| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0681 | 0.1867 | -0.0492 | 0.4308 | -0.9399 | -0.2457 | 0.9993 |
| (p-val) | (0.8977 ) | (0.3925 ) | (0.6833 ) | (0.4061 ) | (0 ) | (0.085 ) | (0.0826 ) |
| Estimates ( 2 ) | 0 | 0.1634 | -0.0506 | 0.3654 | -0.941 | -0.2453 | 1 |
| (p-val) | (NA ) | (0.2241 ) | (0.6701 ) | (0.0033 ) | (0 ) | (0.0855 ) | (0.0862 ) |
| Estimates ( 3 ) | 0 | 0.1614 | 0 | 0.3579 | -0.9447 | -0.2427 | 1.0001 |
| (p-val) | (NA ) | (0.2354 ) | (NA ) | (0.0035 ) | (0 ) | (0.0885 ) | (0.0788 ) |
| Estimates ( 4 ) | 0 | 0 | 0 | 0.3088 | -0.9423 | -0.3033 | 1.0002 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0033 ) | (0 ) | (0.0192 ) | (0.0724 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0.331 | -0.1496 | -0.1733 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0012 ) | (0.214 ) | (0.1402 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0.3181 | 0 | -0.1597 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0013 ) | (NA ) | (0.1782 ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0.3291 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (7e-04 ) | (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 |
| 0.0597999662128951 |
| 0.84662878620664 |
| -1.23805129133623 |
| 0.885156752365969 |
| 0.804416962927733 |
| -1.73659662880795 |
| 1.93440955308533 |
| -2.49091534804106 |
| 0.89103917808973 |
| 3.36907546032008 |
| 3.76544429031107 |
| 0.1842961004827 |
| 0.731108263504447 |
| 2.13663568313719 |
| -1.17321320243484 |
| -1.99600870698098 |
| 2.41179327432045 |
| 3.3789276145475 |
| -0.778637606602374 |
| 0.642538039913059 |
| 7.10062167141495 |
| 0.110588626734866 |
| 2.23529744674568 |
| 6.59399176594185 |
| 5.0774509357611 |
| 8.93696962004801 |
| -0.799040890888597 |
| -2.26598077703148 |
| 0.496455665634385 |
| 8.80250645910106 |
| -4.17633971114907 |
| -10.5750336060177 |
| -2.52026796633014 |
| -18.0073825038534 |
| 2.51049928161187 |
| -2.17494662044474 |
| 8.71959270971 |
| -4.89024812438659 |
| 0.275655692745608 |
| 4.42899399392684 |
| 7.67869621471668 |
| 0.428338536302964 |
| -8.68833258309322 |
| 5.02751613495683 |
| -5.11726195694067 |
| 6.21104862654226 |
| 1.19171043620832 |
| 3.80285053002404 |
| -1.15965779485705 |
| -2.27005930389073 |
| -1.62654767172615 |
| -0.397887204894754 |
| -0.437325365844882 |
| 3.40851551766138 |
| 4.76025277043258 |
| 1.53310180977563 |
| 4.37000493268677 |
| 1.21143065939151 |
| 4.67578859162203 |
| 5.55715213829211 |
| 6.8941279197596 |
| 3.10778502118802 |
| -4.58020201006 |
| 4.23951376473362 |
| -2.34300448058097 |
| -1.60334490080045 |
| -2.66357778074773 |
| 3.29862467671193 |
| -3.89991949068129 |
| -8.48867678891779 |
| 0.447332658054 |
| -3.5631347749768 |
