| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1113 | 0.565 | 0.4739 | 0.4916 | -0.2725 | -0.4539 | -0.9996 |
| (p-val) | (0.6782 ) | (0.0018 ) | (0.0071 ) | (0.0624 ) | (0.2593 ) | (0.0346 ) | (0.083 ) |
| Estimates ( 2 ) | 0 | 0.5191 | 0.4223 | 0.4029 | -0.2608 | -0.4569 | -0.9999 |
| (p-val) | (NA ) | (2e-04 ) | (0.0011 ) | (0.0126 ) | (0.2765 ) | (0.0321 ) | (0.0541 ) |
| Estimates ( 3 ) | 0 | 0.5118 | 0.4065 | 0.4685 | 0 | -0.3235 | -0.9999 |
| (p-val) | (NA ) | (4e-04 ) | (0.0017 ) | (0.0017 ) | (NA ) | (0.1345 ) | (0.0085 ) |
| Estimates ( 4 ) | 0 | 0.4551 | 0.4437 | 0.3979 | 0 | 0 | -0.9991 |
| (p-val) | (NA ) | (4e-04 ) | (4e-04 ) | (0.0034 ) | (NA ) | (NA ) | (0.0054 ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| 16.016068139945 |
| 530.567284270638 |
| -165.527260861272 |
| -414.497906562789 |
| 578.736672395303 |
| -139.022088089991 |
| 356.358975831571 |
| 747.962746894228 |
| 280.382788964109 |
| -766.941042766144 |
| 966.83384084468 |
| -360.539007771432 |
| -175.867948569482 |
| 520.714496470723 |
| 880.302148593288 |
| -1370.11795146597 |
| 2249.79258671995 |
| -525.675080536543 |
| 351.308793792006 |
| 363.314433549473 |
| -538.17519469781 |
| 538.417606099025 |
| -976.420297750412 |
| -2432.96408967017 |
| -874.467387254788 |
| -1743.801148585 |
| -733.579070877768 |
| -1178.34414825659 |
| -120.280316843661 |
| -1204.44430486231 |
| 200.655326335996 |
| 340.677966486494 |
| 555.022180789157 |
| -184.864925245108 |
| -234.205703173265 |
| 1350.25227821933 |
| 1863.72882308639 |
| 110.204906857676 |
| -0.795689738924009 |
| 908.252851807728 |
| 1290.81740452474 |
| -620.185157622323 |
| 1046.70436596463 |
| -149.352998393598 |
| 289.830078811051 |
| 267.133253485067 |
