| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2652 | -0.0708 | -0.1464 | -0.3939 | 0.737 | -0.1256 | -0.7307 |
| (p-val) | (0.4007 ) | (0.5281 ) | (0.1863 ) | (0.2059 ) | (0.0916 ) | (0.2871 ) | (0.1088 ) |
| Estimates ( 2 ) | 0.317 | 0 | -0.154 | -0.4651 | 0.7337 | -0.1513 | -0.7047 |
| (p-val) | (0.2599 ) | (NA ) | (0.158 ) | (0.0891 ) | (0.0717 ) | (0.1584 ) | (0.0958 ) |
| Estimates ( 3 ) | 0 | 0 | -0.1715 | -0.1526 | 0.7168 | -0.1527 | -0.699 |
| (p-val) | (NA ) | (NA ) | (0.0874 ) | (0.1582 ) | (0.061 ) | (0.1573 ) | (0.0779 ) |
| Estimates ( 4 ) | 0 | 0 | -0.1417 | 0 | 0.6441 | -0.1456 | -0.6353 |
| (p-val) | (NA ) | (NA ) | (0.1506 ) | (NA ) | (0.0907 ) | (0.1723 ) | (0.1032 ) |
| Estimates ( 5 ) | 0 | 0 | -0.1561 | 0 | -0.2178 | 0 | 0.2482 |
| (p-val) | (NA ) | (NA ) | (0.1098 ) | (NA ) | (0.8273 ) | (NA ) | (0.8022 ) |
| Estimates ( 6 ) | 0 | 0 | -0.1559 | 0 | 0 | 0 | 0.0234 |
| (p-val) | (NA ) | (NA ) | (0.11 ) | (NA ) | (NA ) | (NA ) | (0.8274 ) |
| Estimates ( 7 ) | 0 | 0 | -0.156 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.1097 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (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 |
| -0.236493005027621 |
| -4.93891480965441 |
| -3.95116239084637 |
| 1.9753875025203 |
| -1.7798512823075 |
| 2.37611897412902 |
| 0.311940513005736 |
| -7.15597025619578 |
| 8.46791076910932 |
| -1.41127366738798e-10 |
| 4.90820820490978 |
| 3.24776205176132 |
| 4.99999999991935 |
| -3.06417846121247 |
| 10.3119405129169 |
| -1.22014871767994 |
| -2.62388102585579 |
| -4.4402974353625 |
| -1.31194051292749 |
| 4.6880594870725 |
| 1.06417846121749 |
| 2.84402974353625 |
| -3.22014871768125 |
| 0.311940512927502 |
| -6.53208923060875 |
| 2.376118974145 |
| -2 |
| 1.90820820475374 |
| 9.46791076939125 |
| 3.6880594870725 |
| 1.46791076939125 |
| 11.4037323081738 |
| -4.37611897414499 |
| -5.84402974353625 |
| 6.55970256463751 |
| 5.22014871768124 |
| 9.06417846121749 |
| -6.22014871768125 |
| -6.06417846121749 |
| -3.44029743536249 |
| -0.0917917952462566 |
| 0.908208204753743 |
| 9.22014871768125 |
| 7.15597025646375 |
| -6.6880594870725 |
| -3.44029743536249 |
| 2.09179179524626 |
| -1.09179179524626 |
| 1.22014871768125 |
| 2.15597025646375 |
| -4 |
| 10.3119405129275 |
| -0.688059487072498 |
| 5.376118974145 |
| 4.55970256463751 |
| -1.15597025646375 |
| 0.935821538782506 |
| -1.53208923060875 |
| 7.84402974353625 |
| -6 |
| 1.6880594870725 |
| -4.75223794828999 |
| 0.0641784612174945 |
| 2.3119405129275 |
| -7.93582153878251 |
| 9.15597025646375 |
| -1.6880594870725 |
| -5.09179179524626 |
| 4.40373230817376 |
| 2.6880594870725 |
| 0.376118974144996 |
| -3.53208923060875 |
| -8.53208923060875 |
| 1.15597025646375 |
| 9.376118974145 |
| -7.40373230817376 |
| -5.84402974353625 |
| 1.55970256463751 |
| -8.93582153878251 |
| 5.06417846121749 |
| -7 |
| 2.75223794828999 |
| 5.93582153878251 |
| -6.09179179524626 |
| -3.376118974145 |
| 7.77985128231875 |
| 6.22014871768125 |
| 2.376118974145 |
| -5.90820820475374 |
| -7.90820820475374 |
| 4.46791076939125 |
| -2.09179179524626 |
| -2.40373230817376 |
| 2.623881025855 |
| 1.84402974353625 |
| 6.84402974353625 |
| -0.688059487072498 |
| -3.6880594870725 |
| 3.09179179524626 |
| -0.155970256463751 |
| -0.623881025855004 |
| 1.3119405129275 |
| -1 |
| 2 |
| 3.15597025646375 |
| -10.1559702564638 |
| -1.6880594870725 |
| -1.53208923060875 |
