| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4277 | 0.1166 | 0.1414 | -0.649 | 0.1077 | 0.1133 | -0.9986 |
| (p-val) | (0.1804 ) | (0.4665 ) | (0.3126 ) | (0.0329 ) | (0.6758 ) | (0.6392 ) | (0.1971 ) |
| Estimates ( 2 ) | 0.4264 | 0.1247 | 0.1398 | -0.6558 | 0 | 0.0579 | -1.2614 |
| (p-val) | (0.1795 ) | (0.4321 ) | (0.3209 ) | (0.0287 ) | (NA ) | (0.778 ) | (0.0342 ) |
| Estimates ( 3 ) | 0.4159 | 0.1166 | 0.1458 | -0.6409 | 0 | 0 | -0.7753 |
| (p-val) | (0.189 ) | (0.4531 ) | (0.2954 ) | (0.0309 ) | (NA ) | (NA ) | (0.0304 ) |
| Estimates ( 4 ) | 0.3392 | 0 | 0.1794 | -0.5327 | 0 | 0 | -0.7628 |
| (p-val) | (0.5194 ) | (NA ) | (0.2481 ) | (0.2553 ) | (NA ) | (NA ) | (0.0292 ) |
| Estimates ( 5 ) | 0 | 0 | 0.1039 | -0.2264 | 0 | 0 | -0.8019 |
| (p-val) | (NA ) | (NA ) | (0.4643 ) | (0.0719 ) | (NA ) | (NA ) | (0.0483 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -0.205 | 0 | 0 | -0.868 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0872 ) | (NA ) | (NA ) | (0.1434 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | -0.118 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.3456 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (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 |
| -4155.06906968191 |
| -47087.532771068 |
| 49169.4122986987 |
| -32734.8128263872 |
| 11188.8238597630 |
| 36826.7592989792 |
| -16979.1601281891 |
| -50810.7489298702 |
| 36416.7016013959 |
| -29290.5278024131 |
| 7100.08392977602 |
| -33923.5212677858 |
| 20510.6067907672 |
| 7078.29491890249 |
| 20290.9086454021 |
| 52713.3807852306 |
| -11840.2797933430 |
| -33521.6007458994 |
| -30250.9853299572 |
| -18573.2052631700 |
| 19024.2280945189 |
| 18158.9715623867 |
| -5895.08834998543 |
| 337.654541072436 |
| -15247.1725134754 |
| -1519.45517815778 |
| 52667.7751613802 |
| -48716.6591297614 |
| 11722.7065284045 |
| 53860.7325846413 |
| 27203.0542027133 |
| 26499.6915557194 |
| -115.272429471137 |
| 21596.4032300089 |
| 14679.3682536401 |
| 20976.4807597618 |
| -27233.7536826199 |
| 46585.6873375769 |
| -56442.061804327 |
| -34584.5306489247 |
| 197.638520043576 |
| -39952.6878731474 |
| -34236.5536438499 |
| -32286.3164241533 |
| -31196.2793977277 |
| -30714.7058715331 |
| -80253.9026576197 |
| -14896.2172067917 |
| -67302.0588216828 |
| -70300.5037508805 |
| 16232.8196048387 |
| 132069.715561107 |
| -65778.9337310705 |
| 3506.1539662322 |
| 29403.5626294264 |
| 51574.2489110977 |
| -48371.6442216225 |
| 37001.4021949314 |
| 77248.4395915226 |
| 14730.7127497056 |
