| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7098 | -0.343 | -0.3071 | -0.9642 | -0.3947 | -0.149 | -0.1321 |
| (p-val) | (0 ) | (0.0518 ) | (0.0416 ) | (0 ) | (0.7761 ) | (0.8033 ) | (0.9284 ) |
| Estimates ( 2 ) | 0.7046 | -0.3413 | -0.3118 | -0.9501 | -0.5292 | -0.2063 | 0 |
| (p-val) | (0 ) | (0.0506 ) | (0.0364 ) | (0 ) | (0.0103 ) | (0.3577 ) | (NA ) |
| Estimates ( 3 ) | 0.6974 | -0.3299 | -0.3133 | -1.0706 | -0.4407 | 0 | 0 |
| (p-val) | (0 ) | (0.0575 ) | (0.0383 ) | (0 ) | (0.0086 ) | (NA ) | (NA ) |
| Estimates ( 4 ) | 0.5038 | 0 | -0.5262 | -1.0842 | -0.3895 | 0 | 0 |
| (p-val) | (1e-04 ) | (NA ) | (0 ) | (0 ) | (0.0258 ) | (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 |
| 0.124447984127031 |
| -0.343406340031088 |
| -0.140427523924443 |
| -0.454372185666528 |
| 0.157573581291945 |
| -0.878147533880056 |
| -0.0778280900085536 |
| -0.0281495748021614 |
| -0.338207456225005 |
| -0.189618254281332 |
| 0.228106633496060 |
| -0.265165754280766 |
| -0.391613941925895 |
| 0.117980868054519 |
| -0.559790985765765 |
| 0.785711424599802 |
| -0.591017641229882 |
| 0.600620494998411 |
| 0.948758265041826 |
| -1.00171511895212 |
| 0.0691218002035087 |
| -0.245861346472241 |
| -0.739923832563422 |
| -0.869330440379607 |
| 0.386547613251582 |
| -0.590311872471762 |
| 0.511159299653131 |
| 0.384904155452775 |
| -0.517963066275032 |
| -0.339835917113241 |
| -0.463993379386003 |
| 0.402740383641452 |
| 1.64008614057187 |
| 1.25413751766540 |
| -0.305572088269064 |
| 0.118977424784021 |
| 0.514399711491673 |
| -0.404740449948542 |
| 1.40461933199246 |
| 0.416182375270568 |
| -0.216857627496017 |
| 0.66734748238006 |
| -0.514069249404041 |
| 0.597114314585633 |
| 0.0254104655316569 |
| -1.61703012506813 |
| 0.177960968601882 |
