| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0511 | 0.1364 | 0.1759 | -0.9041 | 0.1271 | 0.412 | -0.9998 |
| (p-val) | (0.7883 ) | (0.3813 ) | (0.2284 ) | (0 ) | (0.4865 ) | (0.0215 ) | (0 ) |
| Estimates ( 2 ) | 0 | 0.1804 | 0.1578 | -1.095 | -1.246 | -0.2543 | 0.8803 |
| (p-val) | (NA ) | (0.2217 ) | (0.262 ) | (0 ) | (0 ) | (0.1566 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0.1352 | 0 | -0.8627 | -1.2279 | -0.2371 | 0.8785 |
| (p-val) | (NA ) | (0.3691 ) | (NA ) | (0 ) | (0 ) | (0.1897 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0 | 0 | -0.8186 | -1.2581 | -0.2679 | 0.8776 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (0.1391 ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -0.8173 | -0.8996 | 0 | 0.4974 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (NA ) | (0.0414 ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -91.1475831101418 |
| 3191.70076344886 |
| 186.420832178535 |
| 1551.41923050192 |
| -4053.14525094508 |
| -4008.40813943365 |
| -2210.34307005149 |
| -3182.18447661441 |
| 1612.61733885679 |
| -2301.27794492866 |
| -2274.41525718033 |
| -184.866519272788 |
| -2911.80919835810 |
| -1221.06779801107 |
| 44.9629983101043 |
| -1518.46010720338 |
| -1875.13370229434 |
| 1734.20874368946 |
| 1321.89661555796 |
| 1532.17626513939 |
| 3534.08201101741 |
| 1088.84641886464 |
| 119.492096396497 |
| 4971.00439645831 |
| -4406.91198216179 |
| -703.832607747211 |
| 5673.06203477052 |
| 1701.03716054216 |
| -379.721763377064 |
| 2233.71212843888 |
| -2872.27424651272 |
| 1929.66476784448 |
| -158.133808234423 |
| -435.919599741579 |
| 3339.41753468367 |
| 989.614066548975 |
| 1034.09478315732 |
| -510.586049492957 |
| -2507.20518055840 |
| -40.0021055190332 |
| 708.871583948425 |
| 2786.52638528739 |
| -1913.76165852943 |
| 465.133936624967 |
| -194.383367414881 |
| -4380.87022931206 |
| 400.136275544235 |
| -3526.63333890957 |
| 4319.46755730425 |
| 1064.82724325686 |
| 918.769587123615 |
| -3585.09121522936 |
| 5000.19175486618 |
| -1486.95104913268 |
| 1217.21496918984 |
| 99.3919142506535 |
| -1776.78522836224 |
| 1250.50322548088 |
| -638.43473021235 |
| -1374.32766213045 |
| 830.30691886546 |
| 1310.38202272583 |
| 1058.16061934068 |
| 1640.02327705461 |
| 253.316685742519 |
| -157.724196231083 |
| 1643.63687170881 |
| -424.776954581466 |
