| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.9604 | -0.2154 | -0.1326 | -0.5001 | -0.3672 | 0.4162 | -0.7791 |
| (p-val) | (0.0201 ) | (0.394 ) | (0.3217 ) | (0.2223 ) | (0.1269 ) | (0.0693 ) | (3e-04 ) |
| Estimates ( 2 ) | 0.5869 | 0 | -0.1635 | -0.1317 | -0.3829 | 0.4121 | -0.7901 |
| (p-val) | (0.058 ) | (NA ) | (0.249 ) | (0.7233 ) | (0.0965 ) | (0.0648 ) | (1e-04 ) |
| Estimates ( 3 ) | 0.4811 | 0 | -0.1344 | 0 | -0.372 | 0.4313 | -0.805 |
| (p-val) | (0 ) | (NA ) | (0.2475 ) | (NA ) | (0.0937 ) | (0.041 ) | (0 ) |
| Estimates ( 4 ) | 0.4597 | 0 | 0 | 0 | -0.4127 | 0.397 | -0.8096 |
| (p-val) | (1e-04 ) | (NA ) | (NA ) | (NA ) | (0.0373 ) | (0.0368 ) | (0 ) |
| 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 |
| 8.19698032364354 |
| -1348.06306551125 |
| 393.766305319142 |
| -286.308931605985 |
| -5.50733071658914 |
| -156.716126933763 |
| -377.480203194162 |
| -1203.81343443876 |
| 100.369763372492 |
| 610.994570513664 |
| -247.051605967082 |
| 320.982377774019 |
| -340.752034055365 |
| -438.736803112727 |
| 198.384006461884 |
| -31.621254485149 |
| -401.968300507275 |
| -154.357647174652 |
| 661.816432624983 |
| 583.114606812671 |
| -46.9638765666193 |
| 138.775142173524 |
| 163.87222711821 |
| -399.633077120816 |
| -85.7884169023934 |
| -6.52455249672953 |
| 26.6666706942406 |
| -58.0318227637905 |
| 534.782275641359 |
| -371.892381122124 |
| 393.995165520416 |
| -929.765005129468 |
| 462.211924341019 |
| 504.799732867207 |
| 200.699917829837 |
| -319.039888395118 |
| 109.031841042249 |
| -407.444603941466 |
| 509.155701991654 |
| 223.236901432415 |
| -24.4868979975877 |
| 159.483456843206 |
| 917.635815936631 |
| -64.9460343235027 |
| -334.870007878396 |
| 14.0109292930915 |
| -384.291005917464 |
| -123.813357996073 |
| -140.383619719927 |
| -476.933244745126 |
| -570.543024410837 |
| -201.411039201123 |
| -82.786700838992 |
| -412.952169003432 |
| -452.507477131083 |
| 50.4091383631153 |
| 717.442078859014 |
| 1107.04055342619 |
| -744.119435784616 |
| 255.710393866964 |
| -44.8943853471085 |
| -810.221486594727 |
| 9.90274127887886 |
| 4.87458197025658 |
| -208.387241619713 |
| -189.505301325885 |
| 63.869435060889 |
| -381.5530761798 |
| -527.086792877564 |
| -91.3405894328243 |
| -57.612416116369 |
| -273.706594531991 |
| -196.917318185563 |
| 1031.3228359305 |
| -681.046249508353 |
| -89.3542362548274 |
| -189.513584062831 |
| -46.9396724205637 |
| -529.858195477034 |
| 243.012676445188 |
| 433.523135123644 |
| -592.045635390742 |
| 166.392661023952 |
| -312.351503414259 |
| -497.501285480235 |
| -945.140518433915 |
| 311.595040890853 |
| -299.697158344826 |
| 159.189124559455 |
| 524.040282068332 |
| -630.407798836745 |
