| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5912 | 0.0302 | 0.2504 | -0.5215 | -0.8392 | -0.3581 | 0.9997 |
| (p-val) | (0.0624 ) | (0.8703 ) | (0.1652 ) | (0.0827 ) | (4e-04 ) | (0.117 ) | (0.6384 ) |
| Estimates ( 2 ) | 0.6171 | 0 | 0.2603 | -0.5356 | -0.8376 | -0.3698 | 1.0186 |
| (p-val) | (0.0222 ) | (NA ) | (0.1209 ) | (0.0526 ) | (0.0011 ) | (0.0851 ) | (0.6531 ) |
| Estimates ( 3 ) | 0.631 | 0 | 0.2135 | -0.5207 | -0.1371 | -0.312 | 0 |
| (p-val) | (0.0681 ) | (NA ) | (0.2398 ) | (0.1427 ) | (0.4813 ) | (0.1234 ) | (NA ) |
| Estimates ( 4 ) | 0.5503 | 0 | 0.2357 | -0.4498 | 0 | -0.289 | 0 |
| (p-val) | (0.1358 ) | (NA ) | (0.1886 ) | (0.2354 ) | (NA ) | (0.1575 ) | (NA ) |
| Estimates ( 5 ) | 0.1253 | 0 | 0.2801 | 0 | 0 | -0.3367 | 0 |
| (p-val) | (0.374 ) | (NA ) | (0.069 ) | (NA ) | (NA ) | (0.0863 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0.2923 | 0 | 0 | -0.3557 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0624 ) | (NA ) | (NA ) | (0.0715 ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0.3599 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0148 ) | (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 |
| -1.45291024154797 |
| -2.67952472147733 |
| 1.789645068985 |
| -7.14799566902146 |
| -2.91909917447291 |
| -15.4994951196229 |
| 3.11919484061607 |
| 1.09192316602986 |
| 7.17424182821044 |
| -3.07853489239622 |
| -2.80588406347185 |
| 1.98537749101591 |
| 3.61750425622278 |
| -1.05707418106696 |
| -1.75042787391810 |
| -0.83825078882676 |
| -3.21623228550317 |
| -10.9285595830331 |
| -3.80091819093764 |
| -5.53242979275686 |
| 2.39132260600535 |
| -3.79285751279855 |
| -4.94198010427658 |
| 0.448832623956812 |
| -8.75067563398328 |
| -8.13539943520255 |
| 10.6007512794229 |
| 2.93404013191788 |
| -9.48078178248141 |
| 3.17753358752764 |
| 2.31073623601993 |
| 9.63069164029054 |
| 0.223685730934490 |
| -1.75572533105995 |
| 0.179220892102518 |
| 2.46308013459628 |
| -2.62084738959193 |
| 13.7236447354221 |
| -3.25216803792534 |
| -2.14288511343175 |
| -1.59889055868026 |
| -1.58049604474388 |
| 7.45377504946822 |
| 3.75661791640084 |
| 7.30737363842882 |
| 7.29909087801019 |
| 8.19175883528408 |
| 1.05817880685174 |
