| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.8121 | -0.0368 | 0.1629 | -0.8331 | 0.34 | -0.0094 | -0.874 |
| (p-val) | (0 ) | (0.7385 ) | (0.0778 ) | (0 ) | (0.0743 ) | (0.9514 ) | (6e-04 ) |
| Estimates ( 2 ) | 0.8122 | -0.0369 | 0.1622 | -0.8328 | 0.3473 | 0 | -0.8861 |
| (p-val) | (0 ) | (0.7378 ) | (0.0757 ) | (0 ) | (0.0202 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | 0.793 | 0 | 0.1447 | -0.8318 | 0.3434 | 0 | -0.8791 |
| (p-val) | (0 ) | (NA ) | (0.055 ) | (0 ) | (0.0214 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | -0.9588 | 0 | 0 | 1 | 0.4894 | 0 | -1.0001 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0 ) | (NA ) | (0 ) |
| 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 |
| -2.22262565707817 |
| 8.64050347982888 |
| 7.26878245819824 |
| 1.54520913340483 |
| 3.77016298141238 |
| 11.0132832787097 |
| -6.52813354958588 |
| -2.89463521354471 |
| 0.788203386557523 |
| -3.67281818502539 |
| -4.01869661548989 |
| 0.431776870292558 |
| -4.40692659880359 |
| 2.45934861277817 |
| 0.0156244209509001 |
| -4.15609269704271 |
| 1.04352485461924 |
| -6.30271440921226 |
| -0.0571931634042274 |
| 9.51313349723517 |
| -3.91991695277779 |
| -7.22339531796257 |
| -4.67767048120708 |
| 1.27660637821757 |
| 5.1905718197896 |
| -0.0953148450451546 |
| 2.93244569761812 |
| -1.33074990720561 |
| 5.36117070179011 |
| 2.20873682171196 |
| -0.144373796978411 |
| 1.65119872047382 |
| -6.701817007336 |
| 3.61519743310948 |
| -3.1608235156405 |
| -2.44769419220263 |
| 0.918070859415867 |
| -0.742027672838482 |
| -4.01516499141966 |
| 7.42056360263577 |
| -1.69845666093620 |
| 2.48858225706205 |
| -0.738146715978259 |
| 7.14846314689962 |
| -3.14498022807136 |
| 5.57166191936584 |
| -4.37190252106924 |
| -4.98745445918822 |
| 5.68485309359531 |
| 4.34897113966854 |
| 5.8880928387483 |
| 2.92807083659494 |
| 7.06347172369974 |
| -1.94305735207273 |
| 2.21633605284459 |
| -4.7036689401243 |
| 18.0347889763130 |
| 7.63864274256723 |
| -13.1030506271204 |
| -2.06995838172128 |
| -2.3440801759172 |
| 6.54907134810856 |
| 7.76444434136913 |
| -2.08934381550533 |
| 2.91754401361992 |
| 3.15168716682005 |
| 7.70263771966968 |
| -19.2196424919766 |
| 0.864306379603609 |
| 7.48234487997789 |
| 14.3771015935197 |
| 2.77262689577362 |
| 2.59882128500124 |
| 0.596641961912401 |
| 0.278635721746038 |
| 5.2799065912198 |
| -0.845096037420223 |
| 5.26379490033475 |
| 3.33531910747238 |
| -8.18032917777862 |
| 1.58512009006177 |
| -4.9299104276173 |
| -5.19547336360201 |
| 3.69339002441392 |
| 1.12332994074094 |
| 3.68725496879747 |
| 2.93483969949389 |
| -7.0640014089331 |
| 1.10624180770673 |
| 2.76011220764730 |
| -6.64207081866653 |
| -1.33449967335439 |
| 6.36830129266263 |
| 12.375424186757 |
| 1.32309381299448 |
| -4.17060606638799 |
| -11.1996715064316 |
| -0.186910993280706 |
| 2.68198038871313 |
| -1.49195679961732 |
| 2.91575050755855 |
| -0.565002042347641 |
| -0.776370432613239 |
| -11.8480293096077 |
| 1.50767433957034 |
| -7.52776830332308 |
| 1.22386200622494 |
| 0.749046555609922 |
| -2.41363974223294 |
| 2.28693691144016 |
| -0.922400667150656 |
| 4.64039286036477 |
| 8.23867461933927 |
| 0.745631423164547 |
| -5.17756901426112 |
| -9.37626158389366 |
| -2.68055870169782 |
| -17.0512183337117 |
| -4.01966922666908 |
| -10.3398190196879 |
| 7.25726013155599 |
| -4.43590366684292 |
| -2.9440431505233 |
| 3.55521632019039 |
| -6.27887083122342 |
| -8.62906373898966 |
| 7.615976389052 |
| 0.403659445473135 |
| -12.4930066580659 |
| 9.6256416839904 |
| 5.09951017488606 |
| 11.7624213122920 |
| 3.35962707551746 |
| 1.74316170191427 |
| -0.738185651487244 |
| 4.66682334004349 |
| -8.59653742164871 |
| 15.2130600496154 |
| -3.78542085841935 |
| -6.31575684586996 |
| -3.01510217561272 |
| 3.27231673681093 |
| 14.4451023785419 |
