| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 |
| Estimates ( 1 ) | -0.3856 | 0.1915 | 0.1879 | 0.4147 | -0.6947 | -0.5456 |
| (p-val) | (0.2831 ) | (0.0654 ) | (0.0973 ) | (0.2457 ) | (0 ) | (0 ) |
| Estimates ( 2 ) | 0 | 0.1744 | 0.1069 | 0.0324 | -0.6996 | -0.5431 |
| (p-val) | (NA ) | (0.0751 ) | (0.3115 ) | (0.7472 ) | (0 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0.1756 | 0.1076 | 0 | -0.6997 | -0.549 |
| (p-val) | (NA ) | (0.0728 ) | (0.3083 ) | (NA ) | (0 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0.1749 | 0 | 0 | -0.7235 | -0.533 |
| (p-val) | (NA ) | (0.0748 ) | (NA ) | (NA ) | (0 ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0 | -0.7222 | -0.5104 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) |
| Estimated ARIMA Residuals |
| Value |
| 150.790688775846 |
| -6258.83534189665 |
| 1179.70002837875 |
| 12383.4735350986 |
| 6452.27270900916 |
| 17925.4944763725 |
| 9257.68433920925 |
| -11723.3498644816 |
| 9730.29130029668 |
| 1936.54617702668 |
| -13491.8770530529 |
| -13575.4890229713 |
| 16045.3501201983 |
| 31348.045275449 |
| 7731.3341195073 |
| 22856.4486960203 |
| 9073.2631337878 |
| 9741.59405237557 |
| 1332.23572230402 |
| -4628.33356110052 |
| -4607.73974806942 |
| 10468.3136697059 |
| 3481.88214736408 |
| 25028.6738442344 |
| 43679.0460797915 |
| 3133.96300715266 |
| 49119.3221578365 |
| -29338.6167794636 |
| -34798.4849473318 |
| -18302.9667882799 |
| -11186.9532031470 |
| -30966.7969435158 |
| 7455.0861209843 |
| 8399.08769635226 |
| -7128.66714707987 |
| -710.3526687469 |
| 38360.0693181986 |
| -86558.4287678845 |
| -14187.9571747546 |
| 3452.42288668084 |
| -5961.29547826464 |
| 10305.4208935305 |
| 17920.5309412364 |
| 1516.14971428292 |
| 160300.016991544 |
| 12283.5231099274 |
| -7608.94694452296 |
| -8111.9760189687 |
| -51104.480478478 |
| 14051.3976851153 |
| -26934.501973342 |
| 8297.05855141608 |
| 7997.75560146061 |
| -11323.2347058055 |
| -29104.6052892639 |
| -8804.79506817229 |
| -36655.7461215054 |
| -21480.2013942902 |
| 22717.8851070332 |
| -49675.4810209872 |
| -43007.5042557363 |
| 17078.2355867197 |
| -31075.4428611256 |
| 20753.5566469650 |
| -866.61457864198 |
| 12546.4353825002 |
| 53033.941150139 |
| 11101.0470118611 |
| -27479.2194387895 |
| -22585.9201086563 |
| 17607.2507747408 |
| 326551.315645887 |
| -14702.2973393577 |
| 29501.4682467813 |
| 30906.0918468706 |
| -11697.8693797096 |
| 19443.5659647436 |
| 9599.18339880255 |
| 3414.58835532525 |
| 24385.1665443376 |
| -55436.4896111982 |
| 24357.0626776376 |
| 9597.46988149706 |
| -71563.4063280716 |
| 6914.44503835373 |
| 12057.6240025949 |
| -8581.25723332376 |
| -23608.2928407493 |
| -30894.6657060471 |
| -6201.06970316944 |
| -18465.4746948189 |
| -18944.3321613762 |
| 16396.3058775606 |
| -545.771753456022 |
| -34797.1597979204 |
| -61904.9006746859 |
| -20410.1549297337 |
| 9854.80042974788 |
| 1357.59845540812 |
| -22560.9540910830 |
| -12724.6492980212 |
| 1756.58704714364 |
| -7765.37726810927 |
| -10338.4454327962 |
| -19622.9718791054 |
