.3183 ) | (0.416 ) | (0.0187 ) | (NA ) | (NA ) | (0.0341 ) |
| Estimates ( 4 ) | 0.4136 | 0.2196 | 0 | -0.8797 | 0 | 0 | -0.9999 |
| (p-val) | (0.0998 ) | (0.2423 ) | (NA ) | (1e-04 ) | (NA ) | (NA ) | (0.0167 ) |
| Estimates ( 5 ) | 0.2072 | 0 | 0 | -0.6297 | 0 | 0 | -0.9996 |
| (p-val) | (0.6573 ) | (NA ) | (NA ) | (0.1263 ) | (NA ) | (NA ) | (0.0058 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -0.4361 | 0 | 0 | -1.0001 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0049 ) | (NA ) | (NA ) | (0.0081 ) |
| 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 |
| -0.436788626778492 |
| 2.92071763457524 |
| -6.48117864899518 |
| 9.48052285850033 |
| 7.84522455375451 |
| 3.5638075922455 |
| -3.18653420410091 |
| 3.38002908697348 |
| -11.9063852220167 |
| 3.63897606810102 |
| 4.33562774659435 |
| 1.29726785403002 |
| 2.55484430059126 |
| -4.37705349399366 |
| -0.358969943208791 |
| 2.34102301179040 |
| 1.66002643982631 |
| 2.51547306502826 |
| 1.16283548220803 |
| -2.10931718465718 |
| -6.28935586760998 |
| 8.0910878236721 |
| -2.07209741882800 |
| -8.6202103898831 |
| -2.4913278281196 |
| 2.09404266019671 |
| -0.122613432913162 |
| 9.91674239860593 |
| 7.93995165022296 |
| -7.87707093543025 |
| 5.11188676756597 |
| -8.51208395855276 |
| 6.15801628547286 |
| 0.191630801887750 |
| 5.83460439385152 |
| -2.42155778395635 |
| -2.53233003237222 |
| -11.0000127249888 |
| -9.16455904979362 |
| -3.29340923779953 |
| -7.2701734458613 |
| 0.57115527941607 |
| -3.04714976451001 |
| 1.2039455537329 |
| 0.265207519858689 |
| 1.32047791294914 |
| -1.24432688966092 |
| 2.85810950195269 |
