| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.6659 | 0.082 | 0.0337 | -0.527 | 0.1955 | -0.1595 | -0.5012 |
| (p-val) | (0.303 ) | (0.6635 ) | (0.8771 ) | (0.3996 ) | (0.683 ) | (0.3969 ) | (0.3386 ) |
| Estimates ( 2 ) | 0.75 | 0.0732 | 0 | -0.6085 | 0.182 | -0.17 | -0.4981 |
| (p-val) | (0.012 ) | (0.6689 ) | (NA ) | (0.0255 ) | (0.5622 ) | (0.1901 ) | (0.1797 ) |
| Estimates ( 3 ) | 0.8576 | 0 | 0 | -0.6811 | 0.2267 | -0.1658 | -1.7874 |
| (p-val) | (0 ) | (NA ) | (NA ) | (2e-04 ) | (0.6056 ) | (0.3688 ) | (0.2498 ) |
| Estimates ( 4 ) | 0.865 | 0 | 0 | -0.692 | 0 | -0.2225 | -0.3217 |
| (p-val) | (0 ) | (NA ) | (NA ) | (1e-04 ) | (NA ) | (0.0828 ) | (0.0209 ) |
| Estimates ( 5 ) | 0.8785 | 0 | 0 | -0.6867 | 0 | 0 | -0.378 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0184 ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
| -1913.22003706382 |
| -6.88848053854622 |
| 527.916515605298 |
| 276.177472719211 |
| 1065.73620089693 |
| -4466.39422735435 |
| 1343.11881274994 |
| -8237.80707651668 |
| -754.599123028476 |
| -12312.7535937161 |
| 3751.48138868003 |
| 2635.80536661872 |
| 2233.53165472755 |
| -864.056245708238 |
| -4028.3996584598 |
| 7034.69739039585 |
| 4359.37710297152 |
| -3014.90967829979 |
| -4756.7392032662 |
| -3073.32299463792 |
| -4420.68593427649 |
| -16940.8849441227 |
| -516.21372670718 |
| -5875.03805344807 |
| 11092.4629738652 |
| -7041.0701067138 |
| -5426.4643154498 |
| 5005.86118787103 |
| -9742.57927556922 |
| -10740.2086030682 |
| 13627.1248119547 |
| 1603.39625582557 |
| -17951.5733642089 |
| 12818.0620225442 |
| 4618.69586674158 |
| 10327.8953034945 |
| 136.781849852947 |
| -2117.01159553464 |
| -2277.51513967038 |
| 4961.17420010911 |
| -9879.75004089024 |
| 16541.4611516636 |
| -6379.7065894244 |
| -5281.33138644597 |
| 206.099163097097 |
| 2145.31905780754 |
| 12560.9034945008 |
| 8391.062772538 |
| 7976.19807923571 |
| 7224.97669904651 |
| 11520.6968959098 |
| -2147.20824700459 |
| -3023.28815334738 |
| 2742.7841436386 |
| -3421.65518006994 |
| 1275.2098555357 |
| -6831.54370976379 |
| -769.1780949944 |
| 1745.69031829361 |
| 8595.97200097014 |
| -5854.32804099709 |
| -6512.985041618 |
| -9111.24947907608 |
| -8029.87914478268 |
| 724.599980180638 |
| 4180.14695511186 |
| 6146.73980776575 |
| -6115.35285943048 |
| -773.38885679003 |
| -4536.58516630242 |
| -2686.22382323347 |
