| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0631 | 0.2072 | 0.548 | -0.5745 | 0.4773 | -0.0604 | -0.9995 |
| (p-val) | (0.8115 ) | (0.2864 ) | (2e-04 ) | (0.0547 ) | (0.0777 ) | (0.8048 ) | (0.4226 ) |
| Estimates ( 2 ) | 0 | 0.234 | 0.5549 | -0.6339 | 0.472 | -0.0719 | -0.9996 |
| (p-val) | (NA ) | (0.1225 ) | (1e-04 ) | (0 ) | (0.0768 ) | (0.7637 ) | (0.3627 ) |
| Estimates ( 3 ) | 0 | 0.2424 | 0.5556 | -0.6447 | 0.5013 | 0 | -0.9999 |
| (p-val) | (NA ) | (0.1007 ) | (1e-04 ) | (0 ) | (0.0434 ) | (NA ) | (0.1046 ) |
| Estimates ( 4 ) | 0 | 0.2482 | 0.5553 | -0.6758 | -0.203 | 0 | 0 |
| (p-val) | (NA ) | (0.0739 ) | (0 ) | (0 ) | (0.2161 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0 | 0.2179 | 0.5576 | -0.6697 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.1094 ) | (0 ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0.5239 | -0.5821 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (2e-04 ) | (0 ) | (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 |
| -0.3362087743855 |
| 1.69476450223103 |
| 0.881981126504653 |
| -0.51622091631465 |
| 0.472041645971954 |
| 0.154641182277435 |
| 1.84399493726133 |
| -0.409357184310821 |
| 0.705079613120793 |
| -1.62275200562488 |
| 1.44678763619365 |
| -1.21271045371523 |
| -2.21410994434251 |
| 0.592832362220845 |
| 0.0769892985580273 |
| -1.26313736918792 |
| -0.970749834499326 |
| -0.582414075166589 |
| -0.508473835505607 |
| -0.138358011125606 |
| 1.61327220419767 |
| -0.807722159990233 |
| -0.207374536030101 |
| 1.13774909125242 |
| 1.61445791210578 |
| -0.153786323081749 |
| -1.36187829787895 |
| 3.06501213653470 |
| 1.02453253439364 |
| -0.0562863321027568 |
| -2.57812051547807 |
| 2.14509614364435 |
| -4.30052953572901 |
| 1.23990095589271 |
| 0.962608073500003 |
| -2.21761571758157 |
| -0.00513597421294638 |
| -0.811792882835651 |
| 1.44432346214589 |
| 0.26198698101846 |
| -2.63040592159871 |
| 0.207978854090796 |
| -0.533807998767995 |
| -4.27608077096131 |
| -3.30634061923444 |
| -1.20898034818346 |
| -0.109384307142364 |
| 2.08376279720919 |
