| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5665 | 0.175 | 0.0214 | -0.655 | 0.1438 | -0.0416 | -0.9999 |
| (p-val) | (0.0792 ) | (0.098 ) | (0.849 ) | (0.032 ) | (0.1725 ) | (0.6904 ) | (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) | (0.1177 ) | (NA ) | (NA ) | (0.1736 ) | (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 |
| -62.3213811267701 |
| -390.088749688967 |
| -155.337369486498 |
| 141.780846456694 |
| 709.741419003081 |
| 329.620569889679 |
| -212.189416222006 |
| -506.969604883394 |
| 464.927791434838 |
| -1593.57790643555 |
| -1117.52936686599 |
| -1413.19078592227 |
| -338.4547291785 |
| -798.740382983286 |
| -1017.11307905139 |
| -451.737910782565 |
| -497.288013372796 |
| -1395.92759217274 |
| -96.4758694848808 |
| -1627.02155111250 |
| -1476.67701558731 |
| -1163.88991740186 |
| -887.11799501874 |
| -90.029759826734 |
| -288.777124171599 |
| 541.805694465006 |
| -1354.95211495712 |
| -387.185164165165 |
| -356.690746943506 |
| -1228.83119437800 |
| -488.629152313154 |
| 244.927189214539 |
| 190.721547011115 |
| -834.231039211409 |
| -21.3998809813197 |
| 915.245085240187 |
| 734.892198195381 |
| 474.348404235845 |
| -1228.52339772 |
| -1444.37258668564 |
| -399.325713927404 |
| 368.031300623521 |
| 173.644742960846 |
| -17.7832496531748 |
| -175.573335305524 |
| -230.415951966259 |
| 477.042329365973 |
| 333.276375601847 |
| 1423.11562898396 |
| 951.410897244531 |
| 798.812415439804 |
| -63.7938447904276 |
| -1105.69981789748 |
| 3144.58426276413 |
| -17.3153453799694 |
| 548.812716334208 |
| -1855.50529373467 |
| 14.5364907149572 |
| -160.101020753294 |
| -1113.53354300000 |
| -1542.18559022812 |
| 1055.97145360102 |
| 1472.42594936145 |
| 2439.99283433302 |
| -418.314559168772 |
| 2604.07280317352 |
| 447.542739252836 |
| 737.664658686837 |
| -136.506963285040 |
| -508.573001411701 |
| 123.759416006495 |
| -109.361108906746 |
| 1088.19226066019 |
| 2714.66002818911 |
| 1137.10032864491 |
| -165.697907334352 |
| 1741.74358750694 |
| 642.013122740959 |
| 1066.01901328708 |
| -767.456202729637 |
| -2864.01506406872 |
| 1031.38762562203 |
| -1469.18175142903 |
| -640.327366602607 |
| 688.639976770298 |
| 990.382706643988 |
| 520.766885916115 |
| 1601.83378312193 |
| -2096.70844556390 |
| 577.838917316218 |
| 617.638941986157 |
| -623.100785439652 |
| 3022.37947063388 |
| -193.615308146667 |
| 2237.1276962876 |
| -5069.52576577204 |
| 3676.77832118251 |
| 220.495363478299 |
| -3014.97082574513 |
| 2007.63669209694 |
| 1076.77295795671 |
| -2921.94706153548 |
| -638.018700710839 |
| 1939.02826298295 |
| 2375.92642433053 |
| -1396.65996208608 |
| -3531.51722866255 |
| -235.95082087384 |
| -3104.36658274149 |
| -3224.81312521109 |
| -2796.40368450487 |
| 419.065661759288 |
| -502.821484524078 |
| -47.4721821206796 |
| -3153.56825924885 |
| 1060.82806585159 |
| -612.429749107188 |
| 3846.96932265592 |
| -724.488139627525 |
| 375.977745160675 |
| 1824.89896997857 |
| -2386.30119262703 |
| 132.919157212142 |
| -1729.29339290817 |
| 2412.99733761208 |
| 3104.15432838014 |
| 1551.87878446471 |
| -1652.55815660959 |
| 2536.71401813121 |
| 1808.42341897781 |
| 1649.75042229148 |
