| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 |
| Estimates ( 1 ) | -0.6386 | -0.3238 | 0.2613 | -0.1224 | -0.5097 | -0.1361 |
| (p-val) | (0.3078 ) | (0.5523 ) | (0.4994 ) | (0.8534 ) | (0.0195 ) | (0.4688 ) |
| Estimates ( 2 ) | -0.7526 | -0.4211 | 0.1919 | 0 | -0.4957 | -0.1308 |
| (p-val) | (0 ) | (0.038 ) | (0.1904 ) | (NA ) | (0.0161 ) | (0.4834 ) |
| Estimates ( 3 ) | -0.7529 | -0.4281 | 0.1864 | 0 | -0.4452 | 0 |
| (p-val) | (0 ) | (0.0287 ) | (0.1997 ) | (NA ) | (0.0127 ) | (NA ) |
| Estimates ( 4 ) | -0.8882 | -0.6165 | 0 | 0 | -0.5087 | 0 |
| (p-val) | (0 ) | (0 ) | (NA ) | (NA ) | (0.0024 ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -40.0773145770015 |
| -944.3090675283 |
| -755.493006161797 |
| -864.171968020738 |
| -748.594746897021 |
| 655.776034094448 |
| 241.710863914870 |
| -89.761185014749 |
| -2266.58800397020 |
| -538.343157794077 |
| -527.154113675421 |
| -454.253954904547 |
| 461.308328061409 |
| 101.363641675860 |
| -118.120368669388 |
| 1228.38045657721 |
| 13.0747418678968 |
| -101.150393286875 |
| -122.257508682854 |
| -262.014772446559 |
| 188.636887179756 |
| 246.530098588317 |
| -140.991669811856 |
| -458.889264792147 |
| -223.296626512760 |
| 359.568221176066 |
| -440.776766237153 |
| 492.026140438708 |
| -666.667505337468 |
| 266.241377259319 |
| 28.0602660582081 |
| -258.428435565225 |
| 826.31655655241 |
| 62.1838154439847 |
| 71.3851824921149 |
| 766.66827525525 |
| -351.449632349837 |
| 326.252841422085 |
| 812.534768167345 |
| 580.844218543327 |
| -1172.41707607847 |
| 1106.19568989441 |
| -143.280782777419 |
| 1013.24827178323 |
| -528.346735198787 |
| -78.6395384033913 |
| 503.980717068289 |
| 725.643853242509 |
| -358.432838164363 |
| -846.688073021162 |
| 245.166243246207 |
| 527.297038078363 |
| 155.047731508594 |
