| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.704 | -0.2245 | 0.2502 | -0.4512 | -0.0322 | -0.103 | -0.0788 |
| (p-val) | (0.0162 ) | (0.1668 ) | (0.0394 ) | (0.1141 ) | (0.9635 ) | (0.505 ) | (0.9097 ) |
| Estimates ( 2 ) | 0.7027 | -0.2237 | 0.2501 | -0.4499 | 0 | -0.0991 | -0.1102 |
| (p-val) | (0.0165 ) | (0.1676 ) | (0.0393 ) | (0.1156 ) | (NA ) | (0.4584 ) | (0.3744 ) |
| Estimates ( 3 ) | 0.6768 | -0.198 | 0.2437 | -0.4154 | 0 | 0 | -0.1145 |
| (p-val) | (0.0263 ) | (0.2174 ) | (0.046 ) | (0.1627 ) | (NA ) | (NA ) | (0.3944 ) |
| Estimates ( 4 ) | 0.6579 | -0.1688 | 0.2305 | -0.4113 | 0 | 0 | 0 |
| (p-val) | (0.0327 ) | (0.2742 ) | (0.0587 ) | (0.1727 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.3547 | 0 | 0.1992 | -0.1217 | 0 | 0 | 0 |
| (p-val) | (0.5381 ) | (NA ) | (0.1089 ) | (0.8649 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0.2564 | 0 | 0.2052 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0238 ) | (NA ) | (0.0743 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0.2696 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0205 ) | (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 |
| 3.36398808517043 |
| 122.007849012941 |
| 132.898940500152 |
| 90.6447945534818 |
| 40.7463991511496 |
| -84.8192698840412 |
| -118.665805354442 |
| -228.256723034238 |
| 195.300418109293 |
| 146.336560309042 |
| 114.041678317279 |
| 113.790328635263 |
| -14.9190801540017 |
| 53.3124548925186 |
| 95.0894455046033 |
| 6.93567377066459 |
| -179.421223272752 |
| 240.225176519053 |
| 33.574733360779 |
| -72.7591908007403 |
| -87.2751073247812 |
| -366.999471658983 |
| 201.847955454773 |
| 126.669016910816 |
| -291.665231664916 |
| 76.8239644443516 |
| -303.612895780957 |
| 14.006490013185 |
| -17.277737487073 |
| 251.024949416109 |
| -78.180492060995 |
| -272.630501039757 |
| -433.315610891602 |
| 146.979277332583 |
| -27.4969729329566 |
| -645.9838099468 |
| 9.65755307517887 |
| -87.2303771949978 |
| 238.357685963403 |
| -67.701027683841 |
| -85.5966069868149 |
| 221.756601401549 |
| 157.130749631332 |
| -41.5849993082959 |
| 7.08526984933724 |
| 173.511792475551 |
| 97.4017726527725 |
| 23.0205302215012 |
| -109.851279825552 |
| 16.8393991405827 |
| 13.7416648183663 |
| -57.3669685938736 |
| 150.906523931075 |
| -14.2750149543666 |
| -205.632030476779 |
| 45.0055581299223 |
| -16.5637411302207 |
| 86.5874861476675 |
| 59.7238594670682 |
| 51.7105289683822 |
| -38.9498369449414 |
| -35.1127785657154 |
| 11.6123222955523 |
| 75.3237403663055 |
| -80.7816873129527 |
| 84.0347305235632 |
| -50.5377952305071 |
| -110.949037085128 |
| -65.7487234725498 |
| -259.125603045194 |
| 18.2730893838956 |
| 63.1066694455927 |
