| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3863 | -0.0362 | 0.0511 | -0.9999 | -0.973 | -0.4501 | 0.4356 |
| (p-val) | (0.005 ) | (0.8048 ) | (0.6914 ) | (0 ) | (0.1156 ) | (0.0803 ) | (0.5144 ) |
| Estimates ( 2 ) | -0.3724 | 0 | 0.063 | -1 | -0.9431 | -0.431 | 0.4017 |
| (p-val) | (0.003 ) | (NA ) | (0.5977 ) | (0 ) | (0.1316 ) | (0.0995 ) | (0.5473 ) |
| Estimates ( 3 ) | -0.3665 | 0 | 0 | -1 | -0.9198 | -0.415 | 0.3762 |
| (p-val) | (0.0033 ) | (NA ) | (NA ) | (0 ) | (0.1529 ) | (0.1254 ) | (0.581 ) |
| Estimates ( 4 ) | -0.3644 | 0 | 0 | -1 | -0.5631 | -0.2602 | 0 |
| (p-val) | (0.0034 ) | (NA ) | (NA ) | (0 ) | (0 ) | (0.1194 ) | (NA ) |
| Estimates ( 5 ) | -0.3585 | 0 | 0 | -0.9996 | -0.4962 | 0 | 0 |
| (p-val) | (0.004 ) | (NA ) | (NA ) | (0 ) | (1e-04 ) | (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 |
| -8021501143.97008 |
| 37153875854.0687 |
| -12804357986.1784 |
| -28612005173.4958 |
| 50675022754.3057 |
| 31308357449.5559 |
| 1512751941423.15 |
| -579187703205.733 |
| -507350572884.099 |
| 48786317176.5629 |
| -67664683936.7525 |
| -250382856827.412 |
| -206437221774.258 |
| -237496915305.094 |
| -70121407231.356 |
| 199890146073.249 |
| -666106732438.974 |
| 140732551853.058 |
| -1095806803445.35 |
| 461805534111.349 |
| 686468810397.811 |
| 282282344294.661 |
| 150269780383.413 |
| 163369240398.757 |
| 14135164396.8865 |
| -93112528825.3539 |
| -179675070789.543 |
| -207489930236.407 |
| -443010307025.783 |
| -426441791908.088 |
| -1037544597031.83 |
| 59833226227.9267 |
| 226548768284.481 |
| -20341474653.9774 |
| -73961003135.4065 |
| -12691285397.826 |
| -53137734139.1142 |
| 120548101311.235 |
| 152663465845.683 |
| -533056284486.961 |
| 197592875247.607 |
| 4381864202.82205 |
| -510410337050.437 |
| 676867428346.977 |
| 330893080068.312 |
| 6931129967.89475 |
| 2544401823.88248 |
| -30991276295.8127 |
| 18675862583.9178 |
| -91202779682.3176 |
| -178978097995.756 |
| -73338247528.6911 |
| -174565521430.216 |
| -135419903280.94 |
| -261035776828.813 |
| 264422373795.814 |
| 57851675606.6455 |
| -32570185771.1894 |
| -38268728268.194 |
| -37045446990.3537 |
