| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0262 | 0.2754 | 0.5507 | 0.0256 | 0.3203 | 0.0696 | -1 |
| (p-val) | (0.8735 ) | (0.0089 ) | (0 ) | (0.8941 ) | (0.0505 ) | (0.6907 ) | (1e-04 ) |
| Estimates ( 2 ) | -0.0089 | 0.2721 | 0.5453 | 0 | 0.3183 | 0.0718 | -1 |
| (p-val) | (0.9309 ) | (0.008 ) | (0 ) | (NA ) | (0.0508 ) | (0.68 ) | (1e-04 ) |
| Estimates ( 3 ) | 0 | 0.2705 | 0.5419 | 0 | 0.3192 | 0.0692 | -1 |
| (p-val) | (NA ) | (0.0073 ) | (0 ) | (NA ) | (0.0498 ) | (0.6861 ) | (1e-04 ) |
| Estimates ( 4 ) | 0 | 0.274 | 0.536 | 0 | 0.31 | 0 | -1 |
| (p-val) | (NA ) | (0.0071 ) | (0 ) | (NA ) | (0.054 ) | (NA ) | (5e-04 ) |
| Estimates ( 5 ) | 0 | 0.2596 | 0.5635 | 0 | 0 | 0 | -0.5782 |
| (p-val) | (NA ) | (0.0075 ) | (0 ) | (NA ) | (NA ) | (NA ) | (0.0012 ) |
| 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 |
| 0.0752994101837376 |
| -3.14700395116914 |
| -2.47349546522743 |
| -4.99251393436674 |
| 8.50731827303442 |
| -2.16296132761318 |
| -4.57417744084085 |
| -0.225023802322432 |
| 0.773120583025641 |
| 5.61875385028389 |
| -2.19050905866029 |
| 3.02386986944502 |
| -0.234412715957203 |
| 3.98774513237866 |
| -0.322671610641998 |
| -6.60718570492927 |
| -0.23777454931973 |
| -6.09598421072851 |
| -1.43436689297905 |
| -1.96435671813545 |
| -1.26878359038875 |
| -0.245363473695155 |
| -2.78257990576489 |
| -4.40825821800731 |
| 4.06226710314469 |
| -0.371336627104249 |
| 0.852813864171328 |
| 8.65845790401914 |
| 3.01369763183328 |
| -2.40730359118334 |
| 6.12354542382898 |
| 0.619728746512792 |
| 1.89821092488078 |
| -1.16752907187817 |
| -6.24275796248451 |
| -3.72914525246775 |
| 3.69405286823824 |
| -6.45515383392024 |
| -4.24390148729987 |
| -6.39067827595839 |
| 3.65797375565865 |
| -2.28833326367129 |
| 2.32514561894615 |
| -5.37887350693019 |
| 0.443139073739122 |
| -0.9274743961954 |
| -7.41598623255795 |
| 4.69002266502663 |
| 6.27668276362856 |
| 4.05774582562774 |
| -1.29164513132306 |
| 7.91715343813355 |
| -2.46639083761789 |
| 7.15490950988381 |
| 5.65110067953293 |
| 2.89195372107196 |
| -2.19949157907185 |
| -1.94065209264981 |
| 3.21380896451048 |
| 3.50411640860489 |
| -1.68046453086958 |
| 1.05844832456957 |
| 1.81665657725699 |
| 4.76943632911119 |
| -1.14477159920592 |
| -0.569988072906385 |
| -0.365451044330128 |
| 2.14484935836149 |
| 1.90832432847442 |
| -7.61612502300154 |
