| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.5327 | -0.4945 | -0.3766 | -0.3859 | 0.3139 | -0.3517 | -0.9991 |
| (p-val) | (0.0243 ) | (0.0129 ) | (0.0463 ) | (0.089 ) | (0.2137 ) | (0.1102 ) | (0.3869 ) |
| Estimates ( 2 ) | -0.4729 | -0.4981 | -0.3385 | -0.4133 | -0.2196 | -0.4109 | 0 |
| (p-val) | (0.0432 ) | (0.0091 ) | (0.0715 ) | (0.0543 ) | (0.2185 ) | (0.0353 ) | (NA ) |
| Estimates ( 3 ) | -0.4923 | -0.4988 | -0.3635 | -0.4207 | 0 | -0.339 | 0 |
| (p-val) | (0.0347 ) | (0.0091 ) | (0.0455 ) | (0.0592 ) | (NA ) | (0.0881 ) | (NA ) |
| Estimates ( 4 ) | -0.5117 | -0.463 | -0.3145 | -0.4421 | 0 | 0 | 0 |
| (p-val) | (0.0389 ) | (0.0286 ) | (0.0972 ) | (0.0591 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | -0.2652 | -0.2656 | 0 | -0.648 | 0 | 0 | 0 |
| (p-val) | (0.1404 ) | (0.118 ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | -0.1651 | 0 | -0.7463 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.3216 ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | -0.7813 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
| -0.0864525729514997 |
| 2.16504887180548 |
| -1.96582472733578 |
| 1.70268162681346 |
| 0.360931122072929 |
| 0.811034686496099 |
| -0.616312727644603 |
| 1.02280309161272 |
| 0.278392183936505 |
| 1.19345468840628 |
| -0.939096104124223 |
| -3.48082079743835 |
| 2.92274032867467 |
| 1.95858779897293 |
| -0.700510712345757 |
| -0.444396441199729 |
| -1.15555446487347 |
| -1.76187814100204 |
| -0.602945406690592 |
| 1.53961659398716 |
| -0.517062424139103 |
| -0.104304334216665 |
| 1.78425323502580 |
| 0.134479721325385 |
| 0.513454034331216 |
| 0.138080104743333 |
| 2.89073674831847 |
| -0.190229499208615 |
| 1.49313860581530 |
| 0.882058938253739 |
| 2.01952306735685 |
| -2.19305548409715 |
| 1.34181276050517 |
| 1.51677327758176 |
| 1.09759978467189 |
| 0.919132736591678 |
| -1.01940673648613 |
| 1.89108004095767 |
| 0.648582721586194 |
| 1.78075569748975 |
| -1.56227008041878 |
| 2.01852517734671 |
| -0.376200337506218 |
| 0.810681297074281 |
| -0.0224184655390760 |
| -1.52728603352093 |
| -1.90011693944930 |
| 2.29547561020459 |
