| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.502 | 0.2664 | 0.1131 | -0.7014 | 0.1202 | 0.051 | -1 |
| (p-val) | (0.0016 ) | (0.0098 ) | (0.294 ) | (0 ) | (0.2536 ) | (0.6448 ) | (0 ) |
| Estimates ( 2 ) | 0.4934 | 0.2737 | 0.1144 | -0.7039 | 0.121 | 0 | -0.9999 |
| (p-val) | (0.0017 ) | (0.0068 ) | (0.2853 ) | (0 ) | (0.2495 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | 0.5854 | 0.3242 | 0 | -0.769 | 0.1142 | 0 | -1 |
| (p-val) | (0 ) | (4e-04 ) | (NA ) | (0 ) | (0.2728 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0.6018 | 0.3165 | 0 | -0.7727 | 0 | 0 | -1.071 |
| (p-val) | (0 ) | (6e-04 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0014 ) |
| 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 |
| -1.04366287070844 |
| -10.8003357567047 |
| 3.63872799125578 |
| 5.81487665356073 |
| 2.27536796780491 |
| 1.4233480072754 |
| 5.78958964581662 |
| 3.57406242421582 |
| 1.44337781548735 |
| 4.10253540021826 |
| 6.54071467324569 |
| 7.19075250624638 |
| 63.0724742104006 |
| -44.755578276318 |
| -11.3451927754199 |
| 9.97728873212046 |
| 5.85621600103187 |
| 4.63228806879193 |
| 1.42330271487023 |
| 4.08317396159936 |
| 4.70617179194035 |
| 4.68650115003671 |
| 5.00257694021755 |
| -1.93251398418383 |
| -15.1437657665938 |
| 25.1714890541259 |
| 9.20914636621017 |
| -9.19352614604826 |
| -4.05415235362303 |
| 11.3645133135921 |
| -6.53863721860515 |
| 4.6335791778595 |
| 9.02349860889263 |
| -5.0810135290404 |
| 5.31324273838778 |
| -18.0544987170424 |
| 18.0879502127837 |
| 12.1743490671652 |
| 8.79081374349452 |
| 2.64286599115132 |
| -9.18410098868169 |
| -7.70270915844511 |
| -22.715384847756 |
| -7.0750467107666 |
| -0.488986706474057 |
| 6.16027622774988 |
| -1.44175782336195 |
| 5.65573119240575 |
| -1.88608763468842 |
| 19.2385553237975 |
| 4.92775994657504 |
| -17.0019081741938 |
| -7.04237888586038 |
| -13.3994832977876 |
| -11.0803570684034 |
| -1.34450129673111 |
| 3.95024813575633 |
| -1.15195250357507 |
| -6.47422137342454 |
| -9.2302454445784 |
| -18.5426710031747 |
| 5.75475600911008 |
| -7.87615708036133 |
| -20.921169632678 |
| -2.97305223019482 |
| -10.0842782392558 |
| 4.58963804056276 |
| 1.97686679450477 |
| 6.1594023849703 |
| 12.2266548842993 |
| 5.52007499945296 |
| -12.8419000810823 |
| -3.51369155641292 |
| 19.0361450961375 |
| -15.218303210936 |
| -17.0738026394927 |
| 4.34193787246426 |
| -9.51923469659047 |
| 14.2476325629531 |
| -3.9907057850584 |
| 1.11283595005672 |
| 4.021193564377 |
| -4.13975287567352 |
| -7.18023448766225 |
| 0.0246479425930473 |
| -8.08219495293097 |
| 1.42070848586373 |
| 12.8394078104151 |
| 5.30450611811782 |
| -3.31228319231537 |
| -3.33501939794311 |
| -5.68777873317903 |
| 15.5525005123638 |
| 0.778612229862606 |
| -3.41846999582003 |
| 5.31317443771646 |
| 2.70829552543898 |
| 15.6695943482886 |
| 7.09758592822375 |
| 16.6770538837973 |
| 0.450725605702635 |
| -5.56687654816917 |
| 18.5207539460417 |
| 3.70007922440689 |
| 10.0674244687735 |
| -3.64106148294489 |
| 6.33924650025191 |
| 4.98591904777979 |
| 4.77465179420411 |
| -6.5093728731595 |
| -5.73089220420422 |
| -10.0944591995961 |
| -7.74220966675773 |
| -15.3736331917495 |
| 11.7223743972614 |
| -7.44281924025063 |
| -5.65814713597592 |
| -11.01899970074 |
| -0.78326220414964 |
| -6.56554024912059 |
