| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.8787 | -0.4147 | 0.1522 | 0.2533 | -1.1935 | -0.2097 | 0.806 |
| (p-val) | (0.0027 ) | (0.099 ) | (0.3695 ) | (0.361 ) | (0.0044 ) | (0.5311 ) | (0.1411 ) |
| Estimates ( 2 ) | -0.8767 | -0.4003 | 0.1675 | 0.26 | -0.9382 | 0 | 0.5529 |
| (p-val) | (0.0018 ) | (0.0951 ) | (0.3038 ) | (0.3288 ) | (0 ) | (NA ) | (0.0046 ) |
| Estimates ( 3 ) | -0.6441 | -0.2311 | 0.2578 | 0 | -0.9382 | 0 | 0.5402 |
| (p-val) | (0 ) | (0.0693 ) | (0.0204 ) | (NA ) | (0 ) | (NA ) | (0.005 ) |
| Estimates ( 4 ) | -0.52 | 0 | 0.3794 | 0 | -0.9318 | 0 | 0.5302 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) | (0 ) | (NA ) | (0.0025 ) |
| 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 ) |
| 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 |
| -64.7052505627806 |
| -3456.92146791498 |
| 1221.53818880044 |
| -3425.92181819955 |
| 476.517449571596 |
| 771.237252580258 |
| 1486.03059810756 |
| -1420.53604746731 |
| -1231.65983588785 |
| -1072.35237321869 |
| -1028.79999310919 |
| 1689.70160953415 |
| 104.781462266857 |
| 3056.00468005053 |
| 2058.12890000085 |
| -2120.15571952206 |
| 857.951846139995 |
| -7653.62307012801 |
| -3625.47032737070 |
| -1066.78246083915 |
| 1480.43801029269 |
| 383.807285529813 |
| -183.460775788262 |
| -412.66366558563 |
| -3386.49397717813 |
| -868.872254604358 |
| -4519.64765815746 |
| 3043.34922909291 |
| 4526.15618595789 |
| 2298.41482668304 |
| 1992.23133104446 |
| 1442.95792211978 |
| -893.403718302956 |
| 3167.99873285149 |
| 231.403932376355 |
| -534.568799433291 |
| -3856.42358359645 |
| -418.841481409176 |
| -1376.94550043225 |
| 1524.94083007199 |
| -6240.6385168242 |
| 512.555201154925 |
| 1722.16374385519 |
| 756.960403479329 |
| 2999.69977354755 |
| -2634.01843507769 |
| -1578.85998252178 |
| 78.6364326059933 |
| -376.690663222133 |
| 992.978747098893 |
| 994.51938653588 |
| -10.5193017588915 |
| -921.573813091965 |
| 606.066588722763 |
| 1003.79725596858 |
| 1201.6546911613 |
| 1805.44593151825 |
| 596.116762365994 |
| -1360.77445520603 |
| 3383.24617420951 |
| -5515.05833999521 |
| -2431.17906069741 |
| 4733.10028012447 |
| 4010.28330224708 |
| -2898.76736676388 |
| 76.4283006144755 |
| -2221.26939354851 |
| 2373.68897140019 |
| -1244.72571223942 |
| 537.169792121625 |
| 2246.81073824300 |
| 864.588365965909 |
| 611.893000896821 |
| -1922.54556007542 |
| -2682.31131104567 |
| 86.6180766216501 |
| 2273.08966203739 |
| 3100.18749454311 |
| -3642.00381742456 |
| -661.164658428561 |
| -728.23512638401 |
| -3035.53289896783 |
| 585.916426040515 |
| -2542.63265568714 |
