| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4657 | 0.1734 | 0.0266 | -0.5801 | 0.1316 | -0.0113 | -1 |
| (p-val) | (0.3705 ) | (0.1378 ) | (0.84 ) | (0.2553 ) | (0.243 ) | (0.9219 ) | (0 ) |
| Estimates ( 2 ) | 0.468 | 0.1727 | 0.0256 | -0.5822 | 0.132 | 0 | -1 |
| (p-val) | (0.3761 ) | (0.1397 ) | (0.8463 ) | (0.2617 ) | (0.2413 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | 0.5371 | 0.1853 | 0 | -0.6487 | 0.1297 | 0 | -1.0001 |
| (p-val) | (0.1108 ) | (0.0576 ) | (NA ) | (0.0494 ) | (0.2472 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0.614 | 0.1512 | 0 | -0.6995 | 0 | 0 | -0.9996 |
| (p-val) | (0.1533 ) | (0.1116 ) | (NA ) | (0.1008 ) | (NA ) | (NA ) | (8e-04 ) |
| Estimates ( 5 ) | 0 | 0.1046 | 0 | -0.0832 | 0 | 0 | -1.0006 |
| (p-val) | (NA ) | (0.27 ) | (NA ) | (0.3778 ) | (NA ) | (NA ) | (9e-04 ) |
| Estimates ( 6 ) | 0 | 0.0984 | 0 | 0 | 0 | 0 | -1.0002 |
| (p-val) | (NA ) | (0.2941 ) | (NA ) | (NA ) | (NA ) | (NA ) | (2e-04 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -1.0001 |
| (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 |
| -174.886022089202 |
| 2351.46555527189 |
| -2044.73045654871 |
| 2955.35134262666 |
| 2444.72193754406 |
| 1868.05986875612 |
| -1854.35805358801 |
| 1758.72046632912 |
| 443.644907460096 |
| 3237.54881409586 |
| 335.811261467436 |
| 1467.71088800452 |
| 3732.61637494243 |
| -1134.03439050159 |
| -2013.26066381157 |
| -353.759046642968 |
| 3729.47987323017 |
| 84.2469628333906 |
| -2491.50579275538 |
| 1177.76223316418 |
| -2348.1888699199 |
| -3782.95468989825 |
| 4334.63649664493 |
| -3338.71715387341 |
| 704.973533972732 |
| -735.468921701612 |
| 1013.46600256034 |
| -1177.75650203666 |
| -829.296324927534 |
| 2825.16013250752 |
| -800.503302904596 |
| -2580.41892622136 |
| -2440.57615544506 |
| 613.080946564223 |
| -1123.98052010769 |
| 628.722605889011 |
| -277.564724561049 |
| 4359.67324546163 |
| 966.65898726552 |
| -1741.21539979488 |
| -506.331024813696 |
| -1289.51629087126 |
| 1039.26224959993 |
| -2061.12215679824 |
| -3377.83435803007 |
| 293.555707434045 |
| -1203.28938530775 |
| -1033.11073957741 |
| 1338.82995635458 |
| 1084.30343610524 |
| -756.3966126222 |
| -439.328945161693 |
| -1929.68567724349 |
| 1011.80721779575 |
| -1204.93208091783 |
| -2090.23265235321 |
| -869.50482348231 |
| 2587.93141413073 |
| -337.428317983055 |
| -792.791369652984 |
| 445.342168975662 |
| 2308.7123253455 |
| -325.086558270224 |
| -46.5148321383592 |
| -1725.54823489017 |
| 1233.39147915953 |
| 1452.79008243268 |
| -1024.14400145782 |
| -626.533412440235 |
| -578.71692397227 |
| -1703.75081020146 |
| -967.693320801713 |
| 783.160382801778 |
| 277.26282410189 |
| 280.121749908975 |
| -138.602359450726 |
| 1393.18084719073 |
| 256.034928286101 |
| 2042.99163206858 |
| 1021.39913602330 |
| -102.117200489187 |
| 228.313004751229 |
| -1940.73367752645 |
| -427.676634963762 |
| 1166.43871407722 |
| -137.477910874454 |
| -34.3340969487134 |
| 440.232267858213 |
| 2646.43160992191 |
| 88.8172820639761 |
| 465.39050831349 |
| 719.649417298171 |
| 50.5769879765941 |
| 1205.12511692484 |
| -673.015508905243 |
| 187.479886645266 |
| 866.019546335448 |
| 1106.66116247926 |
| 1521.41284822681 |
| -184.254338915451 |
| 1950.31030524183 |
| 119.990408212145 |
| 395.824167214157 |
| -97.7438862665265 |
| 1265.93169661807 |
| 1004.93590051821 |
| 132.268332186196 |
| -89.9187016152298 |
| 482.653494930743 |
| -951.18248623997 |
| -164.302949582457 |
| 126.310341135538 |
| 104.481441227983 |
| -938.403022036979 |
| -46.9787218860189 |
| -1044.58951980807 |
| 543.713582309755 |
