| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.6977 | -0.2483 | -0.4583 | 0.6498 | 0.4884 | -0.0705 | -1 |
| (p-val) | (0.0033 ) | (0.1554 ) | (0.0028 ) | (0.0059 ) | (0.1351 ) | (0.7729 ) | (0.0995 ) |
| Estimates ( 2 ) | -0.6873 | -0.2362 | -0.4527 | 0.6441 | 0.4997 | 0 | -1 |
| (p-val) | (0.0032 ) | (0.1612 ) | (0.0029 ) | (0.0059 ) | (0.1108 ) | (NA ) | (0.0356 ) |
| Estimates ( 3 ) | -0.5867 | 0 | -0.3522 | 0.659 | 0.4501 | 0 | -1 |
| (p-val) | (0.0028 ) | (NA ) | (0.0171 ) | (0.0037 ) | (0.1576 ) | (NA ) | (0.0796 ) |
| Estimates ( 4 ) | -0.5634 | 0 | -0.3435 | 0.633 | 0 | 0 | -0.3977 |
| (p-val) | (0.0044 ) | (NA ) | (0.018 ) | (0.0069 ) | (NA ) | (NA ) | (0.1675 ) |
| Estimates ( 5 ) | -0.5347 | 0 | -0.305 | 0.6241 | 0 | 0 | 0 |
| (p-val) | (0.012 ) | (NA ) | (0.028 ) | (0.0104 ) | (NA ) | (NA ) | (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 |
| -0.0683827156964111 |
| 1.97271694710449 |
| -0.82962127879509 |
| -0.156571161011403 |
| -1.3605931886355 |
| -0.391342453501718 |
| 0.831204115736594 |
| -1.15711394863295 |
| 0.355625116001865 |
| -0.807227584135542 |
| 0.607112733952329 |
| 0.505070253302599 |
| 0.564032090846314 |
| 0.334648987468477 |
| 0.73578017556647 |
| -0.449302829796688 |
| -1.44205637395402 |
| 0.383313540368446 |
| 1.49707151346143 |
| -1.07597999275217 |
| -0.162454734486827 |
| 0.247711688274016 |
| -0.334300558437844 |
| 0.48021250740335 |
| 0.419219472188755 |
| 0.1346916983796 |
| 0.68218413984223 |
| -0.34752299335733 |
| 1.64437789815977 |
| -0.803617202154346 |
| -1.14605681915868 |
| -0.326959792951188 |
| 0.276433272010006 |
| -1.14412875484691 |
| 0.0186546059049566 |
| 0.353233877650371 |
| -3.0025434862874 |
| -1.16223162074697 |
| 1.10863607549415 |
| 0.717247760744179 |
| 0.349922928603761 |
| 0.622693886459564 |
| 1.22401935830236 |
| 0.270526072460798 |
| -0.525028041394241 |
| -2.81724114626479 |
| 1.30423211563607 |
| -0.00995297338151961 |
