| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4252 | 0.0339 | -0.2182 | -0.4524 | 0.1155 | 0.4717 | 0.3174 |
| (p-val) | (0.2899 ) | (0.8151 ) | (0.1092 ) | (0.2638 ) | (0.8292 ) | (0.1315 ) | (0.6068 ) |
| Estimates ( 2 ) | 0.4461 | 0.031 | -0.2153 | -0.4731 | 0 | 0.5273 | 0.4513 |
| (p-val) | (0.2353 ) | (0.8316 ) | (0.1152 ) | (0.2096 ) | (NA ) | (4e-04 ) | (4e-04 ) |
| Estimates ( 3 ) | 0.458 | 0 | -0.2035 | -0.4743 | 0 | 0.5223 | 0.453 |
| (p-val) | (0.225 ) | (NA ) | (0.109 ) | (0.2063 ) | (NA ) | (4e-04 ) | (4e-04 ) |
| Estimates ( 4 ) | 0 | 0 | -0.2022 | -0.0176 | 0 | 0.529 | 0.4458 |
| (p-val) | (NA ) | (NA ) | (0.1235 ) | (0.8956 ) | (NA ) | (3e-04 ) | (4e-04 ) |
| Estimates ( 5 ) | 0 | 0 | -0.2016 | 0 | 0 | 0.5308 | 0.4442 |
| (p-val) | (NA ) | (NA ) | (0.1243 ) | (NA ) | (NA ) | (2e-04 ) | (4e-04 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | 0 | 0.5522 | 0.4551 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (1e-04 ) | (3e-04 ) |
| 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 |
| 0.0999999129612026 |
| -0.0530549998529588 |
| 0.727611426558734 |
| 0.54573577699299 |
| 4.36503842022275 |
| 1.62486403738582 |
| -1.85244773950867 |
| -1.48751643188927 |
| -0.432642489742063 |
| 1.19486371257833 |
| 0.485757968298657 |
| 1.21786556749270 |
| 0.484148557084655 |
| 0.72954095188067 |
| -1.13473816853439 |
| 1.95456964880866 |
| 1.88508660127996 |
| 1.94901637976395 |
| 1.16346388412629 |
| 0.218096199234913 |
| -0.808696541312993 |
| -0.632060732656586 |
| 9.64617110954466 |
| -1.04483867957554 |
| -3.22827053686345 |
| 1.60663295415703 |
| -2.87270112778465 |
| 1.54964646827899 |
| 2.11677625815469 |
| 1.02324105490259 |
| -3.517701086929 |
| 0.0932004410049082 |
| -0.0701849033818197 |
| -3.36046507913044 |
| -3.50856477784578 |
| -1.35695056892737 |
| 0.848171629595573 |
| 1.26512804146407 |
| 4.07390157205524 |
| 0.120854272535947 |
| 1.06881669613712 |
| -0.111174923950731 |
| -6.87165085886844 |
| -3.74199368050581 |
| 0.934423388164254 |
| -8.30275002716593 |
| 2.22230306082073 |
| -1.32984948718064 |
| 3.25148197589309 |
| -1.41356834104502 |
| 0.742906467069891 |
| -0.280187571196090 |
| 1.92547234596909 |
| -3.61264000508684 |
| -1.30789875024739 |
| 1.17641727411244 |
| 1.26406507280997 |
| 1.25006508062758 |
| 1.57216275316580 |
| -4.43927350848226 |
