| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0338 | 0.1394 | 0.2292 | 0.2746 | -0.4736 | 0.006 | 0.6036 |
| (p-val) | (0.9523 ) | (0.5579 ) | (0.1399 ) | (0.6294 ) | (0.6992 ) | (0.9816 ) | (0.6149 ) |
| Estimates ( 2 ) | 0.023 | 0.1436 | 0.2292 | 0.2844 | -0.4436 | 0 | 0.5744 |
| (p-val) | (0.9677 ) | (0.548 ) | (0.1374 ) | (0.6177 ) | (0.6363 ) | (NA ) | (0.5135 ) |
| Estimates ( 3 ) | 0 | 0.1512 | 0.2305 | 0.307 | -0.4387 | 0 | 0.572 |
| (p-val) | (NA ) | (0.3215 ) | (0.1264 ) | (0.0573 ) | (0.6344 ) | (NA ) | (0.5097 ) |
| Estimates ( 4 ) | 0 | 0.1491 | 0.227 | 0.3226 | 0 | 0 | 0.1337 |
| (p-val) | (NA ) | (0.3302 ) | (0.1302 ) | (0.0396 ) | (NA ) | (NA ) | (0.4245 ) |
| Estimates ( 5 ) | 0 | 0.1541 | 0.2433 | 0.3261 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.3124 ) | (0.1042 ) | (0.0324 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0.2634 | 0.2935 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0839 ) | (0.0281 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0.3554 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0149 ) | (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 |
| 1011621.04566149 |
| 169885114.309031 |
| 128080468.377748 |
| 200098040.389014 |
| 163445479.491777 |
| 310079769.830092 |
| 116420351.770093 |
| 189971348.877523 |
| 375167924.571966 |
| -164674786.120075 |
| -348887892.16982 |
| 493771969.960841 |
| 133802371.814752 |
| 122794325.731134 |
| 175206251.098169 |
| -526232400.888818 |
| -284111532.98597 |
| -270603802.781642 |
| 105208589.930260 |
| 203465306.947512 |
| -15514174.4860120 |
| 378267949.290902 |
| -104818877.025929 |
| 330987345.750125 |
| -77106425.1079097 |
| 196011452.763986 |
| -159998751.931424 |
| 83512355.9589748 |
| -39403082.4187551 |
| 161425822.056401 |
| 70093378.8490658 |
| 218318414.805662 |
| 223276696.320623 |
| 96091227.541646 |
| -270382199.259152 |
| 360849604.923820 |
| -158886526.585575 |
| 51419770.4196978 |
| 249106899.21803 |
| 470593172.239736 |
| 16755116.0628824 |
| -51788941.5394487 |
| -146038363.97678 |
| 94697009.0182676 |
| -371984386.906946 |
