| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.134 | 0.1033 | -0.0653 | -0.9241 | 1.0444 | -0.046 | -0.9797 |
| (p-val) | (0.1653 ) | (0.2689 ) | (0.4886 ) | (0 ) | (0 ) | (0.6648 ) | (0 ) |
| Estimates ( 2 ) | 0.1329 | 0.1009 | -0.0731 | -0.9221 | 0.9959 | 0 | -0.9664 |
| (p-val) | (0.1679 ) | (0.2782 ) | (0.4331 ) | (0 ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | 0.1603 | 0.1179 | 0 | -0.9318 | 0.192 | 0 | -0.0474 |
| (p-val) | (0.1034 ) | (0.2119 ) | (NA ) | (0 ) | (0.8323 ) | (NA ) | (0.9588 ) |
| Estimates ( 4 ) | 0.1613 | 0.1188 | 0 | -0.9317 | 0.1453 | 0 | 0 |
| (p-val) | (0.0942 ) | (0.199 ) | (NA ) | (0 ) | (0.135 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.1666 | 0 | 0 | -0.9188 | 0.1416 | 0 | 0 |
| (p-val) | (0.0907 ) | (NA ) | (NA ) | (0 ) | (0.1482 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0.2007 | 0 | 0 | -0.9147 | 0 | 0 | 0 |
| (p-val) | (0.0351 ) | (NA ) | (NA ) | (0 ) | (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 |
| 0.00399999677117909 |
| 0.787034876626175 |
| 2.08757776597916 |
| -0.578869218511397 |
| 0.781029490264826 |
| -0.459569426244214 |
| -2.13347419518356 |
| 2.33138657423152 |
| 1.38510088012806 |
| 5.10249790014829 |
| 5.83290714283748 |
| 4.93949987427499 |
| 0.875843677444139 |
| -0.745085545107773 |
| -1.60399020596636 |
| -3.96303111525519 |
| -1.3188448544051 |
| -5.36808732719039 |
| 0.0018830006976183 |
| -4.27274411430196 |
| 3.66907082928291 |
| -3.36149660673276 |
| -2.44016910721722 |
| 3.80432197913453 |
| 1.05967787866799 |
| -0.504662508153661 |
| 0.963685985381107 |
| -5.87849181668316 |
| 2.411785684024 |
| -1.3368412093483 |
| -0.388843525124346 |
| 5.99426021909735 |
| -5.55343897179616 |
| -0.72996526340898 |
| -0.121680533625945 |
| 5.87180326569089 |
| 2.65324460765128 |
| -0.99308937820213 |
| -0.434850303123483 |
| 2.61485211252432 |
| -4.08644201981439 |
| 4.66779630767864 |
| -5.08933457382184 |
| -1.16935982675133 |
| -1.15861457550725 |
| -2.39329745040128 |
| 2.8731049789883 |
| -2.16027846360278 |
| 0.962952107183522 |
| -4.92923467740202 |
| 2.37594128704762 |
| -2.09943949097457 |
| 3.3256161985878 |
| 0.280596185154885 |
| 4.7219177644291 |
| -4.77433672840525 |
| 1.15802245537673 |
| 0.515727766757254 |
| 4.74248521564501 |
| 1.06730723173686 |
| 1.12654240200638 |
| -0.0683672087055398 |
| 4.27948406493164 |
| 7.66546186310809 |
| -0.259918674487365 |
| -3.00350939844488 |
| 2.45827734578994 |
| -3.37087279720162 |
| 2.14725350389336 |
| -4.76555276840894 |
| -0.0871577125426065 |
| -0.203794345962466 |
| 1.74200498763075 |
| 7.55060244485304 |
| 1.18342288552784 |
| 0.305329197803704 |
| -2.60919953465363 |
| -2.3063950994873 |
| -1.75476061457624 |
| -0.811662895858631 |
| 6.40493064036809 |
| 2.51980391685138 |
| -7.89269808601576 |
| 2.50789429885468 |
| 4.68866242437572 |
| -0.160344513494736 |
| 2.06010425256488 |
| -2.22642036286591 |
| -1.83678182010354 |
| -3.47390133226692 |
| -1.02396423073322 |
| 0.749573197823531 |
| -2.77688294486103 |
| -0.605055352389154 |
| 5.62233495615861 |
| 10.964902639637 |
| -1.63515647540012 |
| 4.682270412198 |
| 0.423681527432986 |
| 3.47883268710091 |
| -3.08940429127577 |
| 0.42029662894071 |
| -1.27723752844447 |
| -2.24296786105092 |
| 0.435916930420017 |
| 0.878674854721848 |
| 1.95657276119542 |
| 1.45005957041228 |
| 0.770041807786872 |
| 0.238653433397119 |
| 3.73828408973492 |
| -1.41868095781539 |
| -0.740736960190584 |
| 2.06135229497115 |
| -2.41693857885616 |
| 3.56348249915418 |
| 3.13471913561486 |
| 3.61934182839635 |
| 1.89949416693671 |
| 1.81750889351493 |
| 2.97670442570357 |
| 1.52139118078207 |
| 8.13981225012414 |
| -4.04981947310897 |
| -3.84161201383991 |
| 0.355047863499629 |
| 1.29692290494462 |
| -6.77702273288977 |
| 0.915327641817689 |
| -0.276371469064691 |
