| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1287 | 0.2349 | 0.138 | 0.1557 | -0.3517 | -0.1651 | 0.4119 |
| (p-val) | (0.8044 ) | (0.2629 ) | (0.4397 ) | (0.7613 ) | (0.6148 ) | (0.4058 ) | (0.5697 ) |
| Estimates ( 2 ) | 0 | 0.2754 | 0.1599 | 0.2801 | -0.3521 | -0.1652 | 0.4129 |
| (p-val) | (NA ) | (0.0619 ) | (0.2445 ) | (0.0388 ) | (0.6125 ) | (0.4052 ) | (0.5671 ) |
| Estimates ( 3 ) | 0 | 0.2638 | 0.1624 | 0.2851 | 0 | -0.1664 | 0.0593 |
| (p-val) | (NA ) | (0.0668 ) | (0.2387 ) | (0.0349 ) | (NA ) | (0.3637 ) | (0.7718 ) |
| Estimates ( 4 ) | 0 | 0.2476 | 0.1778 | 0.2799 | 0 | -0.1608 | 0 |
| (p-val) | (NA ) | (0.0601 ) | (0.1623 ) | (0.0348 ) | (NA ) | (0.3787 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0.2423 | 0.1845 | 0.284 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.0649 ) | (0.1454 ) | (0.0319 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0.2602 | 0 | 0.3171 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.0456 ) | (NA ) | (0.0305 ) | (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 |
| 0.130699919140578 |
| -12.1364887309292 |
| -1.24787230445048 |
| 5.15835040122827 |
| -0.609405250900776 |
| 1.80814983142586 |
| 1.5513316136869 |
| -0.695546919660416 |
| -0.252443409480876 |
| 6.48302828684895 |
| -6.5117904570965 |
| 1.17397173500963 |
| 1.53062718505994 |
| 5.33281487754849 |
| -7.14077905394967 |
| 1.44130904386824 |
| 0.161464324828529 |
| -3.96572987876074 |
| 6.06892851260254 |
| 2.53601510803466 |
| 6.16841688316805 |
| -2.18638864491071 |
| 1.76149408938947 |
| 6.83800392492336 |
| -6.02971518767563 |
| 4.58554885125585 |
| -10.7355439235198 |
| 7.62068722973135 |
| 18.2442088486457 |
| 6.17893161990335 |
| -2.85197773606623 |
| -4.6590778027325 |
| 3.26046107158808 |
| -2.56836029359377 |
| -11.3541453035585 |
| 5.12864499405299 |
| 13.7472580485146 |
| -9.68394458290337 |
| 6.12265614918056 |
| 24.4758057478398 |
| -3.41238102839864 |
| -6.19836794513358 |
| 24.6707054572896 |
| 6.72955395979702 |
| 20.6993374839478 |
| 7.17089854434084 |
| -1.82693484676486 |
| -16.1675293883205 |
| 16.2031354942601 |
| -24.1346846860005 |
| -25.8443086575283 |
| -2.17200497247626 |
| -46.6350561637573 |
| 1.68370684898122 |
| 10.0451395690352 |
| 28.0791220102501 |
| -13.1246063257120 |
| 4.1855041701522 |
| -2.2006027941664 |
| 17.2127830023156 |
