| ARIMA Parameter Estimation and Backward Selection | ||||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | ma2 | ma3 | sar1 | sar2 |
| Estimates ( 1 ) | 0.7824 | 0.147 | -0.5697 | -0.7027 | -0.0398 | 0.4954 | 0.7539 | 0.2198 |
| (p-val) | (0.1665 ) | (0.8227 ) | (0.1626 ) | (0.2241 ) | (0.951 ) | (0.2341 ) | (0 ) | (0.187 ) |
| Estimates ( 2 ) | 0.805 | 0.1074 | -0.5471 | -0.7268 | 0 | 0.4741 | 0.7545 | 0.2194 |
| (p-val) | (0.0869 ) | (0.5733 ) | (0.0037 ) | (0.1082 ) | (NA ) | (0.0476 ) | (0 ) | (0.1879 ) |
| Estimates ( 3 ) | 1.2028 | 0 | -0.2364 | -1.0571 | 0 | 0.0571 | 0.7604 | 0.2135 |
| (p-val) | (0 ) | (NA ) | (0.2931 ) | (3e-04 ) | (NA ) | (0.8337 ) | (0 ) | (0.143 ) |
| Estimates ( 4 ) | 1.1547 | 0 | -0.191 | -1 | 0 | 0 | 0.7578 | 0.2156 |
| (p-val) | (0 ) | (NA ) | (0.0282 ) | (0 ) | (NA ) | (NA ) | (0 ) | (0.1366 ) |
| Estimates ( 5 ) | 1.125 | 0 | -0.165 | -1 | 0 | 0 | 0.9649 | 0 |
| (p-val) | (0 ) | (NA ) | (0.0677 ) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) |
| Estimates ( 6 ) | 0.6262 | 0 | 0 | -0.511 | 0 | 0 | 0.9614 | 0 |
| (p-val) | (0.1899 ) | (NA ) | (NA ) | (0.3291 ) | (NA ) | (NA ) | (0 ) | (NA ) |
| Estimates ( 7 ) | 0.0993 | 0 | 0 | 0 | 0 | 0 | 0.9584 | 0 |
| (p-val) | (0.45 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) |
| Estimates ( 8 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0.9607 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 14 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 15 ) | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.148999076202763 |
| -2.83985249388247 |
| -0.858130010104233 |
| -1.31358126631810 |
| -0.714455962088883 |
| -1.34192462379866 |
| -1.28523762614890 |
| -1.28523528988783 |
| 0.427133991547991 |
| 10.2459941885207 |
| 1.26541532518852 |
| -0.200073113823001 |
| -2.59710802275353 |
| -0.340460822859483 |
| -1.12505164842918 |
| -2.09210840123521 |
| 1.09451381703154 |
| -1.29486721815557 |
| 1.91202195977652 |
| 1.61407927593297 |
| -0.136387836153091 |
| -2.50693303353023 |
| -1.41872556765028 |
| -0.834414432254277 |
| -5.31657391857433 |
| -0.878013396597453 |
| -2.06732623512967 |
| 7.928158558421 |
| -4.84877892576125 |
| 0.155984745914452 |
| -0.0999842778466729 |
| -4.11237536090218 |
| -2.54876319049913 |
| 0.624654391708006 |
| 0.216675563271565 |
| -5.06637098076355 |
| 5.87686928097113 |
| 1.00859308641012 |
| 5.55568381273919 |
| -1.52538402590716 |
| 1.84565097901435 |
| -0.423379177700753 |
| 0.900015722153313 |
| -2.37804484746061 |
| 5.14436335372078 |
| -1.19905716347468 |
| -1.67987984776173 |
| 2.92431340187005 |
| 0.352540150393352 |
| 4.56355968934527 |
| 2.49901329477294 |
| 1.70618767717389 |
| 3.63501628549335 |
| 4.36973164436583 |
| 0.445033397064876 |
| 0.534647162215762 |
| 1.06262546517597 |
| 0.094370313920507 |
| 2.14588901702194 |
| 0.660083656071919 |
