| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.4387 | 0.0452 | 0.5152 | 0.234 | -1.2881 | -0.6819 | 0.5738 |
| (p-val) | (0.0202 ) | (0.749 ) | (1e-04 ) | (0.2564 ) | (0.002 ) | (0.0024 ) | (0.3604 ) |
| Estimates ( 2 ) | -0.4719 | 0 | 0.4936 | 0.2559 | -1.2887 | -0.6776 | 0.5682 |
| (p-val) | (0.0038 ) | (NA ) | (0 ) | (0.1901 ) | (0.0024 ) | (0.0031 ) | (0.3655 ) |
| Estimates ( 3 ) | -0.4749 | 0 | 0.4589 | 0.2464 | -0.8611 | -0.4336 | 0 |
| (p-val) | (0.0062 ) | (NA ) | (0 ) | (0.2225 ) | (0 ) | (0.0039 ) | (NA ) |
| Estimates ( 4 ) | -0.304 | 0 | 0.4635 | 0 | -0.8413 | -0.4013 | 0 |
| (p-val) | (0.0084 ) | (NA ) | (2e-04 ) | (NA ) | (0 ) | (0.0082 ) | (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 |
| -57.1196688693435 |
| -1444.38263176236 |
| 1523.40924395702 |
| -11.3212065996210 |
| 436.57093114134 |
| -1535.05968493961 |
| 1088.30765400361 |
| 389.941894394174 |
| 228.974148452869 |
| 652.111550015364 |
| -382.001488273171 |
| -890.336729986208 |
| 130.107385924472 |
| -75.7491133890113 |
| -846.72542879501 |
| -421.461710465487 |
| 496.766324563835 |
| 202.318953568111 |
| 1049.99917178943 |
| -1482.69395964064 |
| -293.735674942605 |
| 536.990986501165 |
| 654.633461598882 |
| -1538.14380612421 |
| -1035.52098832288 |
| 370.318009949475 |
| -1905.49573357163 |
| 1522.30573304140 |
| 1309.76295749688 |
| -347.667718804907 |
| 1132.50658660507 |
| -140.164083151992 |
| 720.982767882813 |
| -1833.01238187860 |
| -3451.06527075032 |
| -1415.74685964903 |
| -930.35593789003 |
| -1620.31061857605 |
| 680.190658568851 |
| 419.029515106174 |
| 626.103727242329 |
| -1294.27250268378 |
| 873.826597864482 |
| -739.741745162723 |
| 1069.00340051097 |
| -39.5203373225086 |
| 529.945616433325 |
| 2192.35334305422 |
| -1300.37674721086 |
| 218.839604838158 |
| 632.563990358201 |
| 860.576589524251 |
| 853.35767246741 |
| 2758.62499403038 |
| -994.5769299333 |
| 326.234822554157 |
| -2020.49713174889 |
| -1098.45712594598 |
