| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3871 | -0.0466 | -0.1666 | 0.1075 | -0.9629 | -0.9753 | -0.2753 |
| (p-val) | (0.3974 ) | (0.7847 ) | (0.0999 ) | (0.8133 ) | (0 ) | (0 ) | (0.0615 ) |
| Estimates ( 2 ) | -0.2808 | -0.0131 | -0.1613 | 0 | -0.963 | -0.9756 | -0.2538 |
| (p-val) | (0.0016 ) | (0.888 ) | (0.0894 ) | (NA ) | (0 ) | (0 ) | (0.0245 ) |
| Estimates ( 3 ) | -0.2768 | 0 | -0.157 | 0 | -0.9626 | -0.9754 | -0.2517 |
| (p-val) | (0.0011 ) | (NA ) | (0.0802 ) | (NA ) | (0 ) | (0 ) | (0.0237 ) |
| Estimates ( 4 ) | -0.2864 | 0 | 0 | 0 | -0.9623 | -0.9781 | -0.1749 |
| (p-val) | (8e-04 ) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (0.082 ) |
| Estimates ( 5 ) | -0.274 | 0 | 0 | 0 | -0.9685 | -0.9811 | 0 |
| (p-val) | (0.0013 ) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (NA ) |
| 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 |
| -0.239312984338178 |
| 1.27528894113256 |
| 0.1995085632877 |
| 0.499618646335281 |
| -0.705246453646099 |
| -5.3277039421537 |
| -6.87185302371468 |
| 1.30090235481978 |
| 2.56824359727177 |
| 5.61013929298757 |
| 3.49239684470968 |
| -2.84231851312968 |
| -3.39855693781794 |
| 9.91077978773008 |
| 10.8370002309925 |
| 2.10322025577936 |
| -0.404640879258781 |
| -7.35339047293521 |
| -5.5966552490261 |
| 11.1809213574873 |
| 11.65630458359 |
| -3.36848933986343 |
| 12.1243677525466 |
| -4.03782858539087 |
| 17.5457973275203 |
| -13.3732425332513 |
| -3.94516529454867 |
| 0.012180483471449 |
| -0.175991874815088 |
| -1.04280988210618 |
| 2.20396386305923 |
| -5.02440560265204 |
| -0.837784970274074 |
| 5.08387670912052 |
| -11.6263890475126 |
| -2.81408964347181 |
| -6.82422521346251 |
| 27.2650622417916 |
| -3.16591592044346 |
| 9.61606036228505 |
| -15.861668866217 |
| 1.86007201210971 |
| -3.48074004517432 |
| 2.44843634668424 |
| -3.87504680161628 |
| -7.7117153007792 |
| 25.4110565894094 |
| 18.6003370325133 |
| -6.33618137523619 |
| -24.3142351219159 |
| 6.02431579727119 |
| 2.03570923197734 |
| -4.53420912210562 |
| -13.8796725245348 |
| -14.0796258862766 |
| -4.08167028438405 |
| 1.23532930437095 |
| -16.5781512030744 |
| 2.67290752299325 |
| -5.71521430249217 |
| 10.2187583486352 |
| 17.0970399306359 |
| 20.3961392499989 |
| -12.8375887283122 |
| -2.83486000888041 |
| -2.95689929849964 |
| 5.49139938216376 |
| 4.46800909337644 |
| 12.5855919827701 |
| 11.0158427499786 |
| -7.06895734604397 |
| 6.50827571668361 |
| -2.1773512003981 |
| 15.4821144098918 |
| 13.3538654776015 |
| -3.81972199419628 |
| -4.21125797656575 |
| -8.23840976346119 |
| -13.5504635451356 |
| 11.8841373735527 |
| -1.46550698563662 |
| 0.959988359472977 |
| 7.66941052741796 |
| -3.13740915035507 |
| 0.763730120868485 |
| 12.7489642583902 |
| -6.33621211652171 |
| 5.71969065334164 |
| -13.0279745871867 |
| -16.3656293838459 |
| -4.78281125205007 |
| -3.76271924998692 |
| 1.42182232128981 |
| -5.82961860625307 |
| 15.7041175403062 |
| -1.08835912132593 |
| -0.35228190026867 |
| 11.2454168031304 |
| 8.41122660776502 |
| 11.1260989805286 |
| -11.2209000815646 |
| -13.9233330406778 |
| -10.4345976489761 |
| -3.92931411732626 |
| -5.26609776737695 |
| -8.20503516435786 |
| -10.8233978652574 |
| -10.157006056881 |
| 3.99593907133345 |
| 6.97296346411854 |
| 11.5647681973156 |
| 14.6126392299391 |
| -35.4430482478976 |
| -2.51156579050621 |
| -5.11054629005951 |
| -4.18739004726035 |
| 15.7639890459573 |
| 12.5312819257306 |
| 24.6150097541692 |
| 8.95080663881746 |
| 10.4590875359784 |
| -14.292754977076 |
| 17.0644800167895 |
| 4.84274917784657 |
| 3.53201154241838 |
| -16.0838901701641 |
| -0.0197013858965561 |
| 17.173892325955 |
| -1.29664964882612 |
| -10.142464804389 |
| -33.2760540490225 |
| 44.2556816959389 |
| -0.245649719654287 |
| 6.32807377633343 |
| 8.58921238156619 |
| -16.8017812644962 |
| -12.2962189746497 |
| 4.85764833975409 |
| -26.8898412597241 |
| -10.2743188453722 |
