| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -1.3133 | -1.2491 | -0.3624 | 0.598 | -0.0527 | -0.8005 | 0.598 |
| (p-val) | (0.4557 ) | (0.4244 ) | (0.8093 ) | (0.7726 ) | (0.8946 ) | (0.0116 ) | (0.7726 ) |
| Estimates ( 2 ) | -1.4291 | -1.3514 | -0.455 | 0.6202 | 0 | -0.7976 | 0.6202 |
| (p-val) | (0.5285 ) | (0.5102 ) | (0.8189 ) | (0.8305 ) | (NA ) | (0.0079 ) | (0.8305 ) |
| Estimates ( 3 ) | -0.9734 | -0.9384 | -0.0672 | 0 | 0 | -0.7882 | 0.7712 |
| (p-val) | (0.1102 ) | (0.0884 ) | (0.8993 ) | (NA ) | (NA ) | (0.009 ) | (0.2404 ) |
| Estimates ( 4 ) | -0.9088 | -0.8778 | 0 | 0 | 0 | -0.7965 | 0.7168 |
| (p-val) | (0.002 ) | (1e-04 ) | (NA ) | (NA ) | (NA ) | (0.0044 ) | (0.1268 ) |
| Estimates ( 5 ) | -0.6335 | -0.748 | 0 | 0 | 0 | -0.7243 | 0 |
| (p-val) | (0.0226 ) | (0.0116 ) | (NA ) | (NA ) | (NA ) | (0.0257 ) | (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 |
| 0.191999038869839 |
| -14.2216726975929 |
| 2.35669535580933 |
| 0.331979983165376 |
| 0.803831171691867 |
| 6.83691974915105 |
| -6.65549711443205 |
| -4.84621225289141 |
| -9.33900050547694 |
| -48.2343306622737 |
| -24.3592912248928 |
| 59.9136677158651 |
| -6.86505730491665 |
