| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3175 | 0.1758 | 0.5188 | -0.1503 | -0.1595 | -0.1678 | -0.9948 |
| (p-val) | (0.1907 ) | (0.319 ) | (3e-04 ) | (0.6054 ) | (0.6696 ) | (0.6605 ) | (0.5391 ) |
| Estimates ( 2 ) | -0.3183 | 0.1535 | 0.5214 | -0.1082 | 0 | -0.0323 | -0.9998 |
| (p-val) | (0.182 ) | (0.3447 ) | (3e-04 ) | (0.6895 ) | (NA ) | (0.891 ) | (0.1085 ) |
| Estimates ( 3 ) | -0.3226 | 0.1511 | 0.5259 | -0.1084 | 0 | 0 | -1.0013 |
| (p-val) | (0.1654 ) | (0.3488 ) | (1e-04 ) | (0.6839 ) | (NA ) | (NA ) | (0.1273 ) |
| Estimates ( 4 ) | -0.4021 | 0.1152 | 0.5141 | 0 | 0 | 0 | -0.996 |
| (p-val) | (0.0023 ) | (0.4194 ) | (2e-04 ) | (NA ) | (NA ) | (NA ) | (0.2176 ) |
| Estimates ( 5 ) | -0.4411 | 0 | 0.4687 | 0 | 0 | 0 | -0.9997 |
| (p-val) | (4e-04 ) | (NA ) | (1e-04 ) | (NA ) | (NA ) | (NA ) | (0.2164 ) |
| Estimates ( 6 ) | -0.2462 | 0 | 0.4515 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0587 ) | (NA ) | (6e-04 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0.4336 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0016 ) | (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 |
| -56.8325257749879 |
| -419.502880640463 |
| -700.249589590381 |
| 984.058513068567 |
| 487.380275109679 |
| 373.064969498987 |
| 1204.52493877944 |
| -1398.64751879554 |
| -454.381390640207 |
| 1033.22809735973 |
| 351.263527471156 |
| -70.4311787563963 |
| 88.2542904467638 |
| 188.951171729191 |
| -1334.88157852501 |
| 2940.33447861511 |
| -2145.38916041847 |
| 748.091881214738 |
| -1564.56179126864 |
| 853.755697763105 |
| 923.975688960288 |
| -2715.72994500224 |
| -3030.19424306452 |
| -1154.20597163474 |
| -1441.18327470096 |
| 1012.67854633769 |
| 113.684846806396 |
| -1320.80723720837 |
| 449.272260487324 |
| 522.268288043692 |
| 925.811057565015 |
| 570.419255959291 |
| -198.545835985546 |
| 1407.34181046989 |
| 2229.76710678355 |
| 3015.8973722835 |
| -158.886872978859 |
| -725.817411631689 |
| 655.23917666128 |
| 864.221434329524 |
| -230.211920315275 |
| -262.682921075545 |
| -832.506714511991 |
| -51.5211890532836 |
| -559.887520339081 |
