| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.8719 | -0.0353 | 0.0515 | -0.7653 | 0.1913 | -0.1519 | -0.689 |
| (p-val) | (0 ) | (0.7599 ) | (0.5842 ) | (0 ) | (0.3816 ) | (0.2756 ) | (0.0019 ) |
| Estimates ( 2 ) | 0.8482 | 0 | 0.0371 | -0.7589 | 0.1872 | -0.1471 | -0.6847 |
| (p-val) | (0 ) | (NA ) | (0.6497 ) | (0 ) | (0.394 ) | (0.289 ) | (0.002 ) |
| Estimates ( 3 ) | 0.8977 | 0 | 0 | -0.7911 | 0.2138 | -0.1405 | -0.7135 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.31 ) | (0.3108 ) | (8e-04 ) |
| Estimates ( 4 ) | 0.8878 | 0 | 0 | -0.7743 | 0.3594 | 0 | -1.1205 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.0419 ) | (NA ) | (0 ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| -2030.58644491746 |
| 1727.94522002195 |
| 2395.43599131196 |
| 6527.74798274693 |
| -1950.1281897225 |
| 2770.10524343213 |
| 855.357098339531 |
| -1718.77143565161 |
| -4915.3419891104 |
| 4443.29168842537 |
| 13696.6665529158 |
| -1567.58460594123 |
| 4110.90709228696 |
| 5267.04049330171 |
| -1203.13404318001 |
| 5970.68335484931 |
| -5026.09725283655 |
| -9318.97899485881 |
| 5000.39702160466 |
| 1024.91531803073 |
| 1817.72872970766 |
| -1988.42180263331 |
| 4012.81273272499 |
| -14210.1753971506 |
| -5532.41064780838 |
| -506.147884729679 |
| 79.9552283245923 |
| -1138.41634713247 |
| 4452.69077874638 |
| -5791.6626910782 |
| 1580.78872156986 |
| -10263.3806205833 |
| -12596.2426844027 |
| -6189.83556238803 |
| 1449.85231219328 |
| 329.278516360751 |
| -787.470999812269 |
| -1762.51323047609 |
| 1936.63306784122 |
| 6562.65943212253 |
| 2721.84078069759 |
| -1268.13762328573 |
| 9931.98675842978 |
| -1186.79566992108 |
| 11396.221498334 |
| 7829.78691234867 |
| 6936.80834426453 |
| 2829.37886184675 |
| 7103.19259408635 |
| -2578.98362334921 |
| 3933.25245048072 |
| -5155.4233417184 |
| -6057.63009122974 |
| 17347.9541715544 |
| -4207.9005855429 |
| -2035.00908640589 |
| 2611.27606779783 |
| 3375.22944032264 |
| 557.030797591268 |
| 13249.7758364506 |
| 5747.2397581336 |
| 12705.8767969623 |
| -18139.8194604799 |
| 1751.39315394908 |
| 5531.02065749078 |
| -5358.60668620792 |
| -14033.2169262744 |
| 85.3906116575729 |
| -1768.09058859367 |
| -3740.12974611113 |
| 11843.9243186794 |
| -2406.19612274189 |
| 1595.64568435795 |
| -8305.51095471094 |
| -9714.07400929344 |
| 652.195348687285 |
| -1237.66599172551 |
| 2587.58923299777 |
| -904.878807375873 |
| 6212.88164641985 |
| -4455.00183616359 |
| -955.665475780192 |
| 6675.2328431143 |
| 3761.48267467239 |
| 2583.15193721739 |
| -14514.7336475255 |
| -10687.5841258017 |
| -6657.15681955707 |
| 3997.54435237399 |
| -2542.77016813465 |
| -1429.94168589164 |
| 4550.66727634509 |
| -1018.73033167316 |
| -2002.18971016873 |
| -4328.3712015965 |
| -4399.7479769925 |
| 4388.57526964129 |
| 3159.1256848485 |
| -3535.84691311187 |
| 2588.03447558908 |
| -10120.8775176578 |
| -805.673839274803 |
| 749.160531396221 |
| -5988.18844428651 |
| 397.949194536168 |
| 460.234827989596 |
| -202.797741183757 |
| 3667.78071537398 |
| -5657.39646261546 |
| -10641.7639785928 |
| -2044.77849679633 |
| 3819.47413534468 |
| -2567.38743871226 |
| 4404.48154670402 |
| -1582.81622719785 |
| 6052.35191812536 |
| -2722.29952878274 |
| -1543.3299002179 |
| 44.8266844630625 |
| 3303.30580935735 |
| 19505.1654949568 |
| -903.921357723489 |
| -9106.25972573659 |
| -17138.6980460269 |
| 4670.72787453099 |
| 7613.16934902718 |
| -448.895229712412 |
| -3667.42933928934 |
| 5695.73789380126 |
| 4501.62367016732 |
| -3666.65891075336 |
| 5668.97959319872 |
| -3938.58963181844 |
| 3791.43215097711 |
| 17981.3947211568 |
| -17196.3497054624 |
| 4279.63162305427 |
| 1419.15554203407 |
| 6327.14327563235 |
| -2115.34224501581 |
| 7904.62206012357 |
| 5138.95307290823 |
