| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.193 | 0.2939 | 0.1239 | 0.122 | 0.2897 | -0.0626 | -0.5722 |
| (p-val) | (0.8619 ) | (0.4594 ) | (0.7103 ) | (0.9131 ) | (0.7854 ) | (0.8612 ) | (0.6026 ) |
| Estimates ( 2 ) | 0.3134 | 0.2544 | 0.0902 | 0 | 0.2797 | -0.0646 | -0.5627 |
| (p-val) | (0.0808 ) | (0.1263 ) | (0.6011 ) | (NA ) | (0.7901 ) | (0.8552 ) | (0.6033 ) |
| Estimates ( 3 ) | 0.3121 | 0.2597 | 0.0946 | 0 | 0.4284 | 0 | -0.7235 |
| (p-val) | (0.0787 ) | (0.1112 ) | (0.5786 ) | (NA ) | (0.5344 ) | (NA ) | (0.3128 ) |
| Estimates ( 4 ) | 0.3446 | 0.2765 | 0 | 0 | 0.5622 | 0 | -0.8472 |
| (p-val) | (0.039 ) | (0.0834 ) | (NA ) | (NA ) | (0.442 ) | (NA ) | (0.3892 ) |
| Estimates ( 5 ) | 0.3336 | 0.3003 | 0 | 0 | 0 | 0 | -0.2413 |
| (p-val) | (0.0486 ) | (0.0578 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.3086 ) |
| Estimates ( 6 ) | 0.4112 | 0.2435 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0072 ) | (0.1086 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0.5345 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (1e-04 ) | (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 |
| -1.80089985780789 |
| 8.15592092055045 |
| 3.46078790247018 |
| 7.86376325970335 |
| 10.051083354762 |
| -6.81141606867446 |
| 1.97187618599702 |
| -1.26394143327588 |
| -2.18179023362077 |
| 2.85823339935801 |
| -1.88846114801445 |
| -5.97403827454783 |
| 0.0561894742873881 |
| 5.04002363282456 |
| -7.74669454730165 |
| -7.85186344194756 |
| -9.18305407116676 |
| -3.39633589106195 |
| 6.58749826751579 |
| -0.255409386822966 |
| 7.1319707166344 |
| -8.08215119973946 |
| -0.338882579190594 |
| -2.47295722994107 |
| -6.45679138851881 |
| -10.0813111032608 |
| 8.36015454031443 |
| 0.652643529354332 |
| 5.23371368454036 |
| 1.08557712648371 |
| 3.20348593581194 |
| -12.5432086114812 |
| -0.105168894650238 |
| 9.66880937077658 |
| -1.73689866320986 |
| 5.53894258825827 |
| 3.12133473607247 |
| -4.17199434944609 |
| 14.5389425882583 |
| -1.5798063175486 |
| -10.9523425722119 |
| -0.161358368884172 |
| 3.6287857379649 |
| 3.42103377893004 |
| -3.1319707166344 |
| 7.43719962035231 |
| -0.0463935901506799 |
| 12.8182097664707 |
