| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3995 | 0.0639 | 0.1858 | 0.1506 | -0.7323 | -0.3971 | 0.183 |
| (p-val) | (0.4771 ) | (0.7441 ) | (0.1433 ) | (0.7911 ) | (0.2421 ) | (0.1575 ) | (0.7882 ) |
| Estimates ( 2 ) | -0.2546 | 0.0995 | 0.1779 | 0 | -0.7335 | -0.3965 | 0.1899 |
| (p-val) | (0.0521 ) | (0.4567 ) | (0.1662 ) | (NA ) | (0.2436 ) | (0.1556 ) | (0.7814 ) |
| Estimates ( 3 ) | -0.2494 | 0.1067 | 0.1698 | 0 | -0.5607 | -0.3248 | 0 |
| (p-val) | (0.0543 ) | (0.4148 ) | (0.1758 ) | (NA ) | (0 ) | (0.0447 ) | (NA ) |
| Estimates ( 4 ) | -0.271 | 0 | 0.1451 | 0 | -0.5702 | -0.3405 | 0 |
| (p-val) | (0.0345 ) | (NA ) | (0.2359 ) | (NA ) | (0 ) | (0.0326 ) | (NA ) |
| Estimates ( 5 ) | -0.2532 | 0 | 0 | 0 | -0.574 | -0.3376 | 0 |
| (p-val) | (0.0476 ) | (NA ) | (NA ) | (NA ) | (0 ) | (0.033 ) | (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 |
| 867.887509505204 |
| -2250.28069475706 |
| 33618.356965784 |
| 9954.34444592902 |
| 354.191747925620 |
| 18882.4059848456 |
| 20229.4309143634 |
| 268402.415800735 |
| -113346.928018808 |
| -45016.3930870888 |
| 35069.8581927414 |
| 58531.0974683435 |
| -77256.37719663 |
| -31473.5947870219 |
| -52391.0075621489 |
| 32854.9859435725 |
| 101107.732677222 |
| -176275.960473942 |
| 79531.885537752 |
| -176414.252881799 |
| 151290.583018155 |
| 167731.591284544 |
| 143237.123984833 |
| 80251.9641959216 |
| 118735.723920888 |
| 75035.8242647686 |
| 19198.3069299239 |
| -36364.565244121 |
| -36170.5788957657 |
| -109567.395737977 |
| -100783.334905072 |
| -149267.404560060 |
| 38947.3539988643 |
| 58613.0612764424 |
| 16074.4618904611 |
| -41563.0054471834 |
| -15970.5960147386 |
| -47563.9543407556 |
| 59595.3586354662 |
| 65897.8398819312 |
| -166489.283404707 |
| 46312.3277180123 |
| -15952.8741348381 |
| -87780.6497165994 |
| 134744.171799582 |
| 75232.8110734522 |
| 24408.7565122573 |
| -15406.1428224565 |
| -3766.75426023186 |
| 27197.2235783702 |
| -46777.2891917652 |
| -82472.8205054209 |
| -35154.7186673461 |
| -46946.8689402549 |
| -43641.5350003634 |
| -54920.7077875747 |
| 54905.4050480593 |
| -10509.5838823069 |
| -13706.8037712772 |
| -42347.6091932919 |
| -28990.4681222014 |
