| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3998 | -0.2682 | -0.1206 | -0.8313 | 0.2135 | -0.0717 | -0.9999 |
| (p-val) | (0.0137 ) | (0.0926 ) | (0.3605 ) | (0 ) | (0.2017 ) | (0.7007 ) | (0.0145 ) |
| Estimates ( 2 ) | -0.3937 | -0.2865 | -0.1234 | -0.8329 | 0.2267 | 0 | -1 |
| (p-val) | (0.0129 ) | (0.0524 ) | (0.3463 ) | (0 ) | (0.167 ) | (NA ) | (0.0022 ) |
| Estimates ( 3 ) | -0.3311 | -0.2169 | 0 | -0.8646 | 0.2029 | 0 | -1 |
| (p-val) | (0.0194 ) | (0.0828 ) | (NA ) | (0 ) | (0.1983 ) | (NA ) | (9e-04 ) |
| Estimates ( 4 ) | -0.2753 | -0.2151 | 0 | -1.1556 | 0 | 0 | -0.7726 |
| (p-val) | (0.0483 ) | (0.0945 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0029 ) |
| Estimates ( 5 ) | -0.1812 | 0 | 0 | -1.1085 | 0 | 0 | -0.9975 |
| (p-val) | (0.141 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.1704 ) |
| Estimates ( 6 ) | -0.3481 | 0 | 0 | -0.9447 | 0 | 0 | 0 |
| (p-val) | (0.0028 ) | (NA ) | (NA ) | (0 ) | (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 |
| -22.8682780790984 |
| -194.162646444220 |
| -354.909660003803 |
| 800.77851833299 |
| -551.35171911475 |
| -217.793839333871 |
| 318.564659326081 |
| -711.528714164104 |
| -149.718812107888 |
| -185.666423308302 |
| 271.271895327695 |
| 433.559020262169 |
| 477.959370104864 |
| 160.511985164604 |
| -368.774760576308 |
| 182.471994115529 |
| 676.144902796924 |
| 24.4469644584129 |
| 474.341662839196 |
| -401.376703857687 |
| 505.15877563312 |
| -104.548222337364 |
| 490.152833213104 |
| 636.918894145997 |
| 575.74122814786 |
| 266.454617047441 |
| 99.444046071222 |
| -388.524156176522 |
| -1163.68293848266 |
| 2249.17022778118 |
| 102.667548091755 |
| -816.299252955025 |
| 755.911729775306 |
| 198.661470109549 |
| 265.763551128631 |
| 307.138458303894 |
| 219.361887611484 |
| 114.861381667927 |
| -43.3408932662295 |
| -515.787121621791 |
| -1064.18441796890 |
| 588.372705341206 |
| 2466.88952115096 |
| 91.653847017021 |
| -101.740576817716 |
| 217.783551695921 |
| 336.805118090844 |
| -101.576378029384 |
| 145.515937084008 |
| 404.522841761899 |
| -264.252425512562 |
| 744.1594567677 |
| -28.8136792075411 |
| -843.079526965256 |
| -901.518110833116 |
| 3717.21535492375 |
| 193.912693455414 |
| 329.201752039766 |
| -234.584309410653 |
| -92.4072339049361 |
| -134.536567037993 |
| -259.947133306788 |
| -270.416087180153 |
| -44.3903539923082 |
| -54.01260735164 |
| -698.024714474723 |
| -140.637260522021 |
| -78.5236583749116 |
| 1328.47272722394 |
| 534.286477427366 |
| 176.870244961637 |
| 144.117547275019 |
