| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0706 | 0.068 | 0.0948 | -0.9698 | -0.0948 | 0.0806 | -0.9995 |
| (p-val) | (0.6769 ) | (0.6913 ) | (0.5522 ) | (9e-04 ) | (0.6865 ) | (0.7732 ) | (0.0362 ) |
| Estimates ( 2 ) | 0.0769 | 0.08 | 0.1004 | -1 | -0.1379 | 0 | -1.0001 |
| (p-val) | (0.6047 ) | (0.5993 ) | (0.5022 ) | (0.2039 ) | (0.4361 ) | (NA ) | (0.0736 ) |
| Estimates ( 3 ) | 0 | 0.0659 | 0.0912 | -0.9356 | -0.1392 | 0 | -1 |
| (p-val) | (NA ) | (0.6921 ) | (0.5645 ) | (0 ) | (0.4323 ) | (NA ) | (0.0913 ) |
| Estimates ( 4 ) | 0 | 0 | 0.0827 | -0.9097 | -0.1521 | 0 | -1.0001 |
| (p-val) | (NA ) | (NA ) | (0.6022 ) | (0 ) | (0.3799 ) | (NA ) | (0.1199 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -0.8844 | -0.1396 | 0 | -1.0019 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.4218 ) | (NA ) | (0.132 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -1.1371 | 0 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.004 ) |
| 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 |
| -0.341843295111099 |
| -3.53547893915815 |
| 0.0144420434042844 |
| 1.26626782945718 |
| -2.79803378693627 |
| 1.28519788215985 |
| -6.56553099420148 |
| -0.568547310248464 |
| 1.70659722460827 |
| -4.80880351787887 |
| -20.8258017631039 |
| -5.67335741446422 |
| -0.50948992018647 |
| 8.72822200100382 |
| 0.0152370797899584 |
| -0.298751300743275 |
| -0.0750220014419209 |
| 2.12147341874181 |
| 6.1123542321109 |
| 4.94980001316016 |
| 14.2916596493128 |
| -7.76850442434426 |
| -11.1145946168935 |
| 14.0727189874529 |
| -0.389711208923121 |
| -0.620351790914192 |
| 4.92148594577603 |
| 7.68567740062529 |
| 5.32396210557939 |
| 38.5815029675716 |
| -12.1255613900239 |
| -2.54093598540058 |
| -6.45195848600102 |
| -11.2584344731157 |
| 1.03796528690669 |
| -3.89769047881003 |
| -9.72790402668867 |
| 2.76906666323426 |
| 4.84316289288002 |
| -1.90112397484428 |
| 10.4002538182596 |
| -5.20442613034697 |
| 2.58934825257059 |
| 1.47714156925323 |
| -0.791111990497934 |
| -1.28474296599032 |
| 11.2781456249765 |
| 7.77118350229005 |
