| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0699 | 0.3872 | 0.234 | 0.3426 | 0.2019 | 0.2479 | -0.9724 |
| (p-val) | (0.9083 ) | (0.1138 ) | (0.353 ) | (0.578 ) | (0.6621 ) | (0.4706 ) | (0.6429 ) |
| Estimates ( 2 ) | 0 | 0.3669 | 0.2136 | 0.2746 | 0.207 | 0.2541 | -0.9781 |
| (p-val) | (NA ) | (0.0289 ) | (0.2751 ) | (0.0967 ) | (0.6372 ) | (0.4427 ) | (0.6754 ) |
| Estimates ( 3 ) | 0 | 0.3747 | 0.1974 | 0.2854 | -0.593 | -0.1453 | 0 |
| (p-val) | (NA ) | (0.0281 ) | (0.3093 ) | (0.087 ) | (0.0123 ) | (0.5703 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0.3486 | 0.1528 | 0.2694 | -0.5038 | 0 | 0 |
| (p-val) | (NA ) | (0.0339 ) | (0.3602 ) | (0.1041 ) | (0.0016 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0 | 0.3417 | 0 | 0.3053 | -0.4441 | 0 | 0 |
| (p-val) | (NA ) | (0.0318 ) | (NA ) | (0.0686 ) | (0.0048 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0.3414 | 0 | 0 | -0.5516 | 0 | 0 |
| (p-val) | (NA ) | (0.0365 ) | (NA ) | (NA ) | (0 ) | (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 |
| 11.5139814138062 |
| -4296.40900761005 |
| -5450.92222092076 |
| -1739.33440496841 |
| -4724.91463343855 |
| -904.099493601448 |
| 2768.79712396300 |
| -509.015449679202 |
| 714.765310647898 |
| -662.648845558799 |
| 240.20651423666 |
| -266.666962982805 |
| 2282.17146147763 |
| -6236.64202145352 |
| -46.8060688776658 |
| 6517.05070901052 |
| 553.548349109323 |
| -3420.77025854842 |
| 754.101647778386 |
| -3823.72662179837 |
| 799.840776535974 |
| 510.945440372016 |
| -2278.09351565094 |
| 2521.30643749849 |
| 31.8625855174594 |
| -388.672528636082 |
| -2663.83515721955 |
| -3487.54799711186 |
| -909.387934195216 |
| 1578.91671084778 |
| 3451.62136643154 |
| -2680.59748704204 |
| 763.053799686655 |
| -518.560542423842 |
| -4287.84219915451 |
| 1563.16111842624 |
| -2950.98267369953 |
| 3888.63078073713 |
| 2370.12167146428 |
| 409.691207159867 |
| -2669.92183265832 |
| 4290.09993951146 |
| -2843.67679328636 |
| -398.030253012694 |
| -18.5409277275430 |
| -1834.93961306948 |
| 737.311279097019 |
| -1019.74051373292 |
| -2359.00456687484 |
