| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3976 | 0.0754 | 0.2011 | 0.1714 | -0.706 | -0.3932 | 0.1477 |
| (p-val) | (0.4482 ) | (0.6763 ) | (0.1141 ) | (0.7473 ) | (0.2508 ) | (0.1628 ) | (0.826 ) |
| Estimates ( 2 ) | -0.405 | 0.0792 | 0.1964 | 0.1828 | -0.5728 | -0.3371 | 0 |
| (p-val) | (0.4542 ) | (0.6611 ) | (0.1191 ) | (0.7385 ) | (0 ) | (0.037 ) | (NA ) |
| Estimates ( 3 ) | -0.2294 | 0.1174 | 0.1825 | 0 | -0.5663 | -0.3336 | 0 |
| (p-val) | (0.0764 ) | (0.3664 ) | (0.1455 ) | (NA ) | (0 ) | (0.0389 ) | (NA ) |
| Estimates ( 4 ) | -0.2504 | 0 | 0.1574 | 0 | -0.5771 | -0.3519 | 0 |
| (p-val) | (0.0522 ) | (NA ) | (0.201 ) | (NA ) | (0 ) | (0.0269 ) | (NA ) |
| Estimates ( 5 ) | -0.2308 | 0 | 0 | 0 | -0.5816 | -0.3513 | 0 |
| (p-val) | (0.0729 ) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0258 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.599 | -0.4034 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (0.008 ) | (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 |
| 221.114422853728 |
| -538.308881293121 |
| 7737.06071284906 |
| 1937.35298327409 |
| 3.3416323640987 |
| 5094.27126551264 |
| 4139.5962415987 |
| 53754.5807036735 |
| -24955.117438707 |
| -7277.45376137881 |
| 16096.6963779443 |
| 6048.17419872984 |
| -17573.9045200179 |
| -4356.52061010803 |
| -11531.0027015825 |
| 5421.91009710594 |
| 21384.0313858023 |
| -40246.7377728038 |
| 20054.0546382438 |
| -33216.6945003095 |
| 26493.722401323 |
| 38842.6286130917 |
| 23781.6303349412 |
| 22996.6548677136 |
| 30652.6472591777 |
| 18776.243910306 |
| 6552.15426462882 |
| -4697.16825731282 |
| -5604.45507440801 |
| -23416.3900091153 |
| -21407.1575712903 |
| -30483.4615292691 |
| 6330.4647839063 |
| 10143.227004815 |
| -500.081486848103 |
| -6990.71042611177 |
| -2025.75273848114 |
| -11356.2998902176 |
| 12938.8762693161 |
| 14022.3081839885 |
| -37986.0587384995 |
| 13264.3328184866 |
| -3084.88259123966 |
| -23842.4653510761 |
| 32125.1962166807 |
| 13478.256984451 |
| 1838.17224723342 |
| 2340.96100448108 |
| 40.154400905124 |
| 6568.47239037984 |
| -10323.4115619447 |
| -18029.7240692072 |
| -6745.95280524122 |
| -11315.0864881102 |
| -11366.6204686721 |
| -11408.6231856564 |
| 10262.6357383565 |
| -4353.44744077624 |
| -4285.53909794557 |
| -7649.75252442461 |
| -7651.35050747628 |
