| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.404 | 0.1079 | 0.1693 | -0.2923 | 0.3233 | -0.0891 | -0.9979 |
| (p-val) | (0.5111 ) | (0.5676 ) | (0.4397 ) | (0.6326 ) | (0.2192 ) | (0.751 ) | (0.4079 ) |
| Estimates ( 2 ) | 0.3521 | 0.1237 | 0.1928 | -0.2425 | 0.3614 | 0 | -1.0008 |
| (p-val) | (0.5088 ) | (0.4766 ) | (0.3262 ) | (0.6488 ) | (0.1332 ) | (NA ) | (0.1584 ) |
| Estimates ( 3 ) | 0.1229 | 0.164 | 0.2379 | 0 | 0.3744 | 0 | -1.0012 |
| (p-val) | (0.3885 ) | (0.2467 ) | (0.0988 ) | (NA ) | (0.1193 ) | (NA ) | (0.1894 ) |
| Estimates ( 4 ) | 0 | 0.1883 | 0.2655 | 0 | 0.4167 | 0 | -0.9986 |
| (p-val) | (NA ) | (0.1778 ) | (0.061 ) | (NA ) | (0.0842 ) | (NA ) | (0.2756 ) |
| Estimates ( 5 ) | 0 | 0.213 | 0.3251 | 0 | -0.2824 | 0 | 0 |
| (p-val) | (NA ) | (0.1209 ) | (0.0196 ) | (NA ) | (0.1005 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0.373 | 0 | -0.2838 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0078 ) | (NA ) | (0.093 ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0.3709 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0076 ) | (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 |
| -1959.14840744162 |
| -7284.84536105598 |
| -5721.02709234307 |
| -1961.72346678311 |
| -3552.26300356972 |
| 7913.19761253905 |
| -4004.70369579871 |
| 608.487029680169 |
| -13785.8438525386 |
| -12879.4594794907 |
| -9573.99338112883 |
| -3122.34622333497 |
| 8351.99642264019 |
| -1227.95403809749 |
| -3385.8103462953 |
| -2085.64664973208 |
| 4764.97721063028 |
| 3516.81490347860 |
| 3376.13615547169 |
| 6413.0178838729 |
| -1259.16639050426 |
| 13197.0088795714 |
| 8205.57055102853 |
| 7708.97457948202 |
| 5450.53382378334 |
| 8070.81044342204 |
| -1161.70750345990 |
| 3144.67444243711 |
| -7192.8309847519 |
| -6624.56413999526 |
| 19172.7131260923 |
| -2760.05831490469 |
| 6358.43135544821 |
| -620.056159780826 |
| 7669.5922170293 |
| 501.682225592434 |
| 12871.8353513591 |
| 5985.96679471294 |
| 17744.3516844395 |
| -20820.0049924533 |
| -1258.31153283315 |
| 1499.10151815938 |
| -1112.35289982264 |
| -15844.0948975532 |
| -2335.01257745619 |
| -3774.143458687 |
| -2063.48553779232 |
| 6556.32241740788 |
| -4210.19398865011 |
