| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2503 | 0.171 | 0.4972 | -0.31 | 0.4303 | -0.3204 | -0.6201 |
| (p-val) | (0.2941 ) | (0.3121 ) | (4e-04 ) | (0.2473 ) | (0.5302 ) | (0.229 ) | (0.5254 ) |
| Estimates ( 2 ) | -0.2548 | 0.1671 | 0.4907 | -0.309 | 0 | -0.33 | -0.1149 |
| (p-val) | (0.2886 ) | (0.3305 ) | (4e-04 ) | (0.2555 ) | (NA ) | (0.1497 ) | (0.5901 ) |
| Estimates ( 3 ) | -0.2592 | 0.1756 | 0.5032 | -0.3143 | 0 | -0.3249 | 0 |
| (p-val) | (0.2779 ) | (0.3012 ) | (2e-04 ) | (0.2538 ) | (NA ) | (0.1505 ) | (NA ) |
| Estimates ( 4 ) | -0.4508 | 0 | 0.4325 | -0.0891 | 0 | -0.3606 | 0 |
| (p-val) | (0.0176 ) | (NA ) | (3e-04 ) | (0.6873 ) | (NA ) | (0.1044 ) | (NA ) |
| Estimates ( 5 ) | -0.4989 | 0 | 0.4279 | 0 | 0 | -0.3857 | 0 |
| (p-val) | (2e-04 ) | (NA ) | (2e-04 ) | (NA ) | (NA ) | (0.0644 ) | (NA ) |
| Estimates ( 6 ) | -0.5865 | 0 | 0.4419 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (0 ) | (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 |
| -0.408389207963201 |
| 4.52986483553254 |
| 3.07505611921424 |
| -6.89684252117403 |
| 4.14781238379447 |
| 3.25198270719569 |
| 4.30600106730384 |
| -6.52027055780723 |
| 4.67611197377951 |
| -14.6459924866865 |
| 11.0740474442469 |
| 0.529910483870726 |
| 4.7354743471311 |
| -9.59795492291652 |
| -2.94612756644995 |
| 9.71149629819311 |
| -1.80208485092027 |
| -11.8165347295164 |
| 3.20139418664444 |
| 6.07448258077775 |
| -0.40510780518784 |
| -0.565940296925845 |
| -1.67605218514978 |
| 3.47803981907386 |
| 4.20760404630902 |
| 3.50708877320157 |
| -10.7576989057794 |
| 3.19093562929538 |
| -0.879190174414638 |
| -1.42871631582075 |
| 5.6448934575818 |
| 10.9515375806080 |
| -13.1400946752021 |
| 10.6608781939775 |
| -1.80419196009178 |
| 8.64983843380256 |
| -7.70161437424298 |
| -11.8883335245499 |
| 3.39967770393665 |
| -6.14712787731701 |
| -24.3682322598896 |
| -13.4242712986662 |
| -9.35681031704236 |
| 1.14680316003316 |
| 3.7438248750687 |
| -4.70692074738414 |
| -2.31234025685165 |
| -1.61685980410016 |
