| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0235 | -0.0365 | 0.0948 | 1 | -1.1892 | -0.1963 | 0.9319 |
| (p-val) | (0.877 ) | (0.8046 ) | (0.5376 ) | (0 ) | (0.0013 ) | (0.5074 ) | (0.1037 ) |
| Estimates ( 2 ) | 0 | -0.0336 | 0.0935 | 0.9999 | -1.1824 | -0.1949 | 0.911 |
| (p-val) | (NA ) | (0.8185 ) | (0.5423 ) | (0 ) | (3e-04 ) | (0.4908 ) | (5e-04 ) |
| Estimates ( 3 ) | 0 | 0 | 0.0919 | 1 | -1.1811 | -0.1943 | 0.9094 |
| (p-val) | (NA ) | (NA ) | (0.5494 ) | (0 ) | (3e-04 ) | (0.4931 ) | (0.0012 ) |
| Estimates ( 4 ) | 0 | 0 | 0 | 1.0001 | -1.1382 | -0.1493 | 0.9128 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (2e-04 ) | (0.5777 ) | (0 ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 1 | -0.8722 | 0 | 0.6242 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0263 ) | (NA ) | (0.3455 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 1 | -0.4051 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0123 ) | (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 |
| -12129.2174374168 |
| 3174.88930763484 |
| 7634.13009270926 |
| 9277.79242276643 |
| -9579.79947841755 |
| -9276.32283631397 |
| -1243.31840431668 |
| -12272.1603408005 |
| 2414.00903705575 |
| -466.87284594207 |
| 8922.71967040578 |
| -7309.56439313328 |
| 344.739198082688 |
| 2282.41724516939 |
| -292.178107897845 |
| -3255.91587246775 |
| -2679.46426538013 |
| -7576.54180168365 |
| 2204.73196775662 |
| -4821.3574240851 |
| -3654.96748345575 |
| 3178.65422381154 |
| -3204.36502293367 |
| 572.796561916639 |
| 4900.71884091203 |
| -6465.4374088072 |
| 6532.74684609576 |
| 9819.78578834318 |
| -6421.9974322247 |
| 3388.43722767363 |
| 6226.7096182653 |
| 1491.18787739789 |
| -1739.62469358082 |
| -7185.72280980248 |
| -5895.46011089249 |
| 3693.6731248344 |
| 3590.54807198998 |
| -5224.01813476402 |
| 9284.61899694737 |
| 4550.74800073178 |
| 5931.57569903383 |
| 1116.17716759721 |
| -3191.91340594516 |
| 3322.03407559646 |
| 8346.98925082984 |
| 1676.13824878387 |
| 6065.43770940725 |
| -616.447278728631 |
| -2893.62155219942 |
