| 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 |
| 3.48099681582186 |
| -133.077916055538 |
| -1883.8094143518 |
| 612.167900985199 |
| -1076.46165762610 |
| -168.564899950146 |
| -595.157879954187 |
| 833.965001207988 |
| 366.708007872306 |
| 263.942957808305 |
| -1623.56465897543 |
| -141.949680209444 |
| -650.60776691009 |
| 578.309890946657 |
| 1197.33610270384 |
| 600.309403603951 |
| -617.89535784544 |
| -552.829007260493 |
| 664.291135864265 |
| -811.087137485384 |
| -66.5603716734474 |
| -441.814701604192 |
| 254.703324499418 |
| -667.979711738826 |
| -1226.77575185034 |
| 1547.53998830466 |
| -915.891271342123 |
| -1380.44766783269 |
| 469.748317827610 |
| -1291.31620512192 |
| 465.660835271801 |
| -1080.49971632787 |
| -151.392895433031 |
| -1212.59350239752 |
| -586.20037730812 |
| -13.191832254098 |
| 1994.06692732087 |
| 841.361910473362 |
| 333.230889846975 |
| -1165.96972917232 |
| -129.177120125233 |
| -56.665051242068 |
| -841.863802266638 |
| -231.395732486293 |
| -395.276085951206 |
| 2.68250048849111 |
| 1088.51393865792 |
| 1683.70981118139 |
| 226.021937684744 |
| -1295.90195380135 |
| -429.349393996242 |
| -938.445801585705 |
| -380.144545123051 |
| -839.965672789306 |
| 304.685778187509 |
| -41.9856595612677 |
| 741.001033872253 |
| 2051.16631171042 |
| 876.104507812723 |
| 474.433621434022 |
| 999.052043488776 |
