| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1049 | 0.13 | -0.1371 | -0.9237 | -0.0147 | -0.0343 | -0.9995 |
| (p-val) | (0.4737 ) | (0.3622 ) | (0.3187 ) | (0 ) | (0.9345 ) | (0.8516 ) | (0.0209 ) |
| Estimates ( 2 ) | 0.1027 | 0.1277 | -0.1363 | -0.9244 | 0 | -0.0277 | -0.9998 |
| (p-val) | (0.4747 ) | (0.3611 ) | (0.3198 ) | (0 ) | (NA ) | (0.8672 ) | (0.0122 ) |
| Estimates ( 3 ) | 0.1003 | 0.1256 | -0.1396 | -0.9232 | 0 | 0 | -1 |
| (p-val) | (0.4817 ) | (0.3658 ) | (0.3018 ) | (0 ) | (NA ) | (NA ) | (0.0099 ) |
| Estimates ( 4 ) | 0 | 0.1169 | -0.143 | -1.1171 | 0 | 0 | -1 |
| (p-val) | (NA ) | (0.4047 ) | (0.2928 ) | (0 ) | (NA ) | (NA ) | (0.0231 ) |
| Estimates ( 5 ) | 0 | 0 | -0.1491 | -1.1561 | 0 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (0.2773 ) | (0 ) | (NA ) | (NA ) | (0.0779 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -1.1134 | 0 | 0 | -1.0001 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0815 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | -0.9829 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
| -0.201495772702999 |
| -11.3400019538982 |
| 10.9272190204048 |
| -3.89041163700983 |
| 4.16303048580663 |
| 0.308512324249218 |
| 11.9002003733679 |
| 7.56898181074824 |
| 3.37192241904051 |
| -10.2039781851694 |
| 1.12804873835857 |
| -2.7819503761412 |
| 9.1174596776653 |
| 12.032432344505 |
| 3.48743145216592 |
| -5.6181992475455 |
| -4.06707647204309 |
| 5.49743401016974 |
| -7.87173065032561 |
| 0.357281462351981 |
| -2.22959857105356 |
| 3.49027700807077 |
| -5.65501619479299 |
| -9.40912850395061 |
| 15.1777470152335 |
| -5.56507754122207 |
| -7.09288463341003 |
| 6.86764100614091 |
| -9.62591150434642 |
| 6.42928395856747 |
| -10.2784590823146 |
| 1.45285281491172 |
| -6.70989216699535 |
| 0.221097549992618 |
| 4.0753079174218 |
| 18.3862275184539 |
| 9.2109718020317 |
| 4.67608518705448 |
| -7.2280732259349 |
| 0.593820317341087 |
| 1.12499451500879 |
| -4.99617437748183 |
| -0.0475904079090846 |
| -4.64707725343993 |
| 2.46003681709183 |
| 9.41472617930485 |
| 14.6408474195279 |
| 2.08078749515246 |
| -11.7958440510021 |
| -1.79328633431859 |
| -5.17578265609024 |
| -1.33587506040935 |
| -5.60037039128776 |
| 4.81246722113017 |
| 2.17250906904651 |
| 11.2708346785196 |
| 14.6714044287092 |
| 5.11558606821106 |
| 3.109869072465 |
| 6.0646574440848 |
