| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1523 | 0.1804 | 0.4912 | -0.2896 | 0.2472 | -0.2523 | -0.9997 |
| (p-val) | (0.4766 ) | (0.2292 ) | (4e-04 ) | (0.2238 ) | (0.2623 ) | (0.2696 ) | (0.031 ) |
| Estimates ( 2 ) | 0 | 0.2122 | 0.469 | -0.4067 | 0.2395 | -0.2764 | -1.0002 |
| (p-val) | (NA ) | (0.1201 ) | (8e-04 ) | (0.0035 ) | (0.2658 ) | (0.2123 ) | (0.0315 ) |
| Estimates ( 3 ) | 0 | 0.2256 | 0.4673 | -0.4354 | 0 | -0.3344 | -0.6612 |
| (p-val) | (NA ) | (0.1323 ) | (0.0012 ) | (0.0025 ) | (NA ) | (0.0979 ) | (0.1453 ) |
| Estimates ( 4 ) | 0 | 0.1767 | 0.4749 | -0.3267 | 0 | -0.2541 | 0 |
| (p-val) | (NA ) | (0.1621 ) | (3e-04 ) | (0.0172 ) | (NA ) | (0.1989 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0.1705 | 0.4877 | -0.3651 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.1631 ) | (1e-04 ) | (0.0045 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0.4909 | -0.3379 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (2e-04 ) | (0.0044 ) | (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 |
| -74.6915795638773 |
| 212.254697730591 |
| -41.5511936661506 |
| 471.993871206887 |
| -1356.78478851341 |
| 438.316374572804 |
| 293.380991648800 |
| -37.9117683928118 |
| 1816.68987489069 |
| 816.11038731021 |
| 258.925702479984 |
| -45.6248826681828 |
| 3960.39036987729 |
| 1735.14809352634 |
| -1053.68791259641 |
| -762.10853490894 |
| -561.127620753853 |
| 286.904192766769 |
| -44.3844668623980 |
| -2186.13468440731 |
| -482.002210181472 |
| 25.8471194482117 |
| -1999.40184934386 |
| 141.474729104310 |
| -2035.50278754068 |
| -2309.10340024142 |
| 1021.93936558592 |
| 114.540206908403 |
| 1660.0702554509 |
| 270.085163129050 |
| -1431.19472368068 |
| 2909.99760759191 |
| -949.692196653628 |
| 694.398240429993 |
| -342.623341162817 |
| 852.663100685635 |
| -1709.35398897022 |
| 869.163287612745 |
| -530.011730453785 |
| -275.645283448380 |
| 78.1235588541858 |
| 1308.86905563902 |
| -350.805682413949 |
| 522.033502131831 |
| -494.184012644346 |
| -544.431527076918 |
| 1090.47629136852 |
| -721.25486445932 |
| -1544.20677426309 |
