| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4283 | 0.1248 | 0.1035 | -0.3269 | 0.41 | -0.1738 | -0.9922 |
| (p-val) | (0.4839 ) | (0.4133 ) | (0.5888 ) | (0.5906 ) | (0.0056 ) | (0.2717 ) | (0.5392 ) |
| Estimates ( 2 ) | 0.1106 | 0.171 | 0.163 | 0 | 0.4121 | -0.1764 | -0.9983 |
| (p-val) | (0.3587 ) | (0.1456 ) | (0.1755 ) | (NA ) | (0.0038 ) | (0.2624 ) | (0.294 ) |
| Estimates ( 3 ) | 0 | 0.1867 | 0.1838 | 0 | 0.431 | -0.1935 | -0.9991 |
| (p-val) | (NA ) | (0.1111 ) | (0.1224 ) | (NA ) | (0.0023 ) | (0.2198 ) | (0.1688 ) |
| Estimates ( 4 ) | 0 | 0.1991 | 0.2086 | 0 | 0.443 | 0 | -0.9999 |
| (p-val) | (NA ) | (0.0861 ) | (0.0736 ) | (NA ) | (0.0029 ) | (NA ) | (8e-04 ) |
| Estimates ( 5 ) | 0 | 0 | 0.249 | 0 | 0.4459 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (0.0338 ) | (NA ) | (0.0034 ) | (NA ) | (4e-04 ) |
| 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 |
| -0.370588389539521 |
| 0.179602228922976 |
| 0.162472257421743 |
| -1.84027034594931 |
| 0.110572974242101 |
| 0.327547600515445 |
| -1.67066820329501 |
| 1.05164258017325 |
| 1.13456111759348 |
| 2.20107757621242 |
| -0.192388022150102 |
| -1.81339212535221 |
| -2.57102721320363 |
| 0.0681766451444979 |
| 0.905261809758458 |
| -0.0811686882641086 |
| 0.227522204842335 |
| -0.715513248411433 |
| -0.330027163787639 |
| -1.30125857625926 |
| -0.123610674400854 |
| -1.73129120193711 |
| 0.398904533922548 |
| 0.329209434781157 |
| -0.234052422406876 |
| -0.190216084762143 |
| -0.706402239732647 |
| 0.729937332776942 |
| 1.29713474653381 |
| -0.586706456892008 |
| -1.71193650165201 |
| -0.830154131915454 |
| -0.588785044116493 |
| -3.17161539782523 |
| -0.588765898480415 |
| -1.45310626870913 |
| 1.97222183640085 |
| -1.22855349995114 |
| -1.37852319211879 |
| 0.175425254460009 |
| -1.58339702985764 |
| -2.41579843456365 |
| 1.52953680646010 |
| 1.39034967616624 |
| -3.42346739200640 |
| 1.48175972754104 |
| 1.30450370664965 |
| 1.99175408361374 |
| -0.556235665296512 |
| -0.647035986973613 |
| -0.719346032448408 |
| 0.672849348283232 |
| -1.81579091174616 |
| 2.88296766850952 |
| -0.834954935143766 |
| -1.02950437229672 |
| -0.719010434276209 |
| 1.00383411154145 |
| 2.95718911406132 |
| 2.12585323162386 |
| 1.18612644240606 |
| 1.38980556062741 |
| 2.28851758567921 |
| 0.219690685252719 |
| -0.661718315833185 |
| 0.420780613351158 |
| -0.522271787006846 |
| 0.0629858553292562 |
| -1.12730153522027 |
| -0.784051201111102 |
| 0.905358915004025 |
