| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.4207 | -0.3152 | -0.2308 | -0.0967 | -0.3214 | -0.3246 | -0.3525 |
| (p-val) | (0.4506 ) | (0.2848 ) | (0.2605 ) | (0.866 ) | (0.6477 ) | (0.3834 ) | (0.6842 ) |
| Estimates ( 2 ) | -0.5104 | -0.3551 | -0.2518 | 0 | -0.3087 | -0.3244 | -0.3719 |
| (p-val) | (0.0014 ) | (0.0388 ) | (0.1037 ) | (NA ) | (0.6562 ) | (0.3806 ) | (0.667 ) |
| Estimates ( 3 ) | -0.5135 | -0.3467 | -0.2481 | 0 | -0.6078 | -0.4443 | 0 |
| (p-val) | (0.0012 ) | (0.0429 ) | (0.1086 ) | (NA ) | (2e-04 ) | (0.0197 ) | (NA ) |
| Estimates ( 4 ) | -0.449 | -0.2144 | 0 | 0 | -0.6275 | -0.5397 | 0 |
| (p-val) | (0.0041 ) | (0.1569 ) | (NA ) | (NA ) | (1e-04 ) | (8e-04 ) | (NA ) |
| Estimates ( 5 ) | -0.3724 | 0 | 0 | 0 | -0.6533 | -0.58 | 0 |
| (p-val) | (0.0118 ) | (NA ) | (NA ) | (NA ) | (0 ) | (1e-04 ) | (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 |
| -2.69678441751027 |
| 109.397613255414 |
| -10.1651718603157 |
| -10.9193594136783 |
| -132.246565047439 |
| 47.355492050887 |
| -57.2357536947479 |
| -122.989058128084 |
| -13.3625361055451 |
| 59.7787992352464 |
| -93.3323721758243 |
| -31.7272478125229 |
| -6.77674078842311 |
| -75.6988521385645 |
| -95.0596388719124 |
| -89.1225803708269 |
| 11.8558705423178 |
| -7.80778295128323 |
| 162.917850108258 |
| 164.582766474338 |
| -264.214203901002 |
| -163.678680540763 |
| 101.887306185050 |
| 97.7693836514457 |
| 328.932129261101 |
| -310.254725246854 |
| -14.1385524382465 |
| -49.0717241440373 |
| 82.7015845287875 |
| -251.607963695426 |
| 37.7631104227224 |
| -295.118204671785 |
| -82.5572199755236 |
| -43.1707669945741 |
| -102.219089669578 |
| -68.429939747242 |
| 87.574282887536 |
| 66.32302920318 |
| 96.57039739214 |
| -208.500933225204 |
| -237.502182600302 |
| 197.739205986535 |
| 30.5983917355791 |
| 5.51071187896162 |
| 103.71199930329 |
| 74.5725867155719 |
| 74.6374159289343 |
| -255.775197009224 |
