| 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) | (0.4481 ) | (0.6763 ) | (0.1141 ) | (0.7473 ) | (0.2507 ) | (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 |
| 221.114422853729 |
| -538.308883038025 |
| 7737.06073819389 |
| 1937.35299235584 |
| 3.34163241776867 |
| 5094.27128248586 |
| 4139.59625716681 |
| 53754.5808837548 |
| -24955.1175033286 |
| -7277.45379855773 |
| 16096.6964317091 |
| 6048.17422406998 |
| -17573.9045768958 |
| -4356.52063118145 |
| -11531.0027427367 |
| 5421.91010501195 |
| 21384.0314468459 |
| -40246.7378808666 |
| 20054.0546716096 |
| -33216.6946442130 |
| 26493.7224867302 |
| 38842.6287411653 |
| 23781.6303911472 |
| 22996.6549282365 |
| 30652.6473671752 |
| 18776.2439613026 |
| 6552.15427903842 |
| -4697.16829259034 |
| -5604.45517679349 |
| -23416.3898510646 |
| -21407.1576972896 |
| -30483.4616878607 |
| 6330.4647932515 |
| 10143.2268689131 |
| -500.081688626981 |
| -6990.71056992404 |
| -2025.75278336003 |
| -11356.2999521249 |
| 12938.8763188073 |
| 14022.3081936636 |
| -37986.0588059173 |
| 13264.3331075563 |
| -3084.88256234047 |
| -23842.4648577421 |
| 32125.1959630846 |
| 13478.2567502621 |
| 1838.17220844619 |
| 2340.96095639048 |
| 40.1542041576467 |
| 6568.47233909534 |
| -10323.4116952923 |
| -18029.7240929574 |
| -6745.95252901816 |
| -11315.0866222215 |
| -11366.6202848376 |
| -11408.6231128407 |
| 10262.6356869920 |
| -4353.44737065211 |
| -4285.53900987661 |
| -7649.75241007228 |
| -7651.35036667419 |
