| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0339 | -0.0144 | -0.0478 | -0.7632 | 0.8462 | 0.1089 | -0.7809 |
| (p-val) | (0.8339 ) | (0.9181 ) | (0.7004 ) | (0 ) | (0 ) | (0.441 ) | (4e-04 ) |
| Estimates ( 2 ) | -0.0241 | 0 | -0.0415 | -0.7732 | 0.8472 | 0.1081 | -0.7817 |
| (p-val) | (0.8456 ) | (NA ) | (0.696 ) | (0 ) | (0 ) | (0.442 ) | (4e-04 ) |
| Estimates ( 3 ) | 0 | 0 | -0.0346 | -1.2744 | 0.8406 | 0.1117 | -0.7734 |
| (p-val) | (NA ) | (NA ) | (0.7306 ) | (0 ) | (0 ) | (0.4208 ) | (3e-04 ) |
| Estimates ( 4 ) | 0 | 0 | 0 | -1.2623 | 0.8398 | 0.1112 | -0.7728 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (0.4225 ) | (4e-04 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -1.2635 | 0.9837 | 0 | -0.885 |
| (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 |
| 0.0317489625615614 |
| -2.50405111825643 |
| 6.7726131570225 |
| -3.0351077577288 |
| -1.25544013429294 |
| -1.3795312326901 |
| -0.803268795917185 |
| -2.44400172379423 |
| -12.1783893968901 |
| 0.909509599945782 |
| -8.47676783525276 |
| 3.56363243518332 |
| -0.141721568411227 |
| 5.49516732464328 |
| 11.1244037622572 |
| 0.456803995549068 |
| -1.39945708975387 |
| 9.73772345881655 |
| -3.85006045951919 |
| -8.51217995550571 |
| -1.8943320689651 |
| -5.83967948092923 |
| 1.69117674375353 |
| 7.18426061688884 |
| -9.04561142120682 |
| 1.12090098218312 |
| -5.41822816198924 |
| 0.0140677388177764 |
| 0.458779349397497 |
| 2.20712975383033 |
| -2.39414407710143 |
| -4.36682352845243 |
| 7.92721446611428 |
| -0.528575375256387 |
| 4.24939806401007 |
| 6.20719210728438 |
| 0.667569876396558 |
| 0.849792266299275 |
| 3.6847823925051 |
| 5.61316307423591 |
| 0.64331605752663 |
| -2.78238753490855 |
| 2.06944355708583 |
| -2.29030362497995 |
| 3.90542503668616 |
| 4.06669656394523 |
| 1.12422986898911 |
| 3.14516907725487 |
| -8.09458056064404 |
| 2.04898277632473 |
| 4.85366027650575 |
| -0.536034137067426 |
| -2.17448382096233 |
| 1.75460573421943 |
| 4.98024545665126 |
| 3.96222650453672 |
| 0.0241723248122478 |
| 7.38683150430167 |
| -2.30300413869489 |
| -3.34219403488012 |
| -5.85532497148268 |
| 1.01199803852067 |
| 1.33861254797197 |
| 0.791376301904064 |
| -4.14630865698437 |
| -8.62696392942007 |
| 9.13437834485321 |
| -1.47533506295627 |
| 5.69089020087819 |
| -6.87608281965941 |
| 6.77807807409756 |
| 1.90512921168802 |
| 0.0762492561705336 |
| 1.24137532120833 |
| 2.32656138356042 |
| 4.98846498507284 |
| 6.44819228977107 |
| 0.643686078523394 |
| -3.01609309221542 |
| 3.21493674629428 |
| -5.20058044699195 |
| 3.42576424181307 |
| 1.44568860834338 |
| -3.67186081996733 |
| -0.2171625168936 |
| -0.781069924402916 |
| 3.76426220542834 |
| 5.38154676376532 |
| 3.70993985635904 |
| 1.60705600615418 |
| 4.95743715036518 |
| 2.32508719952808 |
| 12.5725802395693 |
| 2.00952141511991 |
| -14.4569184732201 |
| -2.19168150993775 |
| 3.13364327686162 |
| 13.9909833132478 |
| -3.77266597414683 |
| 3.39848798043877 |
| 2.61986852994392 |
| 7.61769695864623 |
| -0.59385440329926 |
| 0.688473396080691 |
| -1.88775011449185 |
| -2.687844425236 |
| -2.266955625384 |
| 1.01240756324623 |
| 0.653231969127922 |
| -7.53426043305006 |
| 1.39076804461932 |
| 7.08376619272084 |
| 0.62449284302243 |
| 9.10187543660633 |
| -0.453880818428082 |
| 0.276779025437389 |
| 2.88260031523782 |
| 1.54647757199763 |
| 13.0484840647902 |
| -3.68460473075037 |
| 1.32732944608852 |
| 5.28718543343458 |
| 2.32564436178646 |
| -5.45683035164367 |
| -10.3845267602195 |
| 3.14574393169306 |
