| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3789 | 0.1316 | 0.4544 | 0.3179 | 0.1958 | 0.095 | -0.6129 |
| (p-val) | (0.2114 ) | (0.3133 ) | (4e-04 ) | (0.303 ) | (0.7784 ) | (0.776 ) | (0.3445 ) |
| Estimates ( 2 ) | -0.358 | 0.1381 | 0.4498 | 0.2963 | 0 | 0.023 | -0.4343 |
| (p-val) | (0.2539 ) | (0.2826 ) | (5e-04 ) | (0.3506 ) | (NA ) | (0.8953 ) | (0.0305 ) |
| Estimates ( 3 ) | -0.3725 | 0.1347 | 0.4549 | 0.3092 | 0 | 0 | -0.4214 |
| (p-val) | (0.1833 ) | (0.2863 ) | (2e-04 ) | (0.2827 ) | (NA ) | (NA ) | (0.0137 ) |
| Estimates ( 4 ) | -0.5272 | 0 | 0.4104 | 0.4254 | 0 | 0 | -0.3424 |
| (p-val) | (0.017 ) | (NA ) | (2e-04 ) | (0.0673 ) | (NA ) | (NA ) | (0.0358 ) |
| Estimates ( 5 ) | -0.0998 | 0 | 0.4001 | 0 | 0 | 0 | -0.4849 |
| (p-val) | (0.4041 ) | (NA ) | (0.0011 ) | (NA ) | (NA ) | (NA ) | (4e-04 ) |
| Estimates ( 6 ) | 0 | 0 | 0.39 | 0 | 0 | 0 | -0.5242 |
| (p-val) | (NA ) | (NA ) | (0.0015 ) | (NA ) | (NA ) | (NA ) | (0 ) |
| 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 |
| -363.83945188921 |
| -343.321747065242 |
| -489.263001243245 |
| 6294.92943037293 |
| -5282.93585005829 |
| -2284.72136388931 |
| 1228.62186590805 |
| -623.986456180448 |
| -609.421458642644 |
| -2833.85847894259 |
| 198.729585518677 |
| 1641.06298808284 |
| 1228.35920623529 |
| -1998.89372087127 |
| -1974.60810626374 |
| -672.496087341258 |
| 992.144893942072 |
| -1962.82741244733 |
| -412.289849077054 |
| -2203.59188033349 |
| 869.224935020408 |
| -598.60305324322 |
| -936.465200909406 |
| -3512.82333987666 |
| -2292.15749447355 |
| -2063.0381192683 |
| -231.736157523561 |
| 2232.05665343612 |
| -118.128752306745 |
| -1395.21993340156 |
| -334.583205401361 |
| -696.517771403779 |
| 707.726045442992 |
| -1071.3387912021 |
| -505.372327788403 |
| 1569.81912070699 |
| 144.138999990219 |
| -212.303531117629 |
| 329.488498481152 |
| 448.135912644547 |
| 479.518273390109 |
| 1895.35675209649 |
| 202.438658337668 |
| 629.347808856986 |
| 471.891430836052 |
| -664.155209186357 |
| -354.83832915104 |
| -4113.03104027946 |
| -1411.60427879569 |
| -380.66529437784 |
| 277.729508204345 |
| -2682.27895957021 |
| 9017.37881325937 |
| -796.331285223787 |
| 1051.05835120349 |
| -3342.98628604096 |
| -1381.88696174355 |
| 1639.48435769393 |
| -2948.74919060045 |
| 15.2282840630945 |
| -438.645256589153 |
| -90.2757030825148 |
| 1490.67115256693 |
| -97.6609806401635 |
| 1096.24591124908 |
| 1055.92920772076 |
| 1871.28012278336 |
| 5585.92623589342 |
| 3946.32099204379 |
| 6411.33140469441 |
| -2294.99727385037 |
| 1106.72335853597 |
