| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5408 | 0.2494 | -0.2568 | -1 | -0.2478 | -0.2396 | 0.1662 |
| (p-val) | (0 ) | (0.0192 ) | (0.007 ) | (0 ) | (0.7501 ) | (0.0441 ) | (0.8353 ) |
| Estimates ( 2 ) | 0.5467 | 0.2447 | -0.2597 | -1 | -0.0877 | -0.2335 | 0 |
| (p-val) | (0 ) | (0.0185 ) | (0.006 ) | (0 ) | (0.4139 ) | (0.0531 ) | (NA ) |
| Estimates ( 3 ) | 0.5433 | 0.2415 | -0.2445 | -1 | 0 | -0.2275 | 0 |
| (p-val) | (0 ) | (0.021 ) | (0.009 ) | (0 ) | (NA ) | (0.0614 ) | (NA ) |
| Estimates ( 4 ) | 0.4919 | 0.2478 | -0.217 | -1 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.0168 ) | (0.0211 ) | (0 ) | (NA ) | (NA ) | (NA ) |
| 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 |
| -0.125612946106993 |
| -2.66138500486088 |
| -9.31285089293043 |
| 13.9589563366698 |
| -0.958021249295325 |
| -10.4409718504918 |
| 4.88626526553761 |
| 5.54939294013859 |
| -7.93595494696165 |
| 0.618699278650168 |
| -13.6231438866459 |
| 7.97910901248194 |
| 5.89718435449644 |
| -10.9710503823795 |
| 2.90676187905088 |
| 4.46277398574669 |
| -5.89405241951048 |
| -4.12469795386953 |
| 4.93709606171298 |
| -1.31317921180060 |
| -11.5194403244990 |
| 2.00118083967273 |
| 5.22575008922478 |
| 1.18408990655261 |
| 0.154450307567338 |
| 7.59266141222823 |
| -3.72767233900584 |
| -0.575167269127279 |
| -0.309473769981046 |
| 2.55573966845129 |
| 1.39425118028643 |
| 3.7630076368179 |
| -5.95937553821343 |
| -5.53688139327975 |
| 7.78462233138188 |
| 7.26334642241462 |
| -0.205455664969843 |
| -13.2877878416737 |
| -6.73549993541925 |
| 12.1209997807182 |
| 2.25146837342075 |
| -4.60763828867030 |
| 2.46063366271405 |
| -7.07864956544557 |
| 6.45414824006346 |
| 0.140471873257978 |
| 0.636010493714898 |
| 5.69318995074109 |
| -2.96965535324128 |
| 8.03568246560199 |
| -3.06172013390325 |
| 3.96922843505501 |
| -5.96022312068658 |
| 5.01856650298812 |
| 6.86675402220398 |
| -6.8574155465473 |
| 10.7401278484419 |
| -15.6520470269094 |
| -4.1094887124307 |
| 21.4268514629414 |
| -3.34998179948940 |
| 8.21666660618752 |
| -11.5471012237690 |
| -9.03889582177723 |
| 23.0091052063221 |
| -2.28907809246091 |
| 3.64305630015029 |
| -7.63709394524403 |
| -8.94500831383296 |
| 0.125813476744303 |
| 11.1884280330637 |
| 13.9852304354096 |
| -17.3944369992457 |
| 3.09320817712467 |
| 22.1615910040416 |
| -7.27090218350307 |
| -13.0347976485840 |
| 18.2662136783010 |
| -6.49303697099157 |
| -29.7497401217242 |
| 11.0613277521970 |
| 8.10780803638729 |
| 1.56057999481352 |
| -21.5696381342498 |
| 18.3392708319394 |
| 11.3824782225025 |
| -1.58114035232155 |
| -10.1213864179606 |
| 10.9052013696352 |
| 11.4068949496990 |
| -19.2362123813642 |
| 18.272414029814 |
| 9.67839456584992 |
| 6.81500366714429 |
| -15.7457334727778 |
| 15.6055132645843 |
| 12.7656114926756 |
| 7.8833706476846 |
| 4.95285520608924 |
| 25.1820455817674 |
| 2.53192231734637 |
| -10.1368386910237 |
| -58.0261553683454 |
| -16.7993517436162 |
| -48.2277041777196 |
| -4.3452495782278 |
| 5.63115016009121 |
| 6.62415210918942 |
| -8.98996653914319 |
| 5.0708063407922 |
| 8.37066403365853 |
| 10.9689385845200 |
| 17.4021126360936 |
| -27.5539027673153 |
| 20.0925766305266 |
| -7.33091269825696 |
