| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.5041 | -0.021 | 0.3671 | -0.9992 | -0.0681 | -0.3931 | -0.039 |
| (p-val) | (8e-04 ) | (0.8892 ) | (0.0054 ) | (0 ) | (0.9518 ) | (0.036 ) | (0.9782 ) |
| Estimates ( 2 ) | -0.5033 | -0.0206 | 0.368 | -0.9933 | -0.1025 | -0.3931 | 0 |
| (p-val) | (8e-04 ) | (0.8923 ) | (0.0056 ) | (0 ) | (0.4908 ) | (0.0289 ) | (NA ) |
| Estimates ( 3 ) | -0.4924 | 0 | 0.3784 | -1.005 | -0.1013 | -0.3956 | 0 |
| (p-val) | (1e-04 ) | (NA ) | (5e-04 ) | (0 ) | (0.4935 ) | (0.0261 ) | (NA ) |
| Estimates ( 4 ) | -0.4962 | 0 | 0.3753 | -1.005 | 0 | -0.3933 | 0 |
| (p-val) | (1e-04 ) | (NA ) | (6e-04 ) | (0 ) | (NA ) | (0.027 ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
| 0.620282822114019 |
| -5.57067507776883 |
| -4.47674083640012 |
| -4.85432175971457 |
| 1.54782642524642 |
| 2.83477974449843 |
| 3.15302004145725 |
| -5.36333267206240 |
| -5.5639821820507 |
| 4.77057694770017 |
| 6.5462070469089 |
| -8.08511236861657 |
| 5.15442903373964 |
| 3.48992955785942 |
| 3.50546105704443 |
| -6.5598534612707 |
| 5.05826301154617 |
| -14.3618648887049 |
| 11.5452325522477 |
| 1.01663550532770 |
| 2.44743601528085 |
| -7.56074470274566 |
| -1.82776297363082 |
| 7.93470705445287 |
| 0.416356267891476 |
| -12.4013625262674 |
| 4.61562796976781 |
| 4.14768329120676 |
| -0.384700472946797 |
| 0.444589958499682 |
| 1.20481243959401 |
| 0.469164257130139 |
| 4.21073272262601 |
| 3.54382912494267 |
| -9.3913775622035 |
| 3.92737952087005 |
| -0.884446326169087 |
| -2.79744020756 |
| 6.77270740032368 |
| 11.0479986850687 |
| -13.4254132817537 |
| 11.1218235828383 |
| -2.04210304146195 |
| 7.8983089792073 |
| -6.24518516499537 |
| -12.2731294957813 |
| 2.76913348939139 |
| -5.43279522330749 |
| -24.7208008410411 |
| -11.845420908154 |
| -8.189374377502 |
| 2.91365742052276 |
| 3.79638657785642 |
| -2.49963614602460 |
| -1.48422415140645 |
| 0.855348334304045 |
| 13.8341268292740 |
