| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1655 | 0.2417 | 0.3864 | -1 | -1.0144 | -0.0147 | 0.9646 |
| (p-val) | (0.2218 ) | (0.0661 ) | (0.01 ) | (0 ) | (0 ) | (0.9363 ) | (0 ) |
| Estimates ( 2 ) | -0.0425 | 0.0746 | 0.272 | -0.7755 | -0.9958 | 0 | 0.8712 |
| (p-val) | (0.9575 ) | (0.9047 ) | (0.4818 ) | (0.3232 ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | 0 | 0.1127 | 0.2959 | -0.8208 | -0.9957 | 0 | 0.8703 |
| (p-val) | (NA ) | (0.52 ) | (0.0846 ) | (0 ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0 | 0 | 0.2637 | -0.7644 | -0.9961 | 0 | 0.88 |
| (p-val) | (NA ) | (NA ) | (0.0919 ) | (0 ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -0.7178 | -0.9963 | 0 | 0.8997 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (NA ) | (0 ) |
| 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 |
| -0.375013577617580 |
| -14.4964176489863 |
| -8.25135292021363 |
| -1.02980241409649 |
| 7.06627192676987 |
| 15.0239308612398 |
| 15.0164472768027 |
| 5.91300376735893 |
| -2.50171835216373 |
| 3.52567889348687 |
| -2.05216207058756 |
| 0.151143486891926 |
| 2.80671926851893 |
| 3.52319392164109 |
| -6.22916922194257 |
| 9.89588937424257 |
| -14.9951838364489 |
| -3.12603000679388 |
| 0.403022340233875 |
| -0.0307084981375163 |
| 11.4995605287806 |
| -0.872235757631966 |
| -3.12590792651822 |
| 1.65042023924871 |
| -11.0019270459869 |
| 3.88224980423932 |
| 7.17521342486241 |
| 0.232578523794536 |
| -5.24955814688463 |
| 1.27728159241311 |
| -2.67554314460443 |
| 4.78942335236949 |
| 11.6883395029352 |
| 8.50070325681175 |
| -0.438356455827139 |
| 11.1400983144119 |
| -13.1006206192764 |
| -2.34468130226937 |
| 16.3317547714066 |
| 8.90297488331331 |
| -0.962258565391891 |
| 6.64859771475463 |
| -10.7218982034053 |
| 6.44639476519243 |
| -9.5669868141129 |
| -2.82266151989765 |
| 10.4383817775926 |
| 1.53092042119264 |
| 4.19650968195791 |
| -3.79648275378666 |
| -11.9265811016829 |
| -0.886997809774218 |
| 3.83477964697237 |
| 8.0696391057088 |
| -11.4208391305194 |
| -2.41871802866836 |
| -1.64464634834912 |
| -13.6056414597440 |
| 2.12876117562154 |
| -17.8892796788349 |
