| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3557 | 0.127 | 0.1816 | 0.0709 | 0.4536 | 0.5464 | 0.1188 |
| (p-val) | (0.5466 ) | (0.5356 ) | (0.147 ) | (0.9064 ) | (0.0732 ) | (0.0318 ) | (0.7837 ) |
| Estimates ( 2 ) | -0.2817 | 0.137 | 0.1774 | 0 | 0.5119 | 0.4881 | 0.0312 |
| (p-val) | (0.0092 ) | (6e-04 ) | (0.1202 ) | (NA ) | (0.0358 ) | (0.045 ) | (0.9222 ) |
| Estimates ( 3 ) | -0.0428 | 0.3618 | 0.3032 | 0 | 0.5231 | 0.4735 | 0 |
| (p-val) | (0.7369 ) | (0.001 ) | (0.0069 ) | (NA ) | (0 ) | (1e-04 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0.3654 | 0.2912 | 0 | 0.5221 | 0.4741 | 0 |
| (p-val) | (NA ) | (6e-04 ) | (0.0047 ) | (NA ) | (0 ) | (1e-04 ) | (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 ) |
| 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 |
| 53542.1656968567 |
| 61242.710838431 |
| 66543.90251996 |
| 100745.997897786 |
| 98854.3953456678 |
| 58175.5559207565 |
| 184593.52653931 |
| 168494.439506464 |
| -14253.7953931435 |
| -53671.106538223 |
| -31351.9083799479 |
| -23083.3097375846 |
| -4763.88512364757 |
| 33236.475684879 |
| 2986.92017438432 |
| -5783.8137021786 |
| 20094.9546637065 |
| 19729.6129644287 |
| 277984.646989373 |
| -177984.988130754 |
| -103955.893590817 |
| 57298.1132639673 |
| 70721.9177523002 |
| -107260.111291689 |
| -31711.7176541115 |
| -28327.2946270180 |
| 60624.3267929607 |
| 121347.309833624 |
| -210670.707058024 |
| 97096.8290784918 |
| -135062.65588014 |
| 185171.553679648 |
| 182750.611027058 |
| 86566.7688254244 |
| -13958.4260381003 |
| 45070.5344250198 |
| 3261.81496255985 |
| -57935.1567576681 |
| -82565.9806685415 |
| -48252.9043440255 |
| -79113.443621025 |
| -77642.6008390465 |
| -160265.574116062 |
| 164622.600360892 |
| 122250.230080728 |
| -21848.9355325515 |
| -82432.1808765625 |
| 22648.6245344552 |
| -24173.8299112768 |
| 95191.8295926123 |
| 59675.3866838291 |
| -222286.509884951 |
| 137237.478365563 |
| 4011.37654771679 |
| 18392.4555769339 |
| 63092.9592957045 |
| -4195.35616066516 |
| -44419.7293872379 |
| -30487.6430208671 |
| -43586.3280470778 |
| 19975.2014075198 |
| -49814.9553475564 |
| -49447.9686242668 |
| 52824.2227091291 |
| -27300.2216091149 |
| 21300.5622503338 |
| -10684.9781275252 |
| 81070.648053688 |
| -3312.52237147605 |
| -4235.91375870327 |
| -18663.4057259659 |
| -635.701735034818 |
