| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5238 | 0.184 | 0.0294 | -0.6286 | 0.1537 | -0.048 | -1 |
| (p-val) | (0.1475 ) | (0.0958 ) | (0.8062 ) | (0.0686 ) | (0.1632 ) | (0.6631 ) | (0 ) |
| Estimates ( 2 ) | 0.5786 | 0.1963 | 0 | -0.6792 | 0.1516 | -0.0454 | -1 |
| (p-val) | (0.0231 ) | (0.0492 ) | (NA ) | (0.005 ) | (0.1675 ) | (0.6783 ) | (0 ) |
| Estimates ( 3 ) | 0.5904 | 0.1915 | 0 | -0.6889 | 0.1537 | 0 | -1.0001 |
| (p-val) | (0.0204 ) | (0.0536 ) | (NA ) | (0.0043 ) | (0.1628 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0.6807 | 0.1427 | 0 | -0.7403 | 0 | 0 | -0.994 |
| (p-val) | (0.0117 ) | (0.1419 ) | (NA ) | (0.0041 ) | (NA ) | (NA ) | (0.0491 ) |
| Estimates ( 5 ) | -0.667 | 0 | 0 | 0.5995 | 0 | 0 | -0.9945 |
| (p-val) | (0.1149 ) | (NA ) | (NA ) | (0.1805 ) | (NA ) | (NA ) | (0.1347 ) |
| Estimates ( 6 ) | -0.053 | 0 | 0 | 0 | 0 | 0 | -1.0003 |
| (p-val) | (0.5659 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.014 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0014 ) |
| 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 |
| -105.730863230922 |
| -487.915390501638 |
| -810.708709874126 |
| -474.338500406913 |
| -792.23980753009 |
| -1385.59469760206 |
| 1.42802083718775 |
| -1154.38358296484 |
| -1529.29246100236 |
| -234.238541506943 |
| -212.106804905755 |
| 624.565749230629 |
| -62.6249257083155 |
| 759.82775714565 |
| -1051.02277251465 |
| -347.690916246298 |
| -462.790939207637 |
| -1027.92145467706 |
| -399.027870105915 |
| 642.840971415055 |
| 301.870976064658 |
| -128.445154963288 |
| 447.849106936563 |
| 1292.59342754175 |
| 858.1167550467 |
| 600.794535728859 |
| -916.12919957095 |
| -1356.49613873420 |
| -463.527662151954 |
| 549.683494262653 |
| 272.332084851038 |
| 261.270357686605 |
| -102.944975149684 |
| 306.928854138820 |
| 800.991282123307 |
| 557.638576891154 |
| 1425.81803237144 |
| 1028.76355520079 |
| 1063.70313388706 |
| 69.295626372145 |
| -1106.78693317208 |
| 3199.4170972895 |
| 99.0185594819994 |
| 750.163358409013 |
| -1748.24809666370 |
| 409.800620997193 |
| 86.1205130913605 |
| -933.934217965375 |
| -1567.02886693259 |
| 1048.56898395001 |
| 1659.92443407317 |
| 2527.24058074731 |
| -356.925472825478 |
| 2566.00589032566 |
| 535.414762414239 |
| 889.609220219666 |
| -12.0814914273981 |
| -157.016659951042 |
| 316.888570873291 |
| 61.8004066341321 |
| 1089.93321496004 |
| 2703.53937864957 |
| 1292.69576142455 |
| -122.242227882387 |
| 1745.36250715793 |
| 606.097468391265 |
| 1097.70766955844 |
| -628.321704679541 |
| -2749.50903676598 |
| 1282.22171448188 |
| -1267.83942005704 |
| -512.824873128156 |
| 660.991480553358 |
| 944.80912804122 |
| 619.733964266941 |
| 1621.43977459974 |
| -2064.84526565169 |
| 479.211076708759 |
| 633.045247912782 |
| -495.917652257002 |
| 3123.61450234573 |
| 101.870109147780 |
| 2386.25105348784 |
| -4857.37976388077 |
| 3545.20060954231 |
| 221.322317853044 |
| -2924.22927710942 |
| 1947.73977682575 |
| 1123.22798574133 |
| -2948.93022202395 |
| -679.572571125438 |
| 2026.70900357487 |
| 2468.78134459025 |
| -1132.40126043204 |
| -3411.50100337431 |
| -97.8301751146374 |
| -3155.99167606730 |
| -3309.92093953252 |
| -2733.7360960718 |
| 353.21218062473 |
| -486.201670070813 |
| -77.6336947470144 |
| -3129.82984619771 |
| 1081.73323668520 |
| -548.277313449707 |
| 4028.44668736828 |
| -513.367257181363 |
| 534.087395826812 |
| 1794.74724234205 |
| -2367.19304049230 |
| 207.313119002090 |
| -1741.76086763757 |
| 2385.48855108873 |
| 3109.58046853921 |
| 1627.70002303975 |
| -1564.14394973218 |
| 2543.28687674668 |
| 1997.54225598052 |
| 1808.48085262552 |
