| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.6267 | -0.3382 | -0.212 | 0.0928 | -0.0079 | 0.0763 |
| (p-val) | (0 ) | (0.0011 ) | (0.0293 ) | (0.9866 ) | (0.9929 ) | (0.989 ) |
| Estimates ( 2 ) | -0.6266 | -0.338 | -0.2113 | 0.0357 | 0 | 0.1335 |
| (p-val) | (0 ) | (0.0011 ) | (0.0277 ) | (0.9562 ) | (NA ) | (0.836 ) |
| Estimates ( 3 ) | -0.6265 | -0.3375 | -0.2092 | 0 | 0 | 0.1684 |
| (p-val) | (0 ) | (0.001 ) | (0.0175 ) | (NA ) | (NA ) | (0.0808 ) |
| Estimates ( 4 ) | -0.583 | -0.2994 | -0.1884 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.0025 ) | (0.0319 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.00399999707323376 |
| 0.826650684653843 |
| 2.33281418436103 |
| -0.599213633120538 |
| 0.624553031238231 |
| -0.622443294805027 |
| -2.67412614004139 |
| 2.5829512205595 |
| 1.61624646066951 |
| 4.85562187672937 |
| 5.22809710930371 |
| 2.57546442540496 |
| -2.32672705555879 |
| -4.10726460187128 |
| -3.93258496743948 |
| -5.00700148786401 |
| -0.738818458863286 |
| -3.86386063086341 |
| 1.98492410947012 |
| -1.8536651260654 |
| 5.36233029046931 |
| -1.5955703123008 |
| -2.26380634434105 |
| 5.34962540573267 |
| 1.08660137844669 |
| -0.54383213718692 |
| 0.987009633240916 |
| -6.62416775213224 |
| 2.65828873172505 |
| -0.117841761803168 |
| -0.315255285637466 |
| 7.39023286794898 |
| -6.43392000486373 |
| -1.1352099086477 |
| 0.851499041611273 |
| 5.51829791748597 |
| 2.95799358127285 |
| -2.5896367797296 |
| -1.8826881518249 |
| 1.34698387041131 |
| -5.03149694520626 |
| 4.56260694450755 |
| -4.83091745799705 |
| -1.93942558126065 |
| 0.727019832717438 |
| -2.0963268841389 |
| 4.52024297951166 |
| -1.34365542899167 |
| 1.10091143046644 |
| -4.277590216418 |
| 2.60575064493309 |
| -1.07478112258443 |
| 3.73778110519807 |
| 0.980156725683051 |
| 3.90947331783895 |
| -5.29479954573301 |
| -0.330694439337685 |
| 0.786303530687437 |
| 3.91532392080151 |
| 1.19529249415701 |
| -0.37718168524581 |
| -1.24625925404448 |
| 2.68073433173723 |
| 6.63821505829686 |
| -2.85443200020387 |
| -5.52773496502057 |
| 0.647605560530884 |
| -4.58137694820069 |
| 2.14774909022824 |
| -3.97923443401082 |
| 0.0143793971066527 |
| 1.32544557235807 |
| 2.15838254244715 |
| 8.29953885016351 |
| -0.0176762626390008 |
| -2.18014767761086 |
| -4.24066833185066 |
| -3.7492914172989 |
| -1.29473724228525 |
| 0.223608703274727 |
| 7.76665967093525 |
| 2.8908600042142 |
| -9.18169123837723 |
| 2.17333109970533 |
| 4.64547262752836 |
| -1.2836092613 |
| 2.14722761713439 |
| -3.1821878369668 |
| -3.08180193420532 |
| -3.13596137826417 |
| -0.20917567918199 |
| 2.33103297595539 |
| -1.79828075719728 |
| 0.353722871774717 |
| 6.91590858309413 |
| 10.6854121764154 |
| -3.87388598036274 |
| 1.69769356907119 |
| -2.55730465150155 |
| -0.085422496590669 |
| -4.40390886933906 |
| -1.18321324630667 |
| -1.31854694853038 |
| -2.59912057314207 |
| 1.75723825189981 |
| 1.64663372405664 |
| 1.92771984521374 |
| 1.20950698421675 |
| 0.162983649965041 |
| -0.782872514515981 |
| 2.96479418895606 |
| -2.52465322525008 |
| -1.75170727528196 |
| 1.85033226180524 |
| -3.07291084953328 |
| 3.73519248844636 |
| 3.11390186187974 |
| 2.19994832043346 |
| 0.685333169942444 |
| -0.283411933070273 |
| 0.844240410714944 |
| -0.450917811869462 |
| 6.21182322588239 |
| -6.31803571449386 |
| -6.44261790853598 |
| 0.187276552880313 |
| 1.04707643112326 |
| -6.07085987621821 |
| 2.26478998265319 |
| 1.23488388798409 |
