| 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 |
| 867.887509505211 |
| -2250.28069676076 |
| 33618.3570398550 |
| 9954.34467606629 |
| 354.19173153525 |
| 18882.4063857050 |
| 20229.4310873144 |
| 268402.416151264 |
| -113346.926118834 |
| -45016.3941980673 |
| 35069.8612498888 |
| 58531.0958011903 |
| -77256.3771257806 |
| -31473.5945834065 |
| -52391.0075182321 |
| 32854.9847993680 |
| 101107.732844000 |
| -176275.960400893 |
| 79531.8844457594 |
| -176414.251618811 |
| 151290.579592969 |
| 167731.594072401 |
| 143237.122503809 |
| 80251.9664432193 |
| 118735.726196695 |
| 75035.8258514422 |
| 19198.3084889299 |
| -36364.5639798847 |
| -36170.5787601385 |
| -109567.395076199 |
| -100783.336067031 |
| -149267.403955552 |
| 38947.3511523581 |
| 58613.0601346168 |
| 16074.4602556389 |
| -41563.0049451506 |
| -15970.596469234 |
| -47563.9548284742 |
| 59595.3577509129 |
| 65897.8405210807 |
| -166489.283208111 |
| 46312.3270186926 |
| -15952.872342146 |
| -87780.652231175 |
| 134744.172684142 |
| 75232.812196889 |
| 24408.7558701518 |
| -15406.1404274264 |
| -3766.75352115813 |
| 27197.2239798236 |
| -46777.2890164611 |
| -82472.8212389017 |
| -35154.718472515 |
| -46946.8699812614 |
| -43641.5364342392 |
| -54920.7084749253 |
| 54905.4038614514 |
| -10509.5840596962 |
| -13706.8046613529 |
| -42347.6087745922 |
| -28990.4687416657 |
