| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4658 | 0.1734 | 0.0266 | -0.5803 | 0.1316 | -0.0113 | -1 |
| (p-val) | (0.3749 ) | (0.1387 ) | (0.8412 ) | (0.2596 ) | (0.2429 ) | (0.9216 ) | (0 ) |
| Estimates ( 2 ) | 0.4682 | 0.1727 | 0.0257 | -0.5824 | 0.1321 | 0 | -1 |
| (p-val) | (0.3758 ) | (0.1396 ) | (0.8463 ) | (0.2614 ) | (0.2412 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | 0.5373 | 0.1853 | 0 | -0.6488 | 0.1297 | 0 | -1.0001 |
| (p-val) | (0.1106 ) | (0.0575 ) | (NA ) | (0.0492 ) | (0.2472 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0.6144 | 0.1511 | 0 | -0.6999 | 0 | 0 | -0.9996 |
| (p-val) | (0.1524 ) | (0.1118 ) | (NA ) | (0.1 ) | (NA ) | (NA ) | (8e-04 ) |
| Estimates ( 5 ) | 0 | 0.1046 | 0 | -0.0832 | 0 | 0 | -1.0004 |
| (p-val) | (NA ) | (0.27 ) | (NA ) | (0.3779 ) | (NA ) | (NA ) | (8e-04 ) |
| Estimates ( 6 ) | 0 | 0.0984 | 0 | 0 | 0 | 0 | -1.0001 |
| (p-val) | (NA ) | (0.2941 ) | (NA ) | (NA ) | (NA ) | (NA ) | (2e-04 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) |
| 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 |
| -105.729043211888 |
| -486.206489395717 |
| -781.049737952197 |
| -384.741841915242 |
| -692.180550301087 |
| -1302.44250323654 |
| 148.322848789659 |
| -1026.27333862686 |
| -1475.66590910122 |
| -44.8941092717939 |
| -63.236955378991 |
| 628.373368471313 |
| -127.616350854032 |
| 711.432360634594 |
| -1077.71375787234 |
| -365.153644659228 |
| -340.070710841781 |
| -975.816151264411 |
| -301.887364259682 |
| 760.025407411978 |
| 300.484377197156 |
| -207.841830042323 |
| 425.225471242229 |
| 1281.98154101774 |
| 705.925276490934 |
| 443.476230237216 |
| -1015.09021747448 |
| -1361.78170717922 |
| -301.274878555734 |
| 699.200482801754 |
| 280.883472534251 |
| 192.322984923080 |
| -140.321085772519 |
| 288.990334966476 |
| 792.364185002078 |
| 488.98139111445 |
| 1287.84523870446 |
| 907.377975334259 |
| 882.745594581053 |
| -78.5835616052072 |
| -1207.44592727831 |
| 3256.89312957417 |
| 35.3725731365105 |
| 433.51841581896 |
| -1781.38014084123 |
| 431.091108197312 |
| 233.141344202904 |
| -979.765642145191 |
| -1542.36774071840 |
| 1216.97680103970 |
| 1748.22608648745 |
| 2331.74218363127 |
| -643.889493479364 |
| 2351.64068068497 |
| 445.982239085076 |
| 613.593211213637 |
| -97.4314132512222 |
| -238.494705995882 |
| 329.470991905882 |
| 69.2091673861863 |
| 1047.65872272843 |
| 2641.48728784029 |
| 1047.66858398709 |
| -443.83791540996 |
| 1641.81632094582 |
| 531.211310081672 |
| 897.871816286704 |
| -735.485157846448 |
| -2818.95845288135 |
| 1494.94659917730 |
| -1077.32982316684 |
| -568.106645070941 |
| 815.852659467101 |
| 950.602853630387 |
| 504.993460484393 |
| 1501.8549035636 |
| -2205.63322784744 |
| 436.534235842093 |
| 813.199978277473 |
| -586.094513940556 |
| 3092.61379456524 |
| -11.7941821205889 |
| 2079.12209608241 |
| -4964.83587406589 |
| 3575.76674113464 |
| 506.478270036866 |
| -3297.53682704307 |
| 2100.86799168908 |
| 1299.84726136608 |
| -3209.80320154715 |
| -620.152845502282 |
| 2350.13357872327 |
| 2411.3122063621 |
| -1458.5467347741 |
| -3578.45320289296 |
| 215.205742804127 |
| -2834.42648295383 |
| -3152.67489522554 |
| -2257.87139034956 |
| 798.679752399911 |
| -259.505723631513 |
| -98.6566273829135 |
| -3077.08989801036 |
| 1252.58070764373 |
| -306.760480961502 |
| 3939.38977766755 |
| -669.259009042617 |
| 180.560719379210 |
| 1829.06264992155 |
| -2517.20251642783 |
| 165.60272412587 |
| -1517.68602059762 |
| 2445.73409122268 |
| 3151.75507023858 |
| 1226.07635769807 |
| -1935.28573641052 |
| 2485.77501844056 |
