| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.0218 | 0.3032 | 0.3581 | 0.1311 | 0.5281 | 0.1275 | -0.9963 |
| (p-val) | (0.954 ) | (0.1079 ) | (0.0938 ) | (0.7331 ) | (0.2126 ) | (0.7029 ) | (0.4 ) |
| Estimates ( 2 ) | 0 | 0.3083 | 0.3645 | 0.151 | 0.5283 | 0.1274 | -1.0119 |
| (p-val) | (NA ) | (0.061 ) | (0.0462 ) | (0.3642 ) | (0.2207 ) | (0.704 ) | (0.4392 ) |
| Estimates ( 3 ) | 0 | 0.3058 | 0.3598 | 0.1529 | 0.1703 | 0 | -0.5126 |
| (p-val) | (NA ) | (0.0659 ) | (0.049 ) | (0.359 ) | (0.8712 ) | (NA ) | (0.6369 ) |
| Estimates ( 4 ) | 0 | 0.3116 | 0.3679 | 0.1509 | 0 | 0 | -0.3431 |
| (p-val) | (NA ) | (0.0554 ) | (0.0362 ) | (0.3617 ) | (NA ) | (NA ) | (0.2496 ) |
| Estimates ( 5 ) | 0 | 0.3153 | 0.3641 | 0 | 0 | 0 | -0.3476 |
| (p-val) | (NA ) | (0.0568 ) | (0.0402 ) | (NA ) | (NA ) | (NA ) | (0.2292 ) |
| Estimates ( 6 ) | 0 | 0.3518 | 0.2783 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.0281 ) | (0.0767 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0.4538 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.0041 ) | (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 |
| -1959.0049614411 |
| -7113.61978602132 |
| -4430.0072519965 |
| 1530.98572487043 |
| -2118.90383294489 |
| 8502.2094754809 |
| -2018.71354683725 |
| -1804.97945059751 |
| -11840.7550865062 |
| -13264.7171226377 |
| -5135.02115546681 |
| 1604.8487049737 |
| 10923.1838946262 |
| 2592.84315972628 |
| -3454.91065895102 |
| -414.417162297999 |
| 7043.11542834467 |
| 896.345969351209 |
| 2819.17071933387 |
| 6764.39448059025 |
| 1169.32108774962 |
| 14603.7483382076 |
| 10653.0950061341 |
| 2143.40110184551 |
| -167.065907429034 |
| 5768.59127440763 |
| -3274.92964066327 |
| -0.207365323649356 |
| -8603.32189047948 |
| -9249.23084587471 |
| 19984.1313061876 |
| -2810.59801813068 |
| -2230.20542684907 |
| -1377.97398979593 |
| 2844.75904816657 |
| -2366.08617291978 |
| 11425.3618267544 |
