| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2652 | 0.1419 | -0.0623 | 0.4816 | -1.1159 | -0.5506 | 0.992 |
| (p-val) | (0.693 ) | (0.4963 ) | (0.6925 ) | (0.4702 ) | (0 ) | (3e-04 ) | (0.3683 ) |
| Estimates ( 2 ) | 0 | 0.0819 | -0.0615 | 0.2213 | -1.1134 | -0.5474 | 1.0016 |
| (p-val) | (NA ) | (0.5992 ) | (0.6927 ) | (0.1029 ) | (0 ) | (4e-04 ) | (0.4666 ) |
| Estimates ( 3 ) | 0 | 0.0783 | 0 | 0.2232 | -1.0887 | -0.5647 | 0.8395 |
| (p-val) | (NA ) | (0.6198 ) | (NA ) | (0.1132 ) | (0.0047 ) | (2e-04 ) | (0.413 ) |
| Estimates ( 4 ) | 0 | 0 | 0 | 0.2087 | -1.0703 | -0.5633 | 0.8944 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.1123 ) | (0.0026 ) | (1e-04 ) | (0.5413 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0.2321 | -0.4718 | -0.3943 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.064 ) | (0.0063 ) | (0.0168 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.4299 | -0.3464 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0158 ) | (0.0403 ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -54585923.9608374 |
| 284178326.013771 |
| 341572769.203685 |
| -305584117.825521 |
| 72601748.093981 |
| 269875743.957454 |
| 545378383.81501 |
| -1080159123.89824 |
| -66113378.4250056 |
| 336091630.186778 |
| 1141683019.02273 |
| -97472640.307259 |
| 169002300.846839 |
| 18026141.0849900 |
| -52668818.4094933 |
| 402182209.635002 |
| -227737178.180646 |
| 474585607.051049 |
| 483793368.92274 |
| -276155255.962447 |
| -27956809.6731156 |
| -442369424.723268 |
| -69256075.3224218 |
| 375715529.951111 |
| 46986236.4722119 |
| 136143709.74682 |
| 132007418.805430 |
| -663763880.671641 |
| 147966668.184775 |
| 278897560.266698 |
| -237459068.130435 |
| 259228833.585435 |
| 74789938.210796 |
| 650144105.702385 |
| 79620403.60304 |
| -216698865.853065 |
| -735214261.97043 |
| 162457893.645901 |
| -58121312.5771535 |
| -153836426.765747 |
| 79580379.371788 |
| -179465887.453144 |
| 104482789.810226 |
| -358426623.898216 |
| 26221118.6466713 |
| -1015522822.04720 |
| -20586.3226051331 |
| -39666647.7590294 |
| -313758998.875546 |
| -52540621.7473602 |
| -337223975.429718 |
| 192866168.602512 |
| 318886158.734169 |
| -312680158.593758 |
| -458480927.374489 |
| -143664886.762672 |
| -359164979.90942 |
| -1340026775.70372 |
| -11040668.3323746 |
| -886835645.888432 |
