| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0801 | 0.1945 | 0.0806 | -0.4667 | -0.4247 | -0.2713 | -0.9955 |
| (p-val) | (0.9688 ) | (0.8623 ) | (0.729 ) | (0.8198 ) | (0.2153 ) | (0.3393 ) | (0.3204 ) |
| Estimates ( 2 ) | 0 | 0.2377 | 0.0861 | -0.5468 | -0.4263 | -0.2722 | -1.0028 |
| (p-val) | (NA ) | (0.2191 ) | (0.6417 ) | (0.0037 ) | (0.2097 ) | (0.3341 ) | (0.3238 ) |
| Estimates ( 3 ) | 0 | 0.2207 | 0 | -0.5227 | -0.4487 | -0.2685 | -0.9997 |
| (p-val) | (NA ) | (0.2468 ) | (NA ) | (0.0026 ) | (0.1777 ) | (0.3422 ) | (0.3184 ) |
| Estimates ( 4 ) | 0 | 0.2353 | 0 | -0.5327 | -0.2219 | 0 | -0.9999 |
| (p-val) | (NA ) | (0.2148 ) | (NA ) | (0.0021 ) | (0.3617 ) | (NA ) | (0.0722 ) |
| Estimates ( 5 ) | 0 | 0.2197 | 0 | -0.5499 | 0 | 0 | -0.9995 |
| (p-val) | (NA ) | (0.2508 ) | (NA ) | (0.0012 ) | (NA ) | (NA ) | (0.0124 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -0.4886 | 0 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (NA ) | (8e-04 ) | (NA ) | (NA ) | (0.0141 ) |
| 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 |
| 1.23348178861219 |
| -719.772190814236 |
| -380.441164418605 |
| -497.756247369247 |
| -440.489037368970 |
| -144.399732219793 |
| 648.476779107075 |
| -439.609081250991 |
| -263.136565915534 |
| 616.220603862486 |
| -138.655443805138 |
| 266.085729848788 |
| -530.680548421732 |
| -409.604061187993 |
| 268.953961120185 |
| -120.770359290169 |
| 649.488243049503 |
| 508.18119352882 |
| 176.025447945695 |
| 292.910445136335 |
| 504.721250981652 |
| -49.76552328923 |
| -20.3604911218395 |
| 260.796722805103 |
| 41.3145503083026 |
| -101.097328730245 |
| -664.937966984716 |
| 793.018803263812 |
| 125.587792001387 |
| -127.196583967096 |
| -212.027238204288 |
| 540.032642408278 |
| -861.452359764465 |
| -94.8969423963722 |
| 561.666949857548 |
| 241.311343178093 |
| 422.867912926943 |
| 677.062939068343 |
