| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.7394 | -0.467 | -0.1101 | -0.9984 | -0.6223 | -0.2593 | -0.0116 |
| (p-val) | (0 ) | (0.0198 ) | (0.4778 ) | (0 ) | (0.921 ) | (0.9376 ) | (0.9986 ) |
| Estimates ( 2 ) | -0.7245 | -0.3749 | -0.1831 | -0.9954 | -0.6784 | -0.3067 | 0 |
| (p-val) | (0 ) | (0.0414 ) | (0.2146 ) | (0 ) | (1e-04 ) | (0.1004 ) | (NA ) |
| Estimates ( 3 ) | -0.6768 | -0.2505 | 0 | -1.0038 | -0.6979 | -0.2992 | 0 |
| (p-val) | (0 ) | (0.1016 ) | (NA ) | (0 ) | (0 ) | (0.0946 ) | (NA ) |
| Estimates ( 4 ) | -0.528 | 0 | 0 | -1.003 | -0.6275 | -0.3256 | 0 |
| (p-val) | (1e-04 ) | (NA ) | (NA ) | (0 ) | (1e-04 ) | (0.0708 ) | (NA ) |
| Estimates ( 5 ) | -0.5431 | 0 | 0 | -1.0026 | -0.5063 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (2e-04 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 1193.62658110307 |
| 106695.170469932 |
| -298085.367418407 |
| 69276.3757813499 |
| -256945.260455819 |
| 19357.7593940011 |
| 118154.764320473 |
| 672097.867254215 |
| -292068.966458025 |
| -293780.134508344 |
| -85202.24648041 |
| -154839.689010722 |
| 69753.7256759551 |
| -264466.741920514 |
| -79448.1333796585 |
| 110028.162415031 |
| 160464.990044484 |
| -143712.288830860 |
| -81582.3392341052 |
| -422424.587398555 |
| 350085.437156910 |
| 334452.403104136 |
| -125436.463491030 |
| 114617.093331226 |
| 7848.59893392289 |
| -170140.12889829 |
| 389664.018086996 |
| 34991.9403905957 |
| -261368.862198940 |
| -16896.0628899674 |
| 67830.7842459618 |
| -220345.178338265 |
| 336087.361878201 |
| 47927.0524524847 |
| -39714.3675681324 |
| 47423.8569821055 |
| -192225.097902665 |
| -272666.863428450 |
| 338644.663200716 |
| 84431.6988599143 |
| -52282.1097760303 |
| 151338.838599358 |
| 73413.7271563079 |
| -182794.52553902 |
| -34280.9994168031 |
| 7542.77312465791 |
| 219789.015460217 |
