| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.6081 | -0.0627 | 0.4543 | -0.665 | 0.44 | 0.3609 | -0.9999 |
| (p-val) | (6e-04 ) | (0.7224 ) | (0.0069 ) | (0 ) | (0.0278 ) | (0.1184 ) | (0.0068 ) |
| Estimates ( 2 ) | 0.5788 | 0 | 0.4206 | -0.6595 | 0.4319 | 0.3647 | -1.0033 |
| (p-val) | (9e-04 ) | (NA ) | (0.0078 ) | (1e-04 ) | (0.1304 ) | (0.2166 ) | (0 ) |
| Estimates ( 3 ) | 0.5841 | 0 | 0.4009 | -0.6827 | -0.5329 | 0 | 0.0719 |
| (p-val) | (2e-04 ) | (NA ) | (0.006 ) | (0 ) | (0.2324 ) | (NA ) | (0.8966 ) |
| Estimates ( 4 ) | 0.5795 | 0 | 0.4057 | -0.6761 | -0.4769 | 0 | 0 |
| (p-val) | (1e-04 ) | (NA ) | (0.0043 ) | (0 ) | (0.0031 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 4.81625124989096 |
| -40.7405859454576 |
| -4127.43177901184 |
| 1538.09680321135 |
| 3093.59359712013 |
| 1791.43203957305 |
| 447.326213633494 |
| 2706.45844677902 |
| 1355.37591997818 |
| -738.505051596789 |
| 909.216486212919 |
| -2312.39178409079 |
| 2487.78213425067 |
| 2011.69396697183 |
| 83.9377846766223 |
| 728.623121090734 |
| 772.394753576827 |
| 641.197212963218 |
| 452.674952010586 |
| 1046.66172581520 |
| -877.777839412817 |
| -1708.20887990002 |
| 671.279888297017 |
| -552.85740161756 |
| 961.130246165213 |
| 772.299425920204 |
| -1653.53156764065 |
| 570.783234206145 |
| -821.217717903705 |
| 717.482501498676 |
| 1059.92691958277 |
| 1082.60738373741 |
| -2466.13097677612 |
| 4305.80738228721 |
| 1104.50486345819 |
| 1167.88452306055 |
| -1599.77034270801 |
| -1065.92135163817 |
| 1342.58123044124 |
| 2387.34080062424 |
| 790.258274022624 |
| 1702.75050267666 |
| -454.555481312378 |
| 458.414819644545 |
| 846.858198637233 |
| 719.172892236993 |
| 1192.9941395174 |
| 1056.21126544710 |
| -836.055995202895 |
