| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7095 | 0.0428 | 0.0692 | -0.5924 | 0.3008 | -0.1709 | -0.9987 |
| (p-val) | (0.1359 ) | (0.804 ) | (0.7282 ) | (0.1979 ) | (0.0755 ) | (0.415 ) | (0.1186 ) |
| Estimates ( 2 ) | 0.7631 | 0 | 0.0759 | -0.6278 | 0.2915 | -0.1753 | -1.0011 |
| (p-val) | (0.0276 ) | (NA ) | (0.6656 ) | (0.0703 ) | (0.0719 ) | (0.389 ) | (0.1022 ) |
| Estimates ( 3 ) | 0.8828 | 0 | 0 | -0.7294 | 0.2809 | -0.207 | -1.0013 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.0714 ) | (0.2566 ) | (0.1143 ) |
| Estimates ( 4 ) | 0.8889 | 0 | 0 | -0.7129 | 0.3305 | 0 | -1.0002 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.0402 ) | (NA ) | (0.0022 ) |
| 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 |
| -0.713428714734518 |
| -0.186525851160227 |
| -0.521112105592384 |
| 0.73226826542716 |
| 0.445300445431251 |
| -0.230592760026427 |
| -0.579364241994657 |
| -0.141333234891104 |
| -0.47409656655787 |
| -1.5975449865815 |
| -0.266093896544832 |
| -0.779527111332314 |
| 1.15247370457513 |
| -0.829426803548615 |
| -0.714793873450959 |
| 0.468012546107835 |
| -1.24547547536464 |
| -1.16151044393222 |
| 1.93794371823022 |
| 0.475362123684178 |
| -2.08814777102067 |
| 1.67868151621451 |
| 0.263382140071232 |
| 1.16449063394688 |
| -0.0698628618017875 |
| -0.326947833656535 |
| -0.418336276082118 |
| 0.654813830287186 |
| -1.4041596801631 |
| 2.2015363026281 |
| -0.422626584134105 |
| -0.550046365288449 |
| -0.189343577613801 |
| 0.258525459194759 |
| 1.46432102198418 |
| 1.08458882765208 |
| 1.05077659461746 |
| 0.880077628838522 |
| 1.39905096291423 |
| -0.00770350151055686 |
| -0.528858983650585 |
| 0.459662244135374 |
| -0.601434899427821 |
| 0.122636791120319 |
| -1.04366474403689 |
| -0.0151693778924913 |
| 0.377813462154403 |
| 1.15506010256436 |
| -0.515862101590972 |
| -0.824842618440932 |
| -1.09192495745733 |
| -0.855978990222218 |
| -0.393919673559752 |
| 0.804494923947286 |
| 0.725956355115553 |
| -0.730265544208647 |
| -0.583406286332305 |
| -0.353944450541811 |
| -0.0226320935613353 |
| -0.486044516955416 |
