| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.4816 | -0.1096 | 0.4285 | -0.1888 | 0.2969 | -0.4769 | -1 |
| (p-val) | (0.0932 ) | (0.6511 ) | (0.0122 ) | (0.5414 ) | (0.1046 ) | (5e-04 ) | (8e-04 ) |
| Estimates ( 2 ) | -0.3695 | 0 | 0.4846 | -0.3059 | 0.3079 | -0.474 | -1.0006 |
| (p-val) | (0.0047 ) | (NA ) | (0 ) | (0.0569 ) | (0.0914 ) | (5e-04 ) | (8e-04 ) |
| Estimates ( 3 ) | -0.3652 | 0 | 0.5472 | -0.3469 | 0 | -0.5012 | -1.0011 |
| (p-val) | (0.002 ) | (NA ) | (0 ) | (0.0235 ) | (NA ) | (1e-04 ) | (0.0346 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| -2008.89093285482 |
| -6555.07132142903 |
| -34042.5082278988 |
| 10690.5244837792 |
| 17907.7213950037 |
| -22665.7036706889 |
| -5008.71313743215 |
| 5619.89138350181 |
| -6533.59433572251 |
| 1426.51822915374 |
| -5573.91101046862 |
| 7968.47088889463 |
| 11875.2510051734 |
| 4484.45588151398 |
| -6695.17286906565 |
| 3195.80377000386 |
| 33479.9583074633 |
| -19013.268071849 |
| -5017.39752277267 |
| -17989.9274781780 |
| 1810.13100997662 |
| -1951.62100442419 |
| 2637.7401821919 |
| -10979.4213217954 |
| 11149.9965607018 |
| 233.720544916665 |
| -27975.1814699233 |
| -507.635222063279 |
| -30716.898262343 |
| 6308.3431148588 |
| 21831.8862210075 |
| 2315.98168737857 |
| 2394.04050654506 |
| -6088.30660886117 |
| -7049.00942606968 |
| 10784.4612109370 |
| -5802.72828971991 |
| -8698.42819229714 |
| -34051.572180707 |
| 43140.4164064338 |
| 5128.85075347245 |
| 461.214706811253 |
| -8847.7024046238 |
| -5569.2853748777 |
| 4440.61167623479 |
| -12851.4493366203 |
| -1370.44914006339 |
| -5644.83271949838 |
| -6604.62850182249 |
| 2220.13993471797 |
| 33556.5207230226 |
| -21047.047968272 |
| -2103.47783651169 |
| -7858.15648432164 |
| 14433.7259354068 |
| 13429.0767802213 |
| -7094.95795618593 |
| 1735.90558918604 |
| 18408.0971988507 |
| 7397.51168527708 |
| 24296.7538952081 |
| 34804.7340820889 |
| 58283.6738835546 |
| -15079.1557081238 |
| -11569.7314411712 |
| 184.234426245589 |
| -37716.4952125044 |
| -11365.7162481694 |
| -15996.9681133350 |
| 13111.1938169351 |
| -7866.94758420257 |
| -20585.0660895690 |
