| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3976 | 0.0754 | 0.2011 | 0.1714 | -0.706 | -0.3932 | 0.1477 |
| (p-val) | (0.4482 ) | (0.6763 ) | (0.1141 ) | (0.7473 ) | (0.2508 ) | (0.1628 ) | (0.826 ) |
| Estimates ( 2 ) | -0.405 | 0.0792 | 0.1964 | 0.1828 | -0.5728 | -0.3371 | 0 |
| (p-val) | (0.4542 ) | (0.6611 ) | (0.1191 ) | (0.7385 ) | (0 ) | (0.037 ) | (NA ) |
| Estimates ( 3 ) | -0.2294 | 0.1174 | 0.1825 | 0 | -0.5663 | -0.3336 | 0 |
| (p-val) | (0.0764 ) | (0.3664 ) | (0.1455 ) | (NA ) | (0 ) | (0.0389 ) | (NA ) |
| Estimates ( 4 ) | -0.2504 | 0 | 0.1574 | 0 | -0.5771 | -0.3519 | 0 |
| (p-val) | (0.0522 ) | (NA ) | (0.201 ) | (NA ) | (0 ) | (0.0269 ) | (NA ) |
| Estimates ( 5 ) | -0.2308 | 0 | 0 | 0 | -0.5816 | -0.3513 | 0 |
| (p-val) | (0.0729 ) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0258 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.599 | -0.4034 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (0.008 ) | (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 |
| 221.114422853726 |
| -538.308879951932 |
| 7737.06068740495 |
| 1937.35293976010 |
| 3.34163191259175 |
| 5094.27124721966 |
| 4139.59620295102 |
| 53754.5804953636 |
| -24955.1175945395 |
| -7277.45356148658 |
| 16096.6963130391 |
| 6048.17410375177 |
| -17573.9044668129 |
| -4356.52051051619 |
| -11531.002639376 |
| 5421.9101652659 |
| 21384.0313512680 |
| -40246.7378286115 |
| 20054.0548834480 |
| -33216.6942175080 |
| 26493.7223889768 |
| 38842.6283957788 |
| 23781.6303249722 |
| 22996.6548403874 |
| 30652.6470299862 |
| 18776.2437635076 |
| 6552.15404418888 |
| -4697.1682284801 |
| -5604.45482970198 |
| -23416.3904279392 |
| -21407.1572830589 |
| -30483.4620778166 |
| 6330.46531213668 |
| 10143.2273826381 |
| -500.081362385127 |
| -6990.71021239593 |
| -2025.75230280327 |
| -11356.2996737013 |
| 12938.8764500236 |
| 14022.3080302091 |
| -37986.0589762063 |
| 13264.3330322636 |
| -3084.88303283765 |
| -23842.4654467707 |
| 32125.1962366045 |
| 13478.2566694121 |
| 1838.17205359612 |
| 2340.96078281233 |
| 40.1541953518172 |
| 6568.47217042808 |
| -10323.4114900420 |
| -18029.7238463970 |
| -6745.95306308515 |
| -11315.0861981536 |
| -11366.620310509 |
| -11408.6230644906 |
| 10262.6359942141 |
| -4353.44744418858 |
| -4285.53900274332 |
| -7649.75243185324 |
| -7651.35050224673 |
