| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0141 | -0.1847 | -0.164 | -0.8298 | -1.0427 | -0.5733 | 0.707 |
| (p-val) | (0.9265 ) | (0.2355 ) | (0.3323 ) | (0 ) | (0.0138 ) | (2e-04 ) | (0.3686 ) |
| Estimates ( 2 ) | 0 | -0.191 | -0.1697 | -1.2235 | -1.036 | -0.5748 | 0.6891 |
| (p-val) | (NA ) | (0.2196 ) | (0.2749 ) | (0 ) | (0.0096 ) | (2e-04 ) | (0.3384 ) |
| Estimates ( 3 ) | 0 | -0.1946 | -0.1416 | -0.8011 | -0.5446 | -0.4023 | 0 |
| (p-val) | (NA ) | (0.1961 ) | (0.3628 ) | (0 ) | (0.004 ) | (0.0261 ) | (NA ) |
| Estimates ( 4 ) | 0 | -0.2162 | 0 | -1.2511 | -0.6138 | -0.4669 | 0 |
| (p-val) | (NA ) | (0.1558 ) | (NA ) | (0 ) | (4e-04 ) | (0.0036 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -1.1747 | -0.6014 | -0.386 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (9e-04 ) | (0.0165 ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 1655.63253889341 |
| 1227.17515762482 |
| -5827.56027941656 |
| -675.24683101927 |
| 1252.91852349059 |
| 3295.24242122577 |
| -13058.0651608920 |
| -2231.60654145056 |
| 1877.94352514039 |
| 13871.1011313848 |
| -229.745753752863 |
| 1378.85736554978 |
| -2341.64193530562 |
| -2728.95779246495 |
| 2114.06837908847 |
| -4346.56218263855 |
| 4016.81884126199 |
| -124.481527153402 |
| -5675.76322217528 |
| -2552.53193071539 |
| -6282.84621269419 |
| 49.9363810764667 |
| 2762.88211975953 |
| 67.963416480961 |
| 1158.96944013053 |
| 781.112155070424 |
| -7990.09236339535 |
| 336.926770221868 |
| 2633.09507535882 |
| -6594.48350225227 |
| 1191.24612774059 |
| -192.675630704698 |
| 7087.41074743675 |
| 3620.1823924417 |
| -2312.13037279447 |
| -9345.67571366045 |
| -149.940476545364 |
| -1561.54263122708 |
| -1403.13180558783 |
| 1840.42805275610 |
| -1675.81415613725 |
| -3557.00793199644 |
| -2045.33813431261 |
| 825.906768576641 |
| -8352.10563094672 |
| 915.960265831719 |
| 164.502039845659 |
| -2406.09717877453 |
| 2195.47686006408 |
| -1280.42004287896 |
| 3896.84185706286 |
| 6443.71506704898 |
| -1808.96101227839 |
| -5209.67986825264 |
| -1358.03393225438 |
| -2732.67329214073 |
| -13136.3198689766 |
| 1811.87259866042 |
| -7808.80722703071 |
