| 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 ) | (0.5392 ) |
| 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 |
| -56.832525774857 |
| -419.502866223443 |
| -700.249578466027 |
| 984.058459161898 |
| 487.380313068868 |
| 373.064997134891 |
| 1204.52488017621 |
| -1398.64749373787 |
| -454.381417054228 |
| 1033.22802015853 |
| 351.263630757766 |
| -70.4311924637652 |
| 88.2542130890124 |
| 188.951223329537 |
| -1334.88159201238 |
| 2940.33442706494 |
| -2145.38909718341 |
| 748.091891528875 |
| -1564.56193546971 |
| 853.755835920568 |
| 923.975637484607 |
| -2715.72991848618 |
| -3030.19425697279 |
| -1154.20606805038 |
| -1441.18313521903 |
| 1012.67861966505 |
| 113.684847461533 |
| -1320.80711056018 |
| 449.272202597629 |
| 522.268303082292 |
| 925.811174589551 |
| 570.419192710793 |
| -198.545829379931 |
| 1407.3418191626 |
| 2229.76706834104 |
| 3015.89742023136 |
| -158.886905470323 |
| -725.817519544493 |
| 655.239085411495 |
| 864.22145691175 |
| -230.211932716622 |
| -262.682990398004 |
| -832.506727874843 |
| -51.5211914283063 |
| -559.887540291318 |
