| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.6855 | -0.2364 | 0.2702 | -0.4874 | 0.227 | -0.0896 | -0.2473 |
| (p-val) | (0.0061 ) | (0.149 ) | (0.035 ) | (0.0336 ) | (0.8988 ) | (0.5726 ) | (0.8907 ) |
| Estimates ( 2 ) | 0.6856 | -0.2355 | 0.2687 | -0.4873 | 0 | -0.092 | -0.0191 |
| (p-val) | (0.0063 ) | (0.15 ) | (0.035 ) | (0.0342 ) | (NA ) | (0.5432 ) | (0.8828 ) |
| Estimates ( 3 ) | 0.6845 | -0.2324 | 0.2669 | -0.4843 | 0 | -0.0914 | 0 |
| (p-val) | (0.0063 ) | (0.153 ) | (0.0353 ) | (0.0348 ) | (NA ) | (0.5451 ) | (NA ) |
| Estimates ( 4 ) | 0.6668 | -0.2023 | 0.2587 | -0.4784 | 0 | 0 | 0 |
| (p-val) | (0.0078 ) | (0.1895 ) | (0.0419 ) | (0.039 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.5362 | 0 | 0.1728 | -0.4326 | 0 | 0 | 0 |
| (p-val) | (0.0311 ) | (NA ) | (0.1359 ) | (0.13 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | -0.623 | 0 | 0 | 0.813 | 0 | 0 | 0 |
| (p-val) | (0.0252 ) | (NA ) | (NA ) | (2e-04 ) | (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 |
| 17465.0777305632 |
| -61857.9679243575 |
| -585201.684747696 |
| 1164053.09846498 |
| 310114.398584443 |
| 160479.301130598 |
| 108299.791529322 |
| 354913.939575789 |
| 118673.527974922 |
| 161830.899942595 |
| -1237016.6701421 |
| 98093.7890996305 |
| 610245.540249098 |
| 951865.596452488 |
| 1315845.83819488 |
| 439711.027050084 |
| 291315.000979408 |
| -2176.39089993762 |
| 31607.8157444645 |
| -1549838.70204683 |
| 1571312.55446633 |
| 2028843.18625043 |
| 114546.505098142 |
| 325761.260443199 |
| -2203758.15849927 |
| 988842.389841903 |
| 954601.739703514 |
| -2542322.15492029 |
| 808812.625851549 |
| -3317381.91425804 |
| 238364.751867838 |
| -568398.964206744 |
| 2259727.06794242 |
| 744567.314627431 |
| -2402561.63291486 |
| -2307759.74296188 |
| 842485.814971019 |
| -859506.36343589 |
| -4834140.7656788 |
| -689049.236805225 |
| 670970.049210051 |
| 780387.143617386 |
| -831408.538640611 |
| -471618.764076704 |
| 2168485.64380687 |
| 1288043.41949044 |
| 692048.885054866 |
| -41757.6154242884 |
| 1519588.3226837 |
| 306896.236136701 |
| 333808.648151591 |
| 588053.093350459 |
| 115419.242499633 |
| -251403.612739548 |
| -1109851.43880435 |
| 1192645.17112614 |
| 905251.697691023 |
| -1762417.90445551 |
| -1100521.11929981 |
| 44187.2376487348 |
| 584149.788581999 |
