| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2382 | 0.1237 | 0.1991 | -1 | -0.7789 | -0.4082 | 0.2527 |
| (p-val) | (0.074 ) | (0.3696 ) | (0.1283 ) | (0 ) | (0.2132 ) | (0.13 ) | (0.7113 ) |
| Estimates ( 2 ) | -0.2316 | 0.1332 | 0.1886 | -1 | -0.5486 | -0.3137 | 0 |
| (p-val) | (0.0793 ) | (0.3238 ) | (0.1412 ) | (0 ) | (1e-04 ) | (0.0591 ) | (NA ) |
| Estimates ( 3 ) | -0.2607 | 0 | 0.1556 | -1.0001 | -0.5611 | -0.335 | 0 |
| (p-val) | (0.0445 ) | (NA ) | (0.2094 ) | (0 ) | (0 ) | (0.0407 ) | (NA ) |
| Estimates ( 4 ) | -0.2453 | 0 | 0 | -0.9771 | -0.5646 | -0.3308 | 0 |
| (p-val) | (0.0654 ) | (NA ) | (NA ) | (0 ) | (0 ) | (0.0428 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -1 | -0.5852 | -0.3803 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) | (0.0159 ) | (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 |
| -4777.30286489048 |
| 23070.5265413816 |
| -8821.6320934959 |
| -13679.6549482760 |
| 11180.1818148830 |
| 5010.30390787582 |
| 236674.441813125 |
| -161375.64062263 |
| -66545.1234402786 |
| 49070.7517103542 |
| -414.209535597054 |
| -100241.673349932 |
| -45068.1906518239 |
| -68982.187002591 |
| 11587.3988769574 |
| 82435.5023527056 |
| -201025.23014902 |
| 85808.8183206215 |
| -171483.160769707 |
| 128829.618907515 |
| 174210.407247612 |
| 90027.2207856333 |
| 76257.9377947451 |
| 105978.355889794 |
| 33463.7706630062 |
| -24997.5689104007 |
| -71607.2568589135 |
| -71553.382154498 |
| -141257.572672923 |
| -127220.360771955 |
| -166137.160246219 |
| 20653.5804753833 |
| 36293.6979791469 |
| -15222.9503037076 |
| -42215.9952069196 |
| -17642.7894259544 |
| -54791.4816037888 |
| 52866.321021308 |
| 56987.2613796602 |
| -181764.965740734 |
| 62087.9659628629 |
| -14743.6177830854 |
| -111665.267800930 |
| 152134.389943642 |
| 58944.9570071198 |
| 2088.82248075561 |
| 3656.9607974825 |
| -8639.38484538817 |
| 21079.2843382572 |
| -53529.5900757826 |
| -86176.40305675 |
| -29380.3744973245 |
| -55862.0620400461 |
| -49947.7071098362 |
| -52455.1861188051 |
| 52284.4435222589 |
| -14839.3620587785 |
| -15921.7027534077 |
| -29059.927134163 |
| -27618.8813815394 |
