| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2731 | 0.1846 | 0.3439 | -0.9701 | 1.1007 | -0.1035 | -0.9571 |
| (p-val) | (0.0125 ) | (0.0773 ) | (0.0014 ) | (0 ) | (0 ) | (0.3978 ) | (0 ) |
| Estimates ( 2 ) | 0.0237 | 0.0142 | 0.2204 | -0.748 | 0.9659 | 0 | -0.8374 |
| (p-val) | (0.9507 ) | (0.9606 ) | (0.3139 ) | (0.0392 ) | (0 ) | (NA ) | (4e-04 ) |
| Estimates ( 3 ) | 0.0064 | 0 | 0.2114 | -0.7313 | 0.9657 | 0 | -0.8364 |
| (p-val) | (0.9678 ) | (NA ) | (0.0715 ) | (0 ) | (0 ) | (NA ) | (4e-04 ) |
| Estimates ( 4 ) | 0 | 0 | 0.2093 | -0.7272 | 0.9658 | 0 | -0.8368 |
| (p-val) | (NA ) | (NA ) | (0.0459 ) | (0 ) | (0 ) | (NA ) | (3e-04 ) |
| 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 ) |
| Estimated ARIMA Residuals |
| Value |
| 2.86299714494151 |
| -123.913687840083 |
| 217.170620550640 |
| 214.614855922045 |
| 172.650631297314 |
| 1402.88753820127 |
| -20.6110954445183 |
| 248.936107077753 |
| 601.238861284369 |
| -138.267363607532 |
| 419.497957367196 |
| -266.266358296905 |
| -31.0452027764044 |
| -388.310098161514 |
| 367.171635065545 |
| -286.255570122077 |
| 152.166764719757 |
| -197.671403660485 |
| -162.05797825923 |
| -148.617579382757 |
| -616.05831491638 |
| -111.358571576784 |
| 165.867334943879 |
| -214.460987890471 |
| -58.5628286778946 |
| -351.608540703302 |
| -537.138781146381 |
| 111.571398213017 |
| 169.026456037449 |
| 705.49782202415 |
| 212.90363112109 |
| -46.0586621478374 |
| -874.938826767526 |
| 12.7823105971043 |
| -394.877269654345 |
| 20.7620895583039 |
| 430.113810671009 |
| -442.326123132946 |
| -398.151337548027 |
| -473.998284604752 |
| 815.574420838393 |
| -406.535216433596 |
| 644.530528834287 |
| -274.506982771206 |
| 398.929779864173 |
| 518.675462467046 |
| -45.7641018589190 |
| 226.464631768543 |
| -465.732534814835 |
| -225.628265055560 |
| 61.399645005288 |
| 49.4378322584184 |
| -369.510042372525 |
| 100.370868931010 |
| 556.903304320096 |
| -114.211346329720 |
| 453.758906888818 |
| -130.939947554929 |
| -94.423805601874 |
| 156.414594261453 |
| -3.98899852641174 |
| -172.668429265372 |
| 767.623685250571 |
| 1027.23989743045 |
| -275.71325721542 |
| 592.836200280786 |
| -834.997083237406 |
| -167.823645087657 |
| 1094.26823025204 |
| -540.196425382764 |
| -614.079509204028 |
| -311.00941816173 |
| 634.5591210211 |
| 179.212357980885 |
| 27.6466235932979 |
| -291.326185134125 |
| 134.507195035896 |
| 410.701268912896 |
| 350.972518796656 |
| 1123.55107232037 |
| 268.28558084063 |
| -944.856898717613 |
| -96.5016095184211 |
| 281.543929761889 |
| -44.7200739806871 |
| -110.747615894501 |
| 780.010223248759 |
| 661.758082287734 |
| -300.293821238071 |
| 122.083518537706 |
| -754.32889417635 |
| 26.7483770385193 |
| -104.981643417768 |
| -399.460528554457 |
| -386.457270683212 |
| -50.2512284281329 |
| 414.210257189322 |
| -520.222461030053 |
| -386.861273974182 |
| -232.169880720889 |
| -443.059381669036 |
| -146.932499476269 |
| -472.218413592686 |
| -509.931770023666 |
| 355.084592612983 |
| -32.5335717496663 |
