| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.243 | 0.1912 | 0.172 | -0.0396 | -0.5947 | -0.2117 | 0.5468 |
| (p-val) | (0.7283 ) | (0.4181 ) | (0.3462 ) | (0.9546 ) | (0.129 ) | (0.1566 ) | (0.1648 ) |
| Estimates ( 2 ) | -0.2821 | 0.1801 | 0.1788 | 0 | -0.591 | -0.2082 | 0.55 |
| (p-val) | (0.0312 ) | (0.1839 ) | (0.1851 ) | (NA ) | (0.1249 ) | (0.1246 ) | (0.1537 ) |
| Estimates ( 3 ) | -0.255 | 0.1424 | 0 | 0 | -0.609 | -0.2289 | 0.5121 |
| (p-val) | (0.0536 ) | (0.291 ) | (NA ) | (NA ) | (0.1838 ) | (0.0787 ) | (0.2712 ) |
| Estimates ( 4 ) | -0.306 | 0 | 0 | 0 | -0.5362 | -0.2345 | 0.4775 |
| (p-val) | (0.0158 ) | (NA ) | (NA ) | (NA ) | (0.2633 ) | (0.0784 ) | (0.3361 ) |
| Estimates ( 5 ) | -0.3154 | 0 | 0 | 0 | -0.0856 | -0.2103 | 0 |
| (p-val) | (0.0126 ) | (NA ) | (NA ) | (NA ) | (0.5041 ) | (0.1054 ) | (NA ) |
| Estimates ( 6 ) | -0.3189 | 0 | 0 | 0 | 0 | -0.2044 | 0 |
| (p-val) | (0.0115 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.116 ) | (NA ) |
| Estimates ( 7 ) | -0.288 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0211 ) | (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 |
| -1.2409656344391 |
| -13.9179724340754 |
| -17.4070670717823 |
| -23.6386496333089 |
| -5.25556060568256 |
| 17.9040999744066 |
| 9.62161520228117 |
| -1.96333877989044 |
| -3.9966025778968 |
| -14.9618748567038 |
| -7.14294467710022 |
| -15.9355699738319 |
| -1.60715517835031 |
| 8.70122236366801 |
| 3.26655024547407 |
| 1.64751566863911 |
| -38.3753949339071 |
| 76.372700798547 |
| -59.6974502304062 |
| -4.31138614038896 |
| 39.1874989967025 |
| 18.8989808976028 |
| 15.81191263362 |
| 8.55447148337112 |
| -2.3615554117009 |
| 17.3997000367129 |
| -1.05608055525261 |
| 13.086189142564 |
| 19.2204315604824 |
| 11.2071751424715 |
| -6.22673007669431 |
| -0.842823268320866 |
| -7.60273036333344 |
| -7.60932862040504 |
| 14.6540075154285 |
| -7.77433057856166 |
| -2.49633184129957 |
| -7.4564784255213 |
| -23.7926337879094 |
| -7.57166190600989 |
| 0.906614694904964 |
| -7.65201701111163 |
| -26.6964863116156 |
| -20.7637387725508 |
| -24.1667414889867 |
| -15.2176047175251 |
| 8.29730269799811 |
| 15.3405236377071 |
| 12.3747980727024 |
| 7.31587014025076 |
| 13.9380622869429 |
| 36.9360588827642 |
| 33.4213642878055 |
| 13.8756478799727 |
| 2.1609999176901 |
| -14.5260151470383 |
| -31.003754790616 |
| -11.181173464063 |
| -17.205128098367 |
| -12.0503125141919 |
| 7.33594730971457 |
| 0.670848686269202 |
