| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5665 | 0.175 | 0.0214 | -0.6549 | 0.1438 | -0.0416 | -0.9999 |
| (p-val) | (0.0846 ) | (0.0982 ) | (0.8496 ) | (0.0353 ) | (0.1722 ) | (0.6903 ) | (0 ) |
| Estimates ( 2 ) | 0.6038 | 0.1841 | 0 | -0.6894 | 0.1423 | -0.0401 | -0.9998 |
| (p-val) | (0.011 ) | (0.0543 ) | (NA ) | (0.0021 ) | (0.1753 ) | (0.6993 ) | (0 ) |
| Estimates ( 3 ) | 0.616 | 0.1806 | 0 | -0.6993 | 0.144 | 0 | -1.0001 |
| (p-val) | (0.008 ) | (0.0582 ) | (NA ) | (0.0013 ) | (0.171 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0.6959 | 0.1343 | 0 | -0.7426 | 0 | 0 | -1.0008 |
| (p-val) | (0.0029 ) | (0.1476 ) | (NA ) | (8e-04 ) | (NA ) | (NA ) | (0.0158 ) |
| Estimates ( 5 ) | -0.6587 | 0 | 0 | 0.6005 | 0 | 0 | -1.0001 |
| (p-val) | (0.1179 ) | (NA ) | (NA ) | (0.1737 ) | (NA ) | (NA ) | (7e-04 ) |
| Estimates ( 6 ) | -0.0374 | 0 | 0 | 0 | 0 | 0 | -1 |
| (p-val) | (0.6704 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -1 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) |
| 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 |
| -62.321381126758 |
| -390.088749557945 |
| -155.337368874004 |
| 141.78084661056 |
| 709.741418516009 |
| 329.620568764402 |
| -212.189416541707 |
| -506.969604366085 |
| 464.927791945498 |
| -1593.57790647935 |
| -1117.52936416192 |
| -1413.19078384949 |
| -338.45472739476 |
| -798.74038234253 |
| -1017.11307755271 |
| -451.737909199677 |
| -497.288012586387 |
| -1395.92759094214 |
| -96.4758675263218 |
| -1627.0215503915 |
| -1476.67701271934 |
| -1163.88991495856 |
| -887.117993106668 |
| -90.0297585792944 |
| -288.777124314963 |
| 541.805694615512 |
| -1354.95211521141 |
| -387.185162063238 |
| -356.690746325884 |
| -1228.83119339613 |
| -488.629150431658 |
| 244.927189740032 |
| 190.721546569678 |
| -834.231039133104 |
| -21.3998797954502 |
| 915.245084873905 |
| 734.892196440462 |
| 474.348403097308 |
| -1228.52339788642 |
| -1444.37258434554 |
| -399.325711806788 |
| 368.031300966376 |
| 173.644742349217 |
| -17.7832498657755 |
| -175.573335200881 |
| -230.415951632902 |
| 477.042329487877 |
| 333.276374799065 |
| 1423.11562786152 |
| 951.41089493545 |
| 798.81241383719 |
| -63.7938458274309 |
| -1105.6998173208 |
| 3144.58426304238 |
| -17.3153498277729 |
| 548.812716307257 |
| -1855.50529376333 |
| 14.5364933302269 |
| -160.101020806881 |
| -1113.53354231872 |
| -1542.18558810317 |
| 1055.9714552549 |
| 1472.42594719982 |
| 2439.99283135841 |
| -418.314562338369 |
| 2604.0728028311 |
| 447.542735410159 |
| 737.664657904132 |
| -136.506964243455 |
| -508.573000981219 |
| 123.75941666081 |
| -109.361109060897 |
| 1088.19226038051 |
| 2714.66002559656 |
| 1137.10032443033 |
| -165.697908710922 |
| 1741.74358709365 |
| 642.013120029304 |
| 1066.01901205731 |
| -767.456203879512 |
| -2864.01506178994 |
| 1031.38762916915 |
| -1469.18175242878 |
| -640.327364234324 |
| 688.639977374673 |
| 990.382705271232 |
| 520.76688434506 |
| 1601.8337818069 |
| -2096.70844693665 |
| 577.838920094179 |
| 617.638940820678 |
| -623.100786016039 |
| 3022.3794703219 |
| -193.615312331436 |
| 2237.12769581985 |
| -5069.52576688584 |
| 3676.77832698638 |
| 220.495358021104 |
| -3014.97082465778 |
| 2007.63669552485 |
| 1076.77295455738 |
| -2921.94706175993 |
| -638.018696315082 |
| 1939.02826294356 |
| 2375.92642063677 |
| -1396.6599647477 |
| -3531.51722516781 |
| -235.950815922162 |
| -3104.36658127538 |
| -3224.81311959252 |
| -2796.40367905345 |
| 419.065665356569 |
| -502.82148504883 |
| -47.4721813737582 |
| -3153.56825794044 |
| 1060.82806983594 |
| -612.429750508933 |
| 3846.9693220275 |
| -724.48814475154 |
| 375.977746223589 |
| 1824.89896869593 |
| -2386.30119418338 |
| 132.919160569482 |
| -1729.29339251285 |
| 2412.99733907329 |
| 3104.15432366185 |
| 1551.87877963368 |
| -1652.55815795726 |
| 2536.71401949951 |
| 1808.42341461426 |
| 1649.75041923491 |
