| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0139 | 0.3496 | 0.6187 | -0.8239 | 0.257 | -0.2925 | -0.8892 |
| (p-val) | (0.9293 ) | (0.0194 ) | (1e-04 ) | (0 ) | (0.5154 ) | (0.2426 ) | (0.45 ) |
| Estimates ( 2 ) | 0 | 0.3494 | 0.6206 | -0.819 | 0.2493 | -0.2949 | -0.8378 |
| (p-val) | (NA ) | (0.0254 ) | (2e-04 ) | (0 ) | (0.5819 ) | (0.268 ) | (0.411 ) |
| Estimates ( 3 ) | 0 | 0.3164 | 0.6033 | -0.7932 | 0 | -0.381 | -0.4812 |
| (p-val) | (NA ) | (0.0131 ) | (1e-04 ) | (0 ) | (NA ) | (0.047 ) | (0.2067 ) |
| Estimates ( 4 ) | 0 | 0.3869 | 0.5091 | -0.8538 | 0 | -0.3627 | 0 |
| (p-val) | (NA ) | (0.0033 ) | (1e-04 ) | (0 ) | (NA ) | (0.0568 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0.4052 | 0.5137 | -1.1063 | 0 | 0 | 0 |
| (p-val) | (NA ) | (6e-04 ) | (0 ) | (0 ) | (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 |
| -0.360442082127810 |
| -0.388175278904183 |
| -5.87214264936453 |
| 1.46859571957560 |
| 4.63188816631826 |
| 5.9110092793372 |
| -7.37297297159336 |
| -2.23324237678856 |
| 0.686802255165298 |
| -0.364099817700876 |
| 5.72920854404438 |
| 2.17136734659475 |
| 3.58936274059532 |
| 0.593168393196677 |
| 6.78685621489893 |
| -8.1884350946985 |
| 3.74455477022977 |
| -5.42619577083471 |
| -0.0536405504817887 |
| -2.03692723803233 |
| -1.24966504076848 |
| 5.6413288235851 |
| 0.228803901533461 |
| -6.92922454679378 |
| 0.657669783318932 |
| 2.55390268436057 |
| -2.18571433599223 |
| -0.132169442147991 |
| -3.00485607301778 |
| 1.30925760769221 |
| 2.02604110584088 |
| 1.69825058674234 |
| -6.91108384472965 |
| 0.964452965417888 |
| 1.72223120949209 |
| -2.11654815344256 |
| 3.52894151221822 |
| 8.5557227830857 |
| -8.13272563466334 |
| 3.34359710479456 |
| 0.538890096275091 |
| -3.37859375012129 |
| -2.14804954642809 |
| -4.40462813265153 |
| 3.99804111119302 |
| -4.45287216954086 |
| -12.3097996188971 |
| -4.75190255092644 |
| -7.77303515080197 |
