| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.5262 | 0.0681 | 0.1865 | 0.4038 | 0.9738 | 0.025 | -0.9257 |
| (p-val) | (0.3389 ) | (0.6296 ) | (0.0951 ) | (0.4686 ) | (0 ) | (0.8574 ) | (0.0017 ) |
| Estimates ( 2 ) | -0.2016 | 0.1012 | 0.1494 | 0.0855 | 0.9966 | 0 | -0.8813 |
| (p-val) | (0.782 ) | (0.4344 ) | (0.3461 ) | (0.9075 ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | -0.1266 | 0.1135 | 0.1366 | 0 | 0.997 | 0 | -0.8886 |
| (p-val) | (0.2218 ) | (0.3002 ) | (0.1933 ) | (NA ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | -0.1349 | 0 | 0.119 | 0 | 0.9953 | 0 | -0.8724 |
| (p-val) | (0.1945 ) | (NA ) | (0.2538 ) | (NA ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 5 ) | -0.1259 | 0 | 0 | 0 | 0.9947 | 0 | -0.8691 |
| (p-val) | (0.2265 ) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (0 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | 0.9939 | 0 | -0.8617 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (0 ) |
| 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 |
| 45.9899414402288 |
| -1933.7951305075 |
| 4216.69926411884 |
| -3946.53279731439 |
| -1022.86747575328 |
| 1769.44086266471 |
| -1608.83387295718 |
| -1895.23559570252 |
| 2943.16267693219 |
| 2772.17753987218 |
| 1177.63400254345 |
| -823.251426485695 |
| -3421.9535796419 |
| 3376.6603217248 |
| 2216.9535059914 |
| 1936.59381518176 |
| 469.942596794449 |
| -2051.18546388062 |
| 1525.96568095569 |
| -1830.16709017497 |
| 697.470427605816 |
| 3575.34856506055 |
| 4534.54356450836 |
| -3722.51321896329 |
| -3792.24372125852 |
| 2704.46198481391 |
| 3009.56495699314 |
| -528.542127480231 |
| 1313.35240575076 |
| -1700.07250754662 |
| 1425.1984643654 |
| -3175.18561568065 |
| 1915.66840533085 |
| -6803.31004421834 |
| 3157.13326785749 |
| -459.34556555734 |
| -2042.11507856978 |
| 4889.28931628209 |
| 184.936212652445 |
| 3825.5437847524 |
| -4702.75522061982 |
| 1125.19360000236 |
| 1513.53189903151 |
| -3203.94618607179 |
| 3385.62308252936 |
| -433.281882654359 |
| -3273.93959389521 |
| 2500.10419837084 |
| -649.145587377812 |
| -1025.53648674365 |
| 3383.11394859865 |
| -1611.37262124216 |
| -2237.08362919018 |
| -871.569317974005 |
| -2147.46645053155 |
| 3053.49993613019 |
| 1853.15407266988 |
| 1457.77633905808 |
| 286.214884138523 |
| -1002.10728387364 |
| -4866.3337870369 |
| -3312.08172804069 |
| 2954.53113095623 |
| 2116.07176656928 |
| 1213.23598516053 |
| 4261.40776187716 |
| 302.986822410372 |
| 1769.9398202864 |
| -451.255974615804 |
| 1035.08585354817 |
| 1962.76262030842 |
| -531.683872025235 |
| 437.752908266227 |
| 1953.15402022382 |
| -1232.9858283461 |
| -14407.610107127 |
| -2310.95215846491 |
| -4150.191087261 |
| -7014.98741126489 |
| 3432.62051860672 |
| -2663.90025906447 |
| -1036.3727502668 |
| -4714.8721247651 |
| -5162.11735851243 |
| -3324.72228268081 |
| 330.252147993009 |
| -2584.35754731008 |
| 511.637166209623 |
| -233.270056790774 |
| 913.975480697933 |
| -132.679504916125 |
| 453.972261351583 |
| -5089.35368038946 |
| 1866.37329311159 |
| -2480.49221236851 |
| 2879.23985485672 |
