| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2823 | 0.0588 | 0.369 | -0.2005 | 0.4703 | -0.1043 | -0.9939 |
| (p-val) | (0.3638 ) | (0.6913 ) | (0.0187 ) | (0.54 ) | (0.0638 ) | (0.6926 ) | (0.5102 ) |
| Estimates ( 2 ) | 0.2822 | 0.0535 | 0.3832 | -0.1956 | 0.5183 | 0 | -0.9993 |
| (p-val) | (0.3318 ) | (0.7126 ) | (0.0104 ) | (0.5236 ) | (0.0228 ) | (NA ) | (0.15 ) |
| Estimates ( 3 ) | 0.331 | 0 | 0.3918 | -0.2322 | 0.5037 | 0 | -1.0007 |
| (p-val) | (0.2012 ) | (NA ) | (0.0071 ) | (0.3999 ) | (0.0239 ) | (NA ) | (0.175 ) |
| Estimates ( 4 ) | 0.1386 | 0 | 0.4248 | 0 | 0.5332 | 0 | -0.999 |
| (p-val) | (0.2811 ) | (NA ) | (0.0016 ) | (NA ) | (0.0152 ) | (NA ) | (0.1659 ) |
| Estimates ( 5 ) | 0 | 0 | 0.4536 | 0 | 0.5443 | 0 | -1.0014 |
| (p-val) | (NA ) | (NA ) | (7e-04 ) | (NA ) | (0.0161 ) | (NA ) | (0.1229 ) |
| Estimates ( 6 ) | 0 | 0 | 0.4909 | 0 | -0.2012 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (2e-04 ) | (NA ) | (0.1911 ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0.4683 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (3e-04 ) | (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 |
| -1.60986901380695 |
| 0.866930144267157 |
| 0.00377884113933342 |
| 2.59463940569340 |
| -3.40334151679052 |
| -2.94046249211532 |
| 1.54886258271964 |
| 4.41752109918775 |
| -0.520847415944129 |
| -2.31472704769784 |
| -1.36395489969114 |
| -2.97547439902573 |
| -11.0987067896084 |
| -3.82624820097356 |
| -5.07167093872461 |
| 5.1460315594431 |
| -3.73877882957825 |
| -4.1674134790737 |
| 0.798139106163036 |
| -6.64587487954572 |
| -5.66999202448608 |
| 9.50257854521725 |
| 7.61246935396736 |
| -7.18934240692518 |
| 4.77596503399999 |
| -0.27730428772315 |
| 10.3863843176088 |
| -3.90663741433235 |
| -1.59260555824428 |
| -0.662188080337728 |
| 1.60787789667830 |
| -5.51797294310398 |
| 12.4080831611948 |
| -0.97002198325606 |
| 0.554501577678991 |
| -4.68722402832162 |
| 4.40831221817933 |
| 9.57871065867965 |
| 7.32979295351942 |
| 5.03443132639427 |
| 6.87552557248483 |
| 8.57491491859616 |
| -0.132508455289781 |
| -0.204279195004005 |
| 0.830870974090658 |
| -2.07245945915128 |
| -0.153748663190299 |
| -3.64004515764765 |
| -0.400156131096253 |
