| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0593 | 0.3395 | 0.6085 | 0.1559 | 0.1732 | -0.341 | -1 |
| (p-val) | (0.6827 ) | (6e-04 ) | (0 ) | (0.395 ) | (0.2365 ) | (0.0089 ) | (0 ) |
| Estimates ( 2 ) | 0 | 0.321 | 0.5847 | 0.0958 | 0.1758 | -0.3405 | -1 |
| (p-val) | (NA ) | (3e-04 ) | (0 ) | (0.3917 ) | (0.23 ) | (0.009 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0.3158 | 0.5805 | 0 | 0.1852 | -0.3142 | -1.0001 |
| (p-val) | (NA ) | (4e-04 ) | (0 ) | (NA ) | (0.215 ) | (0.0151 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0.2965 | 0.6269 | 0 | 0 | -0.3113 | -1 |
| (p-val) | (NA ) | (4e-04 ) | (0 ) | (NA ) | (NA ) | (0.014 ) | (2e-04 ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (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 |
| 0.090698959981844 |
| -1.4380277964662 |
| -2.15735640357135 |
| -1.71171265860862 |
| 6.59136121928182 |
| 2.67560748260006 |
| -1.02047485811976 |
| 0.543506106298656 |
| -1.82404471812291 |
| 3.40926118915289 |
| 0.621333422860943 |
| -0.943520772075992 |
| -2.63515301347574 |
| -0.558865570750301 |
| 0.113828846786746 |
| -1.80901713084424 |
| 0.459824394277353 |
| -2.6907285091858 |
| -0.419115350857223 |
| 1.97296177278938 |
| -0.660722946008782 |
| 2.40976949675076 |
| -0.828595803192316 |
| -2.69139721406043 |
| 1.46584069109305 |
| -1.12236404432267 |
| -0.405785025276583 |
| 3.3458237234926 |
| 4.31187813241142 |
| -2.4476696425065 |
| 1.67581534341304 |
| 1.22678388333839 |
| 3.27491974870907 |
| 2.92354171886523 |
| -2.94554063520413 |
| -1.50563768236457 |
| 2.13688517985823 |
| -1.89304345324068 |
| -4.79104554491405 |
| -7.87285515641367 |
| 2.83838529149753 |
| 0.81671810064327 |
| 7.03591227851695 |
| -4.27149477158575 |
| -0.554357914500664 |
| 2.31694408347021 |
| -2.28164459305499 |
| 3.14491919861190 |
| 4.16752144668648 |
| 3.36693967531115 |
| -0.870507541489911 |
| 5.38482783318526 |
| -2.8326032306597 |
| 4.30916305659511 |
| 0.791788533854107 |
| -0.284826479770514 |
| -0.517480447850606 |
| 1.92076886537937 |
| 3.26639826993572 |
| 2.36955767339379 |
| -0.312685041922715 |
| 1.16285890380001 |
| -0.412886353054677 |
| 1.05623960421821 |
| -1.17459073553363 |
| -0.178651048925696 |
| 2.66385779070630 |
| 1.3842809584981 |
| 2.33568776594815 |
| -3.94811627782006 |
| 2.14466528503117 |
| 2.60608764415991 |
| -1.0165356739463 |
| 3.76461491685784 |
| 7.1165218713288 |
| -5.31894454869749 |
| 2.93900136883994 |
| 0.720992621672796 |
| 1.43530794365486 |
| -1.62565669860568 |
| -2.74298693692271 |
| 1.31608296730704 |
| -3.16607540469125 |
| -9.1080787242262 |
| -7.4859527155335 |
