| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0786 | 0.3078 | 0.0562 | 0.1583 | -0.2432 | -0.1713 | -0.0292 |
| (p-val) | (0.9777 ) | (0.2623 ) | (0.9463 ) | (0.9551 ) | (0.9422 ) | (0.8494 ) | (0.9932 ) |
| Estimates ( 2 ) | -0.074 | 0.3073 | 0.0547 | 0.1537 | -0.2718 | -0.1788 | 0 |
| (p-val) | (0.9791 ) | (0.2639 ) | (0.9482 ) | (0.9566 ) | (0.096 ) | (0.4064 ) | (NA ) |
| Estimates ( 3 ) | 0 | 0.3014 | 0.0324 | 0.0801 | -0.2715 | -0.1786 | 0 |
| (p-val) | (NA ) | (0.0434 ) | (0.8111 ) | (0.5795 ) | (0.097 ) | (0.4127 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0.3037 | 0 | 0.0789 | -0.2704 | -0.1913 | 0 |
| (p-val) | (NA ) | (0.0317 ) | (NA ) | (0.594 ) | (0.0972 ) | (0.3579 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0.3054 | 0 | 0 | -0.2479 | -0.1884 | 0 |
| (p-val) | (NA ) | (0.0301 ) | (NA ) | (NA ) | (0.1193 ) | (0.3646 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0.2876 | 0 | 0 | -0.1996 | 0 | 0 |
| (p-val) | (NA ) | (0.039 ) | (NA ) | (NA ) | (0.172 ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0.2704 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.0532 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (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 |
| -0.498470471368901 |
| 0.96337458600854 |
| 1.9262391049066 |
| -0.27035305764341 |
| -1.54070611496948 |
| -2.00000000012631 |
| 1.27035305808493 |
| -0.45929388506337 |
| 1.72964694214815 |
| 2.27035305720404 |
| -0.54070611454015 |
| -4.54070611481171 |
| -2.00000000024044 |
| 0.0814122296781572 |
| -4.4592938851543 |
| -0.729646942592891 |
| -0.648234712964495 |
| 8.27035305740714 |
| -3.45929388518579 |
| -2.16282445925681 |
| 1.08141222962843 |
| -4.00000000000002 |
| -3.00000000000003 |
| 0.0814122296284268 |
| 0.811059172221292 |
| -4.7296469425929 |
| 6 |
| 3.35176528703550 |
| 4.3778816555574 |
| -1.5407061148142 |
| 0.377881655557402 |
| 0.270353057407092 |
| 0.459293885185815 |
| -2.00000000000003 |
| 4.72964694259291 |
| -1.45929388518577 |
| -3.35176528703553 |
| 3.54070611481416 |
| 1.54070611481427 |
| 4.18894082777868 |
| 2.72964694259288 |
| 0.64823471296451 |
| 3.18894082777871 |
| 4.4592938851858 |
| -0.0814122296283984 |
| -0.351765287035505 |
| 0.729646942592936 |
| -1.27035305740712 |
| 1.72964694259289 |
