| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.39 | 0.1572 | 0.1512 | -0.3203 | -0.0171 | -0.2085 | -0.2179 |
| (p-val) | (0.3678 ) | (0.2898 ) | (0.3933 ) | (0.4596 ) | (0.9885 ) | (0.4542 ) | (0.8625 ) |
| Estimates ( 2 ) | 0.3885 | 0.1573 | 0.1511 | -0.3185 | 0 | -0.2051 | -0.2358 |
| (p-val) | (0.349 ) | (0.2894 ) | (0.393 ) | (0.4328 ) | (NA ) | (0.1795 ) | (0.1217 ) |
| Estimates ( 3 ) | 0.0902 | 0.2001 | 0.2121 | 0 | 0 | -0.2065 | -0.2394 |
| (p-val) | (0.4905 ) | (0.1168 ) | (0.1049 ) | (NA ) | (NA ) | (0.1763 ) | (0.1166 ) |
| Estimates ( 4 ) | 0 | 0.2141 | 0.2339 | 0 | 0 | -0.2081 | -0.2168 |
| (p-val) | (NA ) | (0.0904 ) | (0.0669 ) | (NA ) | (NA ) | (0.1779 ) | (0.146 ) |
| Estimates ( 5 ) | 0 | 0.2337 | 0.2736 | 0 | 0 | 0 | -0.2181 |
| (p-val) | (NA ) | (0.057 ) | (0.0256 ) | (NA ) | (NA ) | (NA ) | (0.189 ) |
| Estimates ( 6 ) | 0 | 0.2267 | 0.268 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.0636 ) | (0.0279 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0.3021 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0152 ) | (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 |
| -1.91133261446896 |
| -0.924213504713384 |
| 1.02122364264972 |
| 0.175602049491722 |
| 1.04121257979937 |
| -4.26795945949864 |
| 0.773253120355242 |
| -8.36097194201917 |
| -2.15490904208414 |
| -12.2272375428644 |
| 3.09187577113026 |
| 4.97833468987284 |
| 3.75143242894689 |
| -1.22674687911598 |
| -5.26795945921671 |
| 5.22674687943264 |
| 6.40169385655767 |
| -1.79393710114743 |
| -7.47353169350447 |
| -2.88630353724830 |
| -3.33034668420283 |
| -14.2067089448909 |
| -3.33034668420225 |
| -6.03225263237812 |
| 13.4210857450969 |
| -5.16598702970453 |
| -5.86642098412881 |
| -0.102953758698504 |
| -10.0011367106223 |
| -10.1242837853500 |
| 12.1744563125128 |
| 10.4723949828823 |
| -15.8252084043583 |
| 13.6813773490181 |
| 7.7828591139655 |
| 13.7006138560981 |
| -6.68904520433296 |
| -1.28750672922615 |
| -1.25672609059859 |
| 2.58771882083988 |
| -7.25737213663752 |
| 19.7838404431330 |
| -5.44339710091594 |
| -7.15392771335507 |
| 2.73333263284144 |
| 5.5147442732748 |
| 12.4846096806861 |
| 7.44404314695464 |
| 5.24841218924564 |
| 8.24905823528372 |
| 13.2796834924558 |
| -1.58609144563411 |
| 0.167123740326588 |
| -2.7302577841034 |
| -1.88581287266453 |
| 1.17608368771892 |
| -1.03062525717235 |
| -6.17494697709651 |
| -3.07183783694256 |
