| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5823 | 0.1195 | 0.0431 | -0.4464 | 0.372 | -0.0652 | -0.9945 |
| (p-val) | (0.4139 ) | (0.5596 ) | (0.8642 ) | (0.5201 ) | (0.157 ) | (0.8134 ) | (0.3444 ) |
| Estimates ( 2 ) | 0.6795 | 0.1124 | 0 | -0.5408 | 0.3601 | -0.0728 | -1.0001 |
| (p-val) | (0.0791 ) | (0.5755 ) | (NA ) | (0.1388 ) | (0.1499 ) | (0.7882 ) | (0.3713 ) |
| Estimates ( 3 ) | 0.6657 | 0.1238 | 0 | -0.5269 | 0.3863 | 0 | -0.9995 |
| (p-val) | (0.0705 ) | (0.5221 ) | (NA ) | (0.1278 ) | (0.1019 ) | (NA ) | (0.1647 ) |
| Estimates ( 4 ) | 0.8591 | 0 | 0 | -0.6661 | 0.3556 | 0 | -1.0008 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0.0014 ) | (0.1191 ) | (NA ) | (0.0931 ) |
| Estimates ( 5 ) | 0.8605 | 0 | 0 | -0.6598 | 0 | 0 | -0.4927 |
| (p-val) | (0 ) | (NA ) | (NA ) | (8e-04 ) | (NA ) | (NA ) | (0.0298 ) |
| 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 |
| -721.751433961233 |
| -1953.93644589439 |
| -4590.78591170796 |
| 5206.96949079845 |
| -3922.79598156366 |
| -1977.89728514144 |
| 1275.72675450140 |
| -5431.84355334714 |
| -3607.95495808628 |
| 3401.71755820064 |
| 2456.59458789883 |
| -7357.81890392734 |
| 10678.0797535194 |
| 2136.93115776027 |
| 3641.10682578753 |
| -732.233760163998 |
| -730.924254679243 |
| -363.499326502881 |
| 897.531275419925 |
| -4922.82082811461 |
| 7700.84835905651 |
| -4522.01844900192 |
| -1850.22438353277 |
| 1258.50481649435 |
| 4542.25617586103 |
| 6096.24460190103 |
| 3867.91279429106 |
| 2620.24519316537 |
| 3668.58211305772 |
| 5229.98825948044 |
| -1013.35774970412 |
| -2317.23672727972 |
| 2328.68479768654 |
| -380.969534424314 |
| 224.027028679833 |
| -2807.23189558646 |
| -827.764244124002 |
| 1760.41014763196 |
| 4560.08873185401 |
| -2119.7221144402 |
| -3294.94724170288 |
| -4249.37367541324 |
| -4073.23452161189 |
| -438.440671195731 |
| 2237.58043279855 |
| 4185.24628168029 |
| -3253.99060645495 |
| -1465.37484835662 |
| -898.488272424834 |
