| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0962 | 0.0142 | -0.2898 | -0.4079 | 0.2262 | 0.1754 | -0.6828 |
| (p-val) | (0.7169 ) | (0.9307 ) | (0.0186 ) | (0.1328 ) | (0.7768 ) | (0.656 ) | (0.3896 ) |
| Estimates ( 2 ) | -0.1119 | 0 | -0.2932 | -0.3913 | 0.2502 | 0.1858 | -0.7071 |
| (p-val) | (0.5643 ) | (NA ) | (0.0122 ) | (0.0355 ) | (0.7609 ) | (0.6495 ) | (0.3875 ) |
| Estimates ( 3 ) | -0.1139 | 0 | -0.2895 | -0.3862 | 0 | 0.0775 | -0.4597 |
| (p-val) | (0.5603 ) | (NA ) | (0.0129 ) | (0.0386 ) | (NA ) | (0.5829 ) | (6e-04 ) |
| Estimates ( 4 ) | -0.0967 | 0 | -0.293 | -0.4032 | 0 | 0 | -0.4487 |
| (p-val) | (0.6082 ) | (NA ) | (0.0119 ) | (0.0246 ) | (NA ) | (NA ) | (5e-04 ) |
| Estimates ( 5 ) | 0 | 0 | -0.2858 | -0.4739 | 0 | 0 | -0.4637 |
| (p-val) | (NA ) | (NA ) | (0.0165 ) | (0 ) | (NA ) | (NA ) | (2e-04 ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
| -35.3435133664127 |
| 735.779788488768 |
| 955.011310647343 |
| -290.668576389876 |
| 845.457823089616 |
| 2579.47871164211 |
| 385.269211776245 |
| -954.22831285084 |
| 977.665049671294 |
| -670.378155454014 |
| 1783.68890831396 |
| 599.17768449382 |
| -306.05575135961 |
| -175.099428721379 |
| -932.602211346187 |
| 1029.03976632086 |
| -904.415557826226 |
| -1053.26517432083 |
| 1844.18332299007 |
| -356.379344546617 |
| 857.306750984881 |
| -13.7451216698112 |
| -1340.6211118758 |
| -3017.55213999663 |
| 2583.68938236593 |
| 1622.93461861651 |
| -1162.13194268864 |
| 407.836156293812 |
| 526.210290108706 |
| 1357.48624645898 |
| -1134.23515025152 |
| 1911.24295353139 |
| -323.116440790442 |
| 734.280771682742 |
| -593.610171709216 |
| 1425.73598268279 |
| 1072.12838073572 |
| 2525.21279674917 |
| 1915.02265171032 |
| 153.925519723542 |
| 471.157995592958 |
| -664.419962827784 |
| -254.068981741514 |
| -430.824418914287 |
| 1905.60967838185 |
| -686.787415315728 |
| -1271.35377048867 |
| -1053.38854394804 |
| 2059.358210861 |
| 920.00641200783 |
| 238.966288268096 |
| 1906.27899023564 |
| -365.317602349184 |
| 749.534328165537 |
| 500.112135309282 |
| -303.997942417405 |
| 3689.33951047561 |
| -646.446430765791 |
| -712.027148497686 |
| -1389.05653602710 |
| -2641.65569443606 |
| 214.049382604967 |
| 1411.89687216002 |
| -2089.18239774381 |
| 458.533202249733 |
| 564.32671176953 |
| 828.874902740321 |
| 13.7099192992408 |
| 229.730229724078 |
| -1980.68471896011 |
| 379.831474433581 |
| -1135.99041714126 |
| -1410.43565983884 |
| 152.861165573394 |
| -1403.13226387818 |
| -33.5389414436732 |
| -2542.6701473046 |
| -407.327393927973 |
| 612.401990988205 |
| 2945.13446352319 |
| -164.728983720217 |
| 1069.53207452312 |
