| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1072 | 0.1464 | 0.488 | -0.6281 | -0.0364 | -0.3299 | -0.829 |
| (p-val) | (0.7315 ) | (0.5477 ) | (0.0051 ) | (0.0545 ) | (0.9598 ) | (0.4187 ) | (0.7515 ) |
| Estimates ( 2 ) | -0.1084 | 0.1463 | 0.4895 | -0.6271 | 0 | -0.31 | -1.0012 |
| (p-val) | (0.7227 ) | (0.5451 ) | (0.0041 ) | (0.0503 ) | (NA ) | (0.0999 ) | (0.6115 ) |
| Estimates ( 3 ) | 0 | 0.203 | 0.5099 | -0.7192 | 0 | -0.3236 | -0.9965 |
| (p-val) | (NA ) | (0.1771 ) | (5e-04 ) | (0 ) | (NA ) | (0.0773 ) | (0.3689 ) |
| Estimates ( 4 ) | 0 | 0.2103 | 0.5121 | -0.7039 | 0 | -0.1555 | 0 |
| (p-val) | (NA ) | (0.1045 ) | (1e-04 ) | (0 ) | (NA ) | (0.5006 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0.2127 | 0.5254 | -0.7097 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.0917 ) | (0 ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0.5092 | -0.6431 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (2e-04 ) | (0 ) | (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 |
| -42.2891101550361 |
| 498.577728358688 |
| 768.642510207061 |
| -576.251410628844 |
| -12.7885549415054 |
| -25.0577856579802 |
| -219.825430724223 |
| 1456.29076238206 |
| 1757.42872564041 |
| 1374.06791377581 |
| -419.123765171822 |
| 864.153280357195 |
| 934.075710451965 |
| -258.720915690716 |
| -682.951771595782 |
| -43.8398944212243 |
| 847.98295867199 |
| 1730.61486034217 |
| -2633.87494992926 |
| 127.945022362916 |
| 15.6078380627920 |
| -1582.89450243840 |
| -632.636987468136 |
| -1167.11832436315 |
| -2297.09360766388 |
| -428.69982639139 |
| -597.520758605484 |
| 1494.27499881603 |
| 142.779440277396 |
| -1830.9685034316 |
| 2809.30006300802 |
| -1021.65362604389 |
| 260.03745949591 |
| -3.02832106878068 |
| 1312.40310978882 |
| -1014.36112193205 |
| 570.17876127987 |
| -335.214344688118 |
| -461.54104321829 |
| -410.112249810274 |
| 1223.24449467236 |
| -254.812463814422 |
| -340.416339083675 |
| -536.303312440004 |
| -285.292290630241 |
| 1150.41343973000 |
