| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1616 | 0.2386 | 0.4866 | -0.3795 | -0.1757 | -0.4074 | -0.6933 |
| (p-val) | (0.4626 ) | (0.1555 ) | (7e-04 ) | (0.1013 ) | (0.8503 ) | (0.3928 ) | (0.7462 ) |
| Estimates ( 2 ) | -0.1584 | 0.2263 | 0.4872 | -0.3544 | 0 | -0.3198 | -1.0009 |
| (p-val) | (0.4653 ) | (0.1427 ) | (6e-04 ) | (0.1122 ) | (NA ) | (0.1281 ) | (0.2003 ) |
| Estimates ( 3 ) | 0 | 0.2625 | 0.4592 | -0.4675 | 0 | -0.3579 | -0.9999 |
| (p-val) | (NA ) | (0.057 ) | (0.0013 ) | (4e-04 ) | (NA ) | (0.07 ) | (0.1908 ) |
| Estimates ( 4 ) | 0 | 0.1962 | 0.4482 | -0.3279 | 0 | -0.3444 | 0 |
| (p-val) | (NA ) | (0.1299 ) | (8e-04 ) | (0.0181 ) | (NA ) | (0.124 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0.4527 | -0.2943 | 0 | -0.3433 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0012 ) | (0.0197 ) | (NA ) | (0.1296 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0.4756 | -0.3267 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (5e-04 ) | (0.007 ) | (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 |
| -54.7674876613664 |
| -495.69598465947 |
| -588.018308568173 |
| 767.021207189304 |
| -411.891637658437 |
| 699.677739143527 |
| 554.66167730992 |
| 48.4428037141398 |
| -1326.58552420137 |
| 1016.08573106172 |
| -991.540816309199 |
| 157.051891894197 |
| 52.7497691221929 |
| 1188.93459002948 |
| -1764.62558844539 |
| 2682.59721305084 |
| -1687.24714157739 |
| 755.172109116612 |
| -781.658884624794 |
| -1096.22874498101 |
| 1428.91867460869 |
| -2383.27482923825 |
| -2327.11738731951 |
| -437.295336580582 |
| -1551.6137589984 |
| 553.50511458989 |
| 193.403859979501 |
| -558.664115789388 |
| 186.923628029761 |
| 576.739567592238 |
| 1131.82146891075 |
| 1674.35858509145 |
| -740.367568191062 |
| 833.025800279671 |
| 3056.70291241972 |
| 2308.40754234698 |
| 492.280141714649 |
| -1133.61650014848 |
| 765.103464375639 |
| 701.189130894615 |
| -579.717914633099 |
| 201.396742016585 |
| -1439.48703121610 |
| -235.361742043639 |
| 22.1817207948443 |
