| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7976 | 0.0317 | -0.2164 | -0.7142 | 0.0077 | -0.0151 | -0.9998 |
| (p-val) | (0.0052 ) | (0.8515 ) | (0.1342 ) | (0.0066 ) | (0.9665 ) | (0.9344 ) | (0.0235 ) |
| Estimates ( 2 ) | 0.7998 | 0.0318 | -0.218 | -0.7149 | 0 | -0.0185 | -1.0001 |
| (p-val) | (0.0046 ) | (0.851 ) | (0.119 ) | (0.0061 ) | (NA ) | (0.9101 ) | (0.0315 ) |
| Estimates ( 3 ) | 0.7931 | 0.0326 | -0.2181 | -0.7096 | 0 | 0 | -0.9999 |
| (p-val) | (0.0042 ) | (0.8467 ) | (0.1176 ) | (0.0058 ) | (NA ) | (NA ) | (0.0265 ) |
| Estimates ( 4 ) | 0.8179 | 0 | -0.2023 | -0.7196 | 0 | 0 | -1 |
| (p-val) | (6e-04 ) | (NA ) | (0.0719 ) | (0.003 ) | (NA ) | (NA ) | (0.0298 ) |
| Estimates ( 5 ) | 0.324 | 0 | 0 | -0.2091 | 0 | 0 | -1 |
| (p-val) | (0.5301 ) | (NA ) | (NA ) | (0.688 ) | (NA ) | (NA ) | (0.0791 ) |
| Estimates ( 6 ) | 0.1103 | 0 | 0 | 0 | 0 | 0 | -1.0006 |
| (p-val) | (0.396 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.1316 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -0.9107 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.2108 ) |
| Estimates ( 8 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (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 |
| 3.48099681582222 |
| -133.077923645131 |
| -1883.80952178549 |
| 612.167935896674 |
| -1076.46171901684 |
| -168.564909563662 |
| -595.157913896267 |
| 833.965048768744 |
| 366.708028785547 |
| 263.942972860647 |
| -1623.56475156749 |
| -141.949688305016 |
| -650.607804014448 |
| 578.309922581016 |
| 1197.33617899275 |
| 600.309431406418 |
| -617.895383467314 |
| -552.82903551635 |
| 664.291175170018 |
| -811.087186197274 |
| -66.5603776725684 |
| -441.814726861313 |
| 254.703348933991 |
| -667.979746294347 |
| -1226.77581269649 |
| 1547.54005743647 |
| -915.891324001203 |
| -1380.44774702921 |
| 469.748354496337 |
| -1291.31626053514 |
| 465.660852005286 |
| -1080.49976253277 |
| -151.392903723882 |
| -1212.59355747220 |
| -586.200402075225 |
| -13.1918231365746 |
| 1994.067045521 |
| 841.361911297394 |
| 333.230918312608 |
| -1165.96976229628 |
| -129.17712542244 |
| -56.6650207252198 |
| -841.863855125819 |
| -231.395715227069 |
| -395.276101489654 |
| 2.68252936916594 |
| 1088.5140036769 |
| 1683.70989580123 |
| 226.021921869445 |
| -1295.90206188571 |
| -429.349410626798 |
| -938.445792550628 |
| -380.144557048102 |
| -839.965679904184 |
| 304.685802731489 |
| -41.9856325183806 |
| 741.001078015715 |
| 2051.16642105663 |
| 876.104526820012 |
| 474.433600951751 |
| 999.052058209682 |
