| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4538 | -0.0627 | -0.019 | -0.9651 | -0.2151 | -0.2499 | -0.6276 |
| (p-val) | (1e-04 ) | (0.5841 ) | (0.8664 ) | (0 ) | (0.4436 ) | (0.2445 ) | (0.0898 ) |
| Estimates ( 2 ) | 0.4564 | -0.0691 | 0 | -0.9668 | -0.2314 | -0.263 | -0.6069 |
| (p-val) | (1e-04 ) | (0.5276 ) | (NA ) | (0 ) | (0.399 ) | (0.2101 ) | (0.0917 ) |
| Estimates ( 3 ) | 0.4323 | 0 | 0 | -1.0271 | -0.2545 | -0.2898 | -0.5712 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.3445 ) | (0.1501 ) | (0.1006 ) |
| Estimates ( 4 ) | 0.4221 | 0 | 0 | -1 | 0 | -0.128 | -1.0758 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.3199 ) | (0.0464 ) |
| Estimates ( 5 ) | 0.4322 | 0 | 0 | -0.9999 | 0 | 0 | -0.9998 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0044 ) |
| 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 |
| -0.75123166071088 |
| 50.1015226389001 |
| 10.3628571962208 |
| -0.677651356808817 |
| 4.76671552339168 |
| -13.7949723076812 |
| 12.5204796018441 |
| -0.0839439368435434 |
| 0.0501280420730206 |
| 2.64646182244958 |
| -1.84403420925041 |
| 21.9924795824558 |
| -0.997314655389231 |
| -38.4411743329353 |
| -13.6630659130386 |
| -1.79202221093846 |
| 10.9717365119362 |
| 3.92308969152965 |
| 5.73054191936399 |
| 2.94893034337832 |
| 9.71209670082815 |
| -15.2650224016771 |
| -16.4166739592005 |
| -16.7440263732583 |
| 20.7656802036703 |
| -19.0159815882499 |
| -1.63636878241727 |
| 7.47515863754928 |
| -0.310696926739526 |
| 5.86157045256572 |
| 14.8998473697534 |
| 2.92856166129385 |
| 4.69074497678034 |
| 18.6014798066895 |
| -26.0623150692097 |
| 12.8951166207894 |
| -17.8538359029495 |
| 17.9365153627785 |
| 16.4896373143675 |
| 19.5049061408888 |
| -12.5662650345608 |
| 0.039227256889992 |
| 28.3575993091246 |
| -4.5100623999998 |
| 4.42769223964562 |
| 3.54590755500664 |
| -32.0244185306466 |
| 0.184479640877653 |
| 3.54955757081099 |
| -2.86119279614453 |
| -19.7637162499926 |
| -17.9982718284119 |
| 16.3154847653443 |
| 3.91618707804735 |
| 6.47491354842596 |
| 8.28713567227212 |
| 5.40287926664824 |
| 16.7812650716273 |
| 30.9260345448556 |
| 19.8694816559251 |
| 11.5642941813113 |
| 10.4286071716539 |
| -28.3730519603189 |
| -19.7172350220825 |
| -7.21635926769749 |
| 8.36954726767021 |
| 9.15756550466323 |
| 3.32134689117897 |
| 1.30625480837877 |
| 4.51970159592519 |
| -17.5976798315635 |
| 19.6196224486157 |
| 3.46910601797999 |
| 19.6582801623059 |
| 16.2598094039273 |
| -22.9361353589975 |
| 15.166492071433 |
| -0.644526671162106 |
| 1.61078543170196 |
| 3.71094534132448 |
| 0.406310118957143 |
| 1.57789424637371 |
| -8.70872764310405 |
| 3.02647303846466 |
| 10.1792153329818 |
| 14.3909212091012 |
| 5.44016318703476 |
| -4.93687772718709 |
| 1.3322254980925 |
| 1.47836066672018 |
| 1.32038845266995 |
| 4.38656839391118 |
| 0.673268564079346 |
| -2.57215387003796 |
