| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.9599 | 0.1887 | -0.6001 | -0.9197 | 0.2086 | -0.2953 | -0.9197 |
| (p-val) | (0 ) | (0.2705 ) | (0 ) | (0 ) | (0.1062 ) | (0.0226 ) | (0 ) |
| Estimates ( 2 ) | 1.0652 | 0 | -0.4938 | -1.0827 | 0.1186 | -0.2049 | -1.0827 |
| (p-val) | (0 ) | (NA ) | (0 ) | (0 ) | (0.2759 ) | (0.0629 ) | (0 ) |
| Estimates ( 3 ) | 1.0807 | 0 | -0.5076 | -0.9138 | 0 | -0.226 | -0.9138 |
| (p-val) | (0 ) | (NA ) | (0 ) | (0.0587 ) | (NA ) | (0.0314 ) | (0.0587 ) |
| Estimates ( 4 ) | 0.6799 | 0 | -0.3448 | 0 | 0 | 0.0367 | -1 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.7302 ) | (0 ) |
| Estimates ( 5 ) | 0.6913 | 0 | -0.3524 | 0 | 0 | 0 | -1 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (NA ) | (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 |
| -0.176998520246347 |
| -0.675156249477712 |
| 4.52361092037059 |
| 6.15820096983357 |
| 0.951151218412874 |
| 0.780963369786541 |
| -0.849862266657126 |
| 5.85044205409517 |
| 1.26487454745731 |
| 1.75901677123442 |
| 0.325263193064675 |
| -10.0996993993571 |
| -1.74481589015005 |
| -4.17587971257223 |
| 3.0129734707034 |
| 5.29506672555919 |
| -0.208618331257956 |
| 4.65341822727401 |
| 2.2885533458857 |
| 1.29680903089801 |
| 5.21718254362289 |
| 4.14111860237707 |
| -5.12302511979767 |
| -4.6881820378309 |
| -0.490017526365995 |
| -4.65350485300249 |
| 2.58757358359902 |
| 3.02008618520438 |
| -1.69840014678051 |
| 1.29075417478749 |
| 3.86610584757987 |
| 1.72816745517 |
| 0.82731753578914 |
| 2.07356558714866 |
| -0.0345740486479848 |
| -9.67957360418496 |
| -0.619798575420078 |
| -2.21974913479627 |
| 0.291692386688723 |
| 3.04416040129424 |
| -0.586221288786239 |
| 1.31210884567486 |
| -1.22560865740813 |
| 4.44524697340918 |
| 2.32302644161329 |
| 0.901123716872961 |
| 0.845785764896035 |
| -7.66152114308229 |
| -1.74347096787116 |
| -0.563869218822041 |
| 1.68825675541647 |
| -2.18545224927222 |
| 1.94788183092173 |
| 2.37838429797441 |
| -0.169504751442407 |
| 3.26382931392168 |
| 3.2089870918134 |
| 1.31537230171788 |
| 2.06365069833863 |
| -3.87883086101325 |
| -4.76025439494404 |
| -2.94166277329811 |
| 7.49098409569719 |
| -1.33692347880172 |
| -1.32540367846874 |
| 2.3465380331543 |
| 3.42319860402567 |
| 2.09155626306573 |
| 0.735966417664488 |
| 2.45165819706787 |
| 3.24220283605399 |
| -8.20940202958653 |
| -2.3536659161794 |
| -2.0326265130445 |
| 1.79382966473361 |
| 3.18602442739531 |
| -3.4536529964084 |
| 2.02675794205478 |
| 3.96789967864599 |
| 0.292266894530385 |
| 0.0872137037551855 |
| 3.39794295787543 |
| 0.491357906304707 |
| -7.71153596764034 |
| -3.28134679842706 |
| -3.95430780572703 |
| 5.16879504308489 |
| 0.851769435524158 |
| -1.67516446566695 |
| 2.61642603117326 |
| 2.19062978867846 |
| 1.56098488201264 |
| 3.73163875857327 |
| 1.69175739566788 |
| 2.00504779343186 |
| -7.13376940881728 |
| -2.6787341835903 |
| -2.36409036289954 |
| 5.50090121257536 |
| -11.2403151876641 |
| 20.8327109842613 |
| -7.48292415045166 |
| -2.96007510915391 |
| 9.53335979554981 |
| 1.01650037280329 |
| 0.019792863759831 |
| 2.73606501351052 |
| -7.62550579404686 |
| -5.24531475435214 |
| -2.70170970900374 |
| 4.70476529449638 |
| 1.52660896808544 |
| 0.152719992011177 |
| 0.370173675680496 |
