| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0742 | 0.0059 | 0.1366 | 0.3335 | 0.8207 | -7e-04 | -0.6697 |
| (p-val) | (0.899 ) | (0.9826 ) | (0.3848 ) | (0.5622 ) | (0.3025 ) | (0.9977 ) | (0.4254 ) |
| Estimates ( 2 ) | 0.0692 | 0.0077 | 0.1364 | 0.3385 | 0.8252 | 0 | -0.6757 |
| (p-val) | (0.9046 ) | (0.9771 ) | (0.3803 ) | (0.5524 ) | (0.0877 ) | (NA ) | (0.2657 ) |
| Estimates ( 3 ) | 0.084 | 0 | 0.1383 | 0.3235 | 0.8263 | 0 | -0.6772 |
| (p-val) | (0.7879 ) | (NA ) | (0.3243 ) | (0.2665 ) | (0.0865 ) | (NA ) | (0.2642 ) |
| Estimates ( 4 ) | 0 | 0 | 0.1328 | 0.3906 | 0.8339 | 0 | -0.6934 |
| (p-val) | (NA ) | (NA ) | (0.3499 ) | (0.0037 ) | (0.1033 ) | (NA ) | (0.2785 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0.4247 | 0.7634 | 0 | -0.5827 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.002 ) | (0.1172 ) | (NA ) | (0.3243 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0.3965 | 0.2173 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0036 ) | (0.1247 ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0.3405 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0181 ) | (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 |
| 3.03028815977636 |
| -205.814225865519 |
| 40.4423118324373 |
| 96.1984344207713 |
| -56.842956020702 |
| 55.4231197094836 |
| 90.8148606353312 |
| 91.2193691704413 |
| -143.556256642335 |
| 69.4588524833269 |
| 35.6541859197896 |
| -109.091066297277 |
| 34.0927819009415 |
| 44.3612659510223 |
| -172.029182823590 |
| 58.9606111294203 |
| -73.3221611433058 |
| 72.1757807770544 |
| 16.0323693904942 |
| -57.0726558128606 |
| -241.672093318618 |
| 130.253499886971 |
| -47.5515135926259 |
| 18.7143085699692 |
| 79.9812101242803 |
| -7.9166900082294 |
| 28.2459774078816 |
| 61.3718645067277 |
| -24.8383460199570 |
| -245.262052956570 |
| -168.221208579904 |
| -18.4691241764340 |
| -79.1819686156446 |
| -102.017641503111 |
| 138.010464240829 |
| -96.7225417863078 |
| -27.9721378614552 |
| -175.389906699906 |
| -58.9004897097252 |
| 205.005594747302 |
| -1.60232159644056 |
| 102.935435181500 |
| 23.5157305013834 |
| 102.052544933838 |
| 24.0210662162181 |
| 45.1116306526633 |
| 13.7337466362092 |
| 26.8488730587228 |
| 153.628536173284 |
| 68.2170955933866 |
| -30.2624953921063 |
| 33.1007150395203 |
| -95.0697767563784 |
| 74.0113383722355 |
| -38.071447511752 |
| 44.9315442321272 |
| 123.016268118672 |
| 56.3927992357494 |
| 58.485788719297 |
| 44.1660953970368 |
