| ARIMA Parameter Estimation and Backward Selection | |||||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | ma2 | ma3 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.7891 | 0.7065 | 0.7695 | 0.8123 | -0.4845 | -0.5933 | 0.0323 | -0.1202 | -0.5329 |
| (p-val) | (1e-04 ) | (0 ) | (5e-04 ) | (0.0016 ) | (0.0096 ) | (0.0285 ) | (0.8871 ) | (0.3765 ) | (0.0158 ) |
| Estimates ( 2 ) | -0.8576 | 0.8113 | 0.7201 | 0.9113 | -0.6111 | -0.5224 | 0 | -0.1585 | -0.4932 |
| (p-val) | (0 ) | (0 ) | (1e-04 ) | (4e-04 ) | (9e-04 ) | (0.0282 ) | (NA ) | (0.1308 ) | (0 ) |
| Estimates ( 3 ) | -0.9088 | 0.6781 | 0.9103 | 1.0259 | -0.4375 | -0.7887 | 0 | 0 | -0.5393 |
| (p-val) | (0 ) | (0 ) | (0 ) | (0 ) | (0.0142 ) | (0 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 14 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 15 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 16 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 17 ) | NA | NA | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -769.911091064411 |
| 1171.29374933207 |
| -3576.19909367338 |
| 3609.02574272962 |
| 1095.79925841030 |
| 493.570996581135 |
| 1699.03808604918 |
| -836.851790569599 |
| -273.33274927449 |
| 2168.44641653895 |
| 126.280531276651 |
| -2912.49908022849 |
| 2528.279326198 |
| 3062.62746113468 |
| 1838.54408855953 |
| 3170.78275493723 |
| 1031.28777198572 |
| 1693.88505468331 |
| -534.931294103998 |
| -3998.67897183693 |
| 16976.4897466883 |
| 4820.76156299178 |
| -4679.06008524019 |
| 597.739006023639 |
| -2477.86336887463 |
| 243.500170055299 |
| 538.858643878335 |
| -3200.23746695186 |
| 324.380492584170 |
| 1527.48820190478 |
| 10152.01213867 |
| -8059.36170074455 |
| -2418.70020158621 |
| 1731.69804803241 |
| 5707.52053038529 |
| -2457.74088247615 |
| 1308.43067614726 |
| -1090.40510831372 |
| 239.326738599514 |
| 3112.88202848046 |
| 735.340966954667 |
| 3676.49659050106 |
| 7161.95345823981 |
| -5271.52366899354 |
| -615.490931163876 |
| -2953.67362051989 |
| -3959.28228467967 |
| 960.006524980228 |
| 1416.51784934988 |
| 634.824635154175 |
| 720.397470155339 |
| -4470.20401491884 |
| 712.17396667502 |
| 632.714436638679 |
| 2421.35179425981 |
| 5025.05128520032 |
| -1844.60128865064 |
| 7934.36477809165 |
| -2477.42538503866 |
| -2659.07717306397 |
| -4568.25217166251 |
| -2153.24058135901 |
| 1086.69403201461 |
| -348.12195537322 |
| -1194.07385286245 |
| 975.591846310268 |
| -133.959575019721 |
| -5399.0547322856 |
| -2095.61029664976 |
| -2266.49549333173 |
| -3160.81015683610 |
| 1344.92759353098 |
| -11955.0464889042 |
| 6424.5906825952 |
| -765.813368053706 |
| 7754.3401036934 |
| 1287.97876816604 |
| -1575.27353258201 |
| -9483.7660556782 |
| -8373.24725033994 |
| 6676.87062136193 |
| -10402.8203505712 |
| -1759.94290062492 |
| -1095.85530323959 |
| 5697.04768411452 |
| -3295.26426878776 |
| -2174.62933880444 |
| -1673.19503942257 |
| 51.227339272433 |
| 894.207408879431 |
| 3271.20830644572 |
| -6741.80637755126 |
| -4763.83829373788 |
| 5149.95899638157 |
| 6359.49322347478 |
| 4069.35367233416 |
| 861.463305490183 |
| -1076.12541623963 |
| 4778.74718653818 |
| 660.011275435734 |
| -3644.177055773 |
| 4021.36674834023 |
| -5651.22701044024 |
| -6165.26778707089 |
| 6483.38099027895 |
| 3857.60047521209 |
| 6052.5227072953 |
| 6726.9391985371 |
| 10097.3691486225 |
| 4513.37356055597 |
| 2970.10060073751 |
| -4046.51950522375 |
| 636.105225891238 |
| 2404.07792977331 |
| -4585.66701848662 |
| -2297.29019666499 |
| 231.391439225268 |
| -214.577648690509 |
| 3258.0934402565 |
| 8146.9294080479 |
| -10154.0931655095 |
| -2913.35302191135 |
| -4751.01639953772 |
| -1109.69856965135 |
| -1853.91213961220 |
| -2165.27796141261 |
| 294.375444732118 |
| -938.131242252736 |
| -3698.26252171547 |
| 2449.84996466576 |
| -2776.86349372163 |
