| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
| Estimates ( 1 ) | 0.8437 | -0.1545 | -0.0871 | -0.4749 | -0.4974 |
| (p-val) | (0.2689 ) | (0.6404 ) | (0.5158 ) | (0.5328 ) | (1e-04 ) |
| Estimates ( 2 ) | 0.446 | 0 | -0.0948 | -0.0777 | -0.5063 |
| (p-val) | (0.2215 ) | (NA ) | (0.4664 ) | (0.8454 ) | (0 ) |
| Estimates ( 3 ) | 0.3773 | 0 | -0.0844 | 0 | -0.5072 |
| (p-val) | (0.0014 ) | (NA ) | (0.4753 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0.3609 | 0 | 0 | 0 | -0.5266 |
| (p-val) | (0.0019 ) | (NA ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 8.86299151929625 |
| -1573.91033767542 |
| -3.74435793925376 |
| 473.456360947522 |
| -123.873032334353 |
| 453.640194512987 |
| -93.2335421065049 |
| 39.1381959166015 |
| 64.6537063400383 |
| 27.8695859143908 |
| -331.035996422565 |
| -274.447934955544 |
| 434.538699794917 |
| 98.3368853797238 |
| 93.9430673858714 |
| 129.255211796737 |
| 176.332949626867 |
| -225.819847072994 |
| -101.700857971230 |
| 220.792108693114 |
| -33.6049061775711 |
| 60.5372701743856 |
| 461.754728149238 |
| -312.340065388718 |
| 396.026305506831 |
| -1154.41311174917 |
| 448.792329952383 |
| 373.948457389708 |
| 253.959621081842 |
| -242.184924369996 |
| 119.60098331945 |
| 56.1743411494795 |
| 327.106420535696 |
| 326.312016601379 |
| 103.451571892471 |
| 169.952964329783 |
| 851.317639182621 |
| -410.939844775588 |
| -244.53441601525 |
| -184.535792960808 |
| -405.460395321968 |
| -225.032635152682 |
| -154.745432269744 |
| -185.238311185170 |
| -552.939636243913 |
| -50.5093512168907 |
| -29.6663766554326 |
| -304.476316545972 |
| -446.694462364206 |
| -170.522800520500 |
| 785.027038786814 |
| 1024.27345334580 |
| -664.501479346141 |
| 266.465047044661 |
| 92.2786899487582 |
| -642.788236461781 |
| -388.194620237218 |
| -112.725835594175 |
| -86.7201030106046 |
| -283.254211556774 |
| -258.558871645264 |
| -405.433435139299 |
| -319.812834092878 |
| -103.545832508900 |
| -162.886511915857 |
| -129.860281070347 |
| 19.9462441275308 |
| 1161.65090881061 |
| -582.784284671638 |
| 35.6588018200968 |
| -259.890149603110 |
| -79.6534600012404 |
| -760.209685577908 |
| -198.112162588109 |
| 449.993390869974 |
| -759.038144068832 |
| 226.226612844401 |
| -341.413485668576 |
| -229.283194639937 |
| -560.360626230050 |
| 55.8334453835943 |
| 4.52507522588867 |
| 76.509072293788 |
| 640.403195038958 |
| -779.663798236831 |
