| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.8755 | -0.1227 | 0.2414 | -0.6125 | -0.1017 | 0.4592 | 0.9999 |
| (p-val) | (0.0021 ) | (0.5075 ) | (0.2533 ) | (0.0422 ) | (0.6425 ) | (0.0528 ) | (0.0067 ) |
| Estimates ( 2 ) | 0.8617 | -0.1227 | 0.2543 | -0.5849 | 0 | 0.3875 | 0.8709 |
| (p-val) | (0.0037 ) | (0.5108 ) | (0.2403 ) | (0.0728 ) | (NA ) | (0.0199 ) | (0.0168 ) |
| Estimates ( 3 ) | 0.715 | 0 | 0.2748 | -0.4516 | 0 | 0.3746 | 1.0657 |
| (p-val) | (0.055 ) | (NA ) | (0.4375 ) | (0.4248 ) | (NA ) | (0.0401 ) | (0.332 ) |
| Estimates ( 4 ) | 0.9976 | 0 | 0 | -0.797 | 0 | 0.4083 | 0.7898 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.0086 ) | (1e-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 ) |
| 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 |
| 1217.93057395598 |
| -163.391808464572 |
| 1068.94872027398 |
| -366.315685062498 |
| 1178.51050294835 |
| -256.788324309954 |
| -1056.74251910864 |
| 687.579357726642 |
| 17.6721677437998 |
| 65.9320818229722 |
| 2702.78577053826 |
| 2043.78998726476 |
| -74.0551158956605 |
| 2116.49404137807 |
| -4313.39789499794 |
| -1036.37961050918 |
| 643.294473789723 |
| -536.225287081558 |
| -91.7522634478856 |
| 2798.15083808912 |
| -540.765634684854 |
| 441.408241704542 |
| 828.421048266496 |
| -817.973956727008 |
| 998.128672214125 |
| 911.888743091397 |
| 272.949470796931 |
| -1468.70189352298 |
| -674.973060233093 |
| -346.31405377213 |
| 633.292288405955 |
| -1219.14889698761 |
| -2626.46353610692 |
| -256.425030906099 |
| 1349.48558240508 |
| 738.271043817569 |
| 626.6700161686 |
| -1775.55770992580 |
| 107.9334925329 |
| 1150.10186606893 |
| 3945.00587547315 |
| -1321.56423445643 |
| 1096.91844105363 |
| 672.851509294027 |
| -427.426229575831 |
| 317.877529122063 |
| 487.066096848584 |
| 2302.42407671213 |
| 956.332594376399 |
| 46.5506761023592 |
| -695.151632466832 |
| -1774.60654260638 |
| -625.28956807248 |
| -370.567721712218 |
| -612.283070661816 |
| 631.22522693652 |
| 379.994858570254 |
| -942.224715743484 |
| -1389.25672237392 |
| -273.587209218662 |
