| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.274 | 0.1288 | 0.0514 | -0.4057 | 0.1734 | 0.01 | -0.9998 |
| (p-val) | (0.6878 ) | (0.3545 ) | (0.6946 ) | (0.5488 ) | (0.2186 ) | (0.9441 ) | (0 ) |
| Estimates ( 2 ) | 0.2786 | 0.1291 | 0.0514 | -0.4097 | 0.1712 | 0 | -1 |
| (p-val) | (0.6789 ) | (0.3512 ) | (0.6944 ) | (0.5395 ) | (0.2124 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | 0.4582 | 0.158 | 0 | -0.5802 | 0.164 | 0 | -1.0003 |
| (p-val) | (0.3574 ) | (0.1767 ) | (NA ) | (0.244 ) | (0.2242 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0 | 0.0906 | 0 | -0.1219 | 0.1522 | 0 | -1 |
| (p-val) | (NA ) | (0.4169 ) | (NA ) | (0.2773 ) | (0.251 ) | (NA ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -0.106 | 0.132 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.2964 ) | (0.3096 ) | (NA ) | (0 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -0.0786 | 0 | 0 | -0.9977 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.4349 ) | (NA ) | (NA ) | (0.1817 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0138 ) |
| 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 |
| -147.826066664869 |
| 2238.51313507771 |
| 2359.8749984075 |
| -1449.98835010172 |
| 1861.04499879792 |
| 430.661886917885 |
| 3458.60150046539 |
| 646.058729045013 |
| 1739.66163446523 |
| 4006.6898020109 |
| -1719.28406230527 |
| -575.688125268454 |
| -2128.27146406415 |
| 3419.71239552519 |
| 308.502225057459 |
| -2119.13744743985 |
| 1016.25456218838 |
| -2481.26770337474 |
| -3871.0889002388 |
| 3792.32011604865 |
| -3455.01084350779 |
| 922.252436803204 |
| -1465.69653018173 |
| 1815.46044202323 |
| -2017.7770556828 |
| -869.475101477108 |
| 2633.89178223378 |
| -665.304644828927 |
| -2370.17794569872 |
| -2715.10925230542 |
| 169.824035790183 |
| -1355.78214514948 |
| 533.542981373857 |
| -319.157630591405 |
| 3987.11924371921 |
| 1739.12609507847 |
| -1689.18554291785 |
| -543.947925778288 |
| -1462.51864418220 |
| 884.84159752011 |
| -2134.23083998385 |
| -3450.92212903104 |
| -198.224283475984 |
| -1539.93560662216 |
| -1190.46567356013 |
| 1132.03590985407 |
| 619.631291236265 |
| -219.607460626354 |
| -719.22146320017 |
| -2050.41769978672 |
| 818.245154863067 |
| -1338.42074797208 |
| -2101.91684716325 |
| -1173.39932453498 |
| 2298.76112090278 |
| -253.353064561639 |
| -616.197238111875 |
| 385.620015135341 |
| 1867.38080604817 |
| 180.824153688834 |
| -95.0370438303295 |
| -1763.04157724501 |
| 1113.67623456518 |
| 1369.37854055539 |
| -794.87589549671 |
| -563.278771635274 |
| -716.153063434332 |
| -1808.73706931046 |
| -1214.25223994443 |
| 542.993204489733 |
| -164.890512931083 |
| 597.944380346057 |
| -312.922642981145 |
| 1404.00919366581 |
| 354.697928119197 |
| 2214.01738362765 |
| 1220.43715409544 |
| 209.085025666727 |
| 344.826752083593 |
| -1902.62253644538 |
| -577.893300701567 |
| 955.100235312482 |
| -434.34458226381 |
| 257.988760042991 |
| 232.873068154976 |
| 2673.78624949854 |
| 340.654928735541 |
| 754.108997001187 |
| 792.420591361546 |
| 184.740341570722 |
