| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.9818 | -0.244 | 0.1833 | -0.7517 | -0.3675 | -0.1264 | 0.3495 |
| (p-val) | (0 ) | (0.0782 ) | (0.0886 ) | (0 ) | (0.5645 ) | (0.359 ) | (0.5784 ) |
| Estimates ( 2 ) | 0.9711 | -0.241 | 0.1863 | -0.7441 | -0.0201 | -0.1111 | 0 |
| (p-val) | (0 ) | (0.0812 ) | (0.0844 ) | (0 ) | (0.8672 ) | (0.4199 ) | (NA ) |
| Estimates ( 3 ) | 0.9716 | -0.2412 | 0.1852 | -0.7458 | 0 | -0.1122 | 0 |
| (p-val) | (0 ) | (0.0811 ) | (0.0851 ) | (0 ) | (NA ) | (0.415 ) | (NA ) |
| Estimates ( 4 ) | 0.9733 | -0.2361 | 0.1811 | -0.7437 | 0 | 0 | 0 |
| (p-val) | (0 ) | (0.0882 ) | (0.0941 ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | -0.557 | 0.1671 | 0 | 0.8843 | 0 | 0 | 0 |
| (p-val) | (4e-04 ) | (0.1479 ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | -0.4521 | 0 | 0 | 0.7293 | 0 | 0 | 0 |
| (p-val) | (0.1514 ) | (NA ) | (NA ) | (0.0052 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0.3034 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0028 ) | (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 |
| 3.03028833849435 |
| -216.600133786244 |
| 12.1887666299580 |
| 89.0269221038321 |
| -31.241720802397 |
| 47.4931280790963 |
| 96.095157145235 |
| 112.511538158024 |
| -133.013734861598 |
| 60.0581843288065 |
| 26.7565930948723 |
| -87.5181319920062 |
| -6.29431655241194 |
| 1.22340117339074 |
| -159.440570174976 |
| 58.6564606247865 |
| -89.7736739652246 |
| 91.4309583188638 |
| 25.8875189296997 |
| -9.73946292783467 |
| -291.233115317472 |
| 119.336265723966 |
| -52.0408245670173 |
| 24.8823071953864 |
| 53.9537503053362 |
| 23.2241367414704 |
| -15.5309301102941 |
| 82.7246304332868 |
| -38.2439983095661 |
| -221.805717404737 |
| -198.908827724145 |
| -58.1174947644814 |
| -147.454151757873 |
| -85.2028016883987 |
| 106.995820169963 |
| -78.772782922104 |
| -12.1911150325275 |
| -193.971045081145 |
| -70.9702915418206 |
| 190.866700682729 |
| 27.3967809140098 |
| 64.0727219013649 |
| -14.5383815703952 |
| 106.901654629954 |
| -4.38906893379470 |
| 45.0984035765489 |
| 33.1764903186612 |
| 22.2311204716346 |
| 147.524627775312 |
| 51.7118285907917 |
| -28.7237016845274 |
| 70.828412177701 |
| -87.8560283239944 |
| 81.6139876053944 |
| -44.8346494758011 |
| 79.5175188918042 |
| 112.316487744441 |
| 96.0226514601923 |
| 72.7141330316326 |
| 60.9600476626852 |
| 48.5773501166182 |
| 90.611749699317 |
| 4.18926334565685 |
| 21.6255656185231 |
| -67.9039098629587 |
| 59.3298064402329 |
| 37.4079456727541 |
| 97.2921730533517 |
| -7.94642230089039 |
| 33.0786062254106 |
| 52.823223983818 |
| 122.699266073864 |
| 142.22531975243 |
| 120.448955310123 |
| 83.0715680483731 |
| -35.612548360496 |
| -78.62676006133 |
| -216.295009801833 |
| 184.833941788802 |
| 85.3032113438803 |
| 118.246672705795 |
| 130.929068527740 |
| 41.8800813097187 |
| 88.2766996899782 |
| 129.841077658647 |
| 33.2118547150476 |
| -143.331778862304 |
| 272.973946893810 |
| 12.5249725718595 |
| -36.9163753127887 |
| -65.7946768653301 |
| -338.808989156156 |
| 178.175140165751 |
| 51.2782134788658 |
| -304.728284168654 |
| 84.5341524930191 |
| -328.641392735516 |
| -6.88015431109216 |
| -97.396012932296 |
| 233.19325516244 |
| -143.799887819531 |
| -217.386319778725 |
| -447.352971818506 |
| 127.413531152613 |
| -171.088439027969 |
| -678.031389986494 |
| -34.4945159417234 |
| -209.357264642499 |
| 126.721522309825 |
