| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2393 | 0.0021 | 0.1914 | -0.4023 | 0.1319 | -0.102 | -0.814 |
| (p-val) | (0.7849 ) | (0.9971 ) | (0.4778 ) | (0.6496 ) | (0.5803 ) | (0.5599 ) | (0.0187 ) |
| Estimates ( 2 ) | -0.2424 | 0 | 0.1904 | -0.3991 | 0.1323 | -0.1019 | -0.8145 |
| (p-val) | (0.1792 ) | (NA ) | (0.0735 ) | (0.0201 ) | (0.578 ) | (0.5602 ) | (0.0184 ) |
| Estimates ( 3 ) | -0.2636 | 0 | 0.1914 | -0.3946 | 0 | -0.1608 | -0.6742 |
| (p-val) | (0.1218 ) | (NA ) | (0.069 ) | (0.0176 ) | (NA ) | (0.229 ) | (0 ) |
| Estimates ( 4 ) | -0.3113 | 0 | 0.2084 | -0.3611 | 0 | 0 | -0.7546 |
| (p-val) | (0.0478 ) | (NA ) | (0.0396 ) | (0.0225 ) | (NA ) | (NA ) | (0 ) |
| 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 |
| -0.122318239016139 |
| -0.519235209057158 |
| 1.05866472368289 |
| 0.644048987220774 |
| -6.8455231549231 |
| -0.374360420019414 |
| 0.687102208319547 |
| -0.494045811652709 |
| 0.460049456801159 |
| 3.16998637470719 |
| 3.30611953603701 |
| -0.338302574096108 |
| -1.05814021228625 |
| -5.93604634880581 |
| 0.277425892000383 |
| 1.65746172194017 |
| -1.88692475395645 |
| -2.88875369034999 |
| 1.28844616247094 |
| 2.53483515172846 |
| 3.89183836116654 |
| -3.38099858076282 |
| 0.0370118839439086 |
| -1.99749125031808 |
| 1.167598067317 |
| 4.15830177562593 |
| 5.20868704354928 |
| -6.44269298036124 |
| -1.24561866239901 |
| 0.461354396317533 |
| -1.49456986742071 |
| -0.168569007568075 |
| -2.0822003851669 |
| 3.35707715265392 |
| 2.68091513079281 |
| 2.38585853024162 |
| -2.78615119343564 |
| 1.2451654785743 |
| 1.88023174398761 |
| -2.55591395181086 |
| -1.4781370252742 |
| 2.27302064601779 |
| -0.737151893284783 |
| 5.4786232525659 |
| -4.13608438995368 |
| 1.31527520839499 |
| 0.441928134942051 |
| -5.05547573482571 |
| -3.49367083101399 |
| 12.0535886373161 |
| -3.10678026188367 |
| -1.6716431855042 |
| 0.594430319254963 |
| -2.84121971991955 |
| -1.2435536116509 |
| 1.72689326364717 |
| -1.03339298900536 |
| 1.28647785717259 |
| -7.07642151184599 |
| -1.86330244148686 |
| -10.3750314479497 |
| -0.180877249084544 |
| -4.27492686047734 |
| 1.61069780594705 |
| -0.92353881076236 |
| -1.1990602610673 |
| 5.94292014183007 |
| 1.53968796158136 |
| 0.873189170684315 |
| 2.86343905876435 |
| 1.16299347623385 |
| 3.74338046375123 |
| 1.3937507913717 |
| 2.08312008988185 |
| 2.03859665331082 |
| 1.2588136510818 |
| -1.63178602330174 |
| 5.45677322841045 |
| -0.774666834284589 |
| 0.312801438634495 |
| 3.77072373990406 |
| 1.47990098540474 |
| -0.545437388632699 |
| -4.7060257938619 |
| 5.62331483413731 |
| 4.10864464550743 |
| 3.79499044504397 |
| -1.4102314979794 |
| 0.0812506725772551 |
| -8.10525406377502 |
| -3.10276581637781 |
| -1.93602980654808 |
