| ARIMA Parameter Estimation and Backward Selection | ||||
| Iteration | ar1 | ar2 | ma1 | sma1 |
| Estimates ( 1 ) | -0.2182 | 0.11 | -1 | -0.5851 |
| (p-val) | (0.1005 ) | (0.3967 ) | (0 ) | (2e-04 ) |
| Estimates ( 2 ) | -0.2497 | 0 | -1 | -0.5816 |
| (p-val) | (0.0525 ) | (NA ) | (0 ) | (2e-04 ) |
| Estimates ( 3 ) | 0 | 0 | -1 | -0.6305 |
| (p-val) | (NA ) | (NA ) | (0 ) | (2e-04 ) |
| Estimates ( 4 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -4777.30277396499 |
| 23003.3443678618 |
| -8749.61893481485 |
| -13755.9459029317 |
| 11120.0196393274 |
| 5062.70617972043 |
| 236760.896770557 |
| -160217.182090749 |
| -67531.6360314304 |
| 48980.4832290957 |
| -221.96298324473 |
| -100348.781224594 |
| -45839.712623016 |
| -69331.3104830044 |
| 11248.7096046263 |
| 82772.9069282998 |
| -201733.173115266 |
| 85283.2488590691 |
| -169106.604058144 |
| 126782.93413732 |
| 175329.174941005 |
| 92000.0935516954 |
| 77588.2912079387 |
| 105581.877887633 |
| 37610.4112037218 |
| -22240.7756953222 |
| -68675.0009391769 |
| -71312.3098793134 |
| -134560.615561682 |
| -130659.589871384 |
| -186189.225604857 |
| 24941.5141491999 |
| 31906.8394909926 |
| -27019.7301359857 |
| -48568.3327230063 |
| -15432.4341252216 |
| -55354.981090468 |
| 56515.9911374668 |
| 54303.7542905239 |
| -184276.465078503 |
| 67264.9672112558 |
| -16146.3989789405 |
| -63858.2754972597 |
| 122323.938009563 |
| 43742.4005362002 |
| 8371.44821494296 |
| 2333.88348730833 |
| -27851.4474252668 |
| 12391.3787413304 |
| -64048.4306096917 |
| -81805.328740008 |
| -14496.3403366566 |
| -89927.3746624095 |
| -33168.9372582293 |
| -82823.9751632481 |
| 74792.6210812644 |
| 18367.3892670126 |
| 2820.44601476702 |
| -11888.1950853415 |
| -6097.22243221724 |
