| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.274 | 0.1288 | 0.0514 | -0.4057 | 0.1734 | 0.01 | -0.9998 |
| (p-val) | (0.6878 ) | (0.3545 ) | (0.6946 ) | (0.5486 ) | (0.2186 ) | (0.9441 ) | (0 ) |
| Estimates ( 2 ) | 0.2786 | 0.1291 | 0.0514 | -0.4097 | 0.1712 | 0 | -1 |
| (p-val) | (0.6788 ) | (0.3512 ) | (0.6944 ) | (0.5395 ) | (0.2124 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | 0.4582 | 0.158 | 0 | -0.5802 | 0.164 | 0 | -1.0003 |
| (p-val) | (0.3574 ) | (0.1767 ) | (NA ) | (0.244 ) | (0.2242 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0 | 0.0906 | 0 | -0.1219 | 0.1522 | 0 | -1 |
| (p-val) | (NA ) | (0.4169 ) | (NA ) | (0.2773 ) | (0.251 ) | (NA ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -0.106 | 0.132 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.2964 ) | (0.3095 ) | (NA ) | (0 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -0.0786 | 0 | 0 | -0.9977 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.4349 ) | (NA ) | (NA ) | (0.1817 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0138 ) |
| 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 |
| -147.826066663623 |
| 2238.51297053823 |
| 2359.87483395732 |
| -1449.98823408313 |
| 1861.04485769614 |
| 430.661862085229 |
| 3458.60124930771 |
| 646.058695199012 |
| 1739.66151058062 |
| 4006.68951553663 |
| -1719.28392057718 |
| -575.688088629192 |
| -2128.27131604289 |
| 3419.71213819808 |
| 308.502215360756 |
| -2119.13729050271 |
| 1016.25448028340 |
| -2481.26751870816 |
| -3871.08862568888 |
| 3792.31982323137 |
| -3455.01057714190 |
| 922.252358135583 |
| -1465.69642083271 |
| 1815.46030370953 |
| -2017.77690746499 |
| -869.475043292874 |
| 2633.89158638264 |
| -665.304587408435 |
| -2370.17777372114 |
| -2715.10906432759 |
| 169.824011233324 |
| -1355.78204489664 |
| 533.542936046002 |
| -319.157604564192 |
| 3987.11895062398 |
| 1739.12598407361 |
| -1689.18541662456 |
| -543.947891123456 |
| -1462.51853820954 |
| 884.841526030664 |
| -2134.23068235969 |
| -3450.92188789189 |
| -198.224283564799 |
| -1539.93549586108 |
| -1190.46559340156 |
| 1132.03582290952 |
| 619.631251788837 |
| -219.607440237834 |
| -719.22141611945 |
| -2050.41755313472 |
| 818.245087541027 |
| -1338.42064825063 |
| -2101.91670162007 |
| -1173.39925248942 |
| 2298.76094769557 |
| -253.353038693245 |
| -616.197195029518 |
| 385.619986138646 |
| 1867.38067337042 |
| 180.824149010268 |
| -95.0370398256055 |
| -1763.04145138124 |
| 1113.67614797106 |
| 1369.37844318859 |
| -794.875836511573 |
| -563.278738703531 |
| -716.153011928976 |
| -1808.73694189458 |
| -1214.25216076101 |
| 542.99316144218 |
| -164.890495653356 |
| 597.944337601865 |
| -312.922621446362 |
| 1404.00908678077 |
| 354.697910094941 |
| 2214.01722511453 |
| 1220.43706940638 |
| 209.085010474083 |
| 344.826728950765 |
| -1902.62240021539 |
| -577.893269151195 |
| 955.100165337919 |
| -434.344544370957 |
| 257.988741739936 |
| 232.873048615491 |
| 2673.78605530612 |
| 340.654917047013 |
| 754.108948123252 |
| 792.420534632403 |
| 184.740327032007 |
