| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.4049 | 0.0276 | 0.4139 | -0.0806 | 0.5987 | -0.1511 | -0.9967 |
| (p-val) | (0.2692 ) | (0.9101 ) | (0.0107 ) | (0.8487 ) | (0.026 ) | (0.6058 ) | (0.3026 ) |
| Estimates ( 2 ) | -0.4391 | 0 | 0.4017 | -0.0434 | 0.5974 | -0.1562 | -0.9964 |
| (p-val) | (0.0334 ) | (NA ) | (0.001 ) | (0.868 ) | (0.0258 ) | (0.5892 ) | (0.3119 ) |
| Estimates ( 3 ) | -0.4635 | 0 | 0.4015 | 0 | 0.5958 | -0.1724 | -1.0027 |
| (p-val) | (8e-04 ) | (NA ) | (9e-04 ) | (NA ) | (0.0243 ) | (0.5236 ) | (0.3149 ) |
| Estimates ( 4 ) | -0.4889 | 0 | 0.4063 | 0 | 0.6489 | 0 | -0.9988 |
| (p-val) | (1e-04 ) | (NA ) | (5e-04 ) | (NA ) | (0.0098 ) | (NA ) | (0.0554 ) |
| Estimates ( 5 ) | -0.523 | 0 | 0.4208 | 0 | -0.1388 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (2e-04 ) | (NA ) | (0.444 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | -0.5308 | 0 | 0.4349 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (1e-04 ) | (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 |
| -0.433650433526857 |
| -4.09575336390752 |
| 3.29496994248136 |
| 1.48654359948246 |
| 2.58552285494534 |
| 0.0439285159062356 |
| 0.357019957901553 |
| -10.4716929403912 |
| 4.65404129738542 |
| 2.58786400451468 |
| 2.41322548233184 |
| -5.04934432587761 |
| -1.72451998675309 |
| 4.6677004517031 |
| -0.341030017961944 |
| -6.74868772381913 |
| 2.24049850860455 |
| 3.99163962983734 |
| -0.780012444356261 |
| -1.48659191670575 |
| -0.0619968139916641 |
| 1.43989003905216 |
| 3.61001965909543 |
| 1.43363163242099 |
| -6.83246119982948 |
| 2.99978946921450 |
| -1.30595090660440 |
| -2.13237003554033 |
| 2.3286749289298 |
| 7.53446330200674 |
| -7.899386981301 |
| 8.1787861086805 |
| -3.00834942874064 |
| 3.77580251341522 |
| -4.01577668134928 |
| -3.41585051518626 |
| 1.27340143450635 |
| -4.74870562253657 |
| -12.7786206365608 |
| -4.78315160042047 |
| -5.94976217021171 |
| 0.007481118592068 |
| 1.8307413177223 |
| -0.808668101336764 |
| -2.15130624156171 |
| -0.00834954721881332 |
| 5.41011852527519 |
| 6.95164047536875 |
