| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.0796 | 0.3103 | 0.1373 | -0.5353 | 0.2256 | 0.1733 | -0.8 |
| (p-val) | (0.9337 ) | (0.6312 ) | (0.5855 ) | (0.5669 ) | (0.4886 ) | (0.4822 ) | (0 ) |
| Estimates ( 2 ) | 0 | 0.3504 | 0.1297 | -0.6083 | 0.2183 | 0.1701 | -0.7985 |
| (p-val) | (NA ) | (0.3429 ) | (0.5929 ) | (0.0032 ) | (0.4779 ) | (0.4865 ) | (0 ) |
| Estimates ( 3 ) | 0 | 0.4081 | 0 | -0.6017 | 0.2628 | 0.1288 | -0.8209 |
| (p-val) | (NA ) | (0.3206 ) | (NA ) | (0.0084 ) | (0.3818 ) | (0.5747 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0.3778 | 0 | -0.59 | 0.275 | 0 | -0.778 |
| (p-val) | (NA ) | (0.3658 ) | (NA ) | (0.011 ) | (0.3859 ) | (NA ) | (0 ) |
| Estimates ( 5 ) | 0 | 0.4156 | 0 | -0.5591 | 0 | 0 | -0.6757 |
| (p-val) | (NA ) | (0.494 ) | (NA ) | (0.068 ) | (NA ) | (NA ) | (0.0654 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -0.3871 | 0 | 0 | -0.4627 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.0033 ) | (NA ) | (NA ) | (0.0543 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | -0.4862 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (2e-04 ) | (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 |
| -224.352448585086 |
| 90.2782060648381 |
| 1326.53645684760 |
| -1351.84736054763 |
| -2584.87183082932 |
| -749.855355306601 |
| -2217.94134085565 |
| -2722.79602029646 |
| -1662.62295029889 |
| -1365.66429522788 |
| -2638.03110287950 |
| -2694.87743117034 |
| -2389.69895794091 |
| -3098.44432948766 |
| -684.392243864269 |
| -610.239395961192 |
| -820.554571423557 |
| 1059.57883713138 |
| 1488.77309533581 |
| -413.171491948611 |
| 2316.12974990559 |
| -251.396547460378 |
| 2006.60908902554 |
| 817.01486653097 |
| 1195.71246096861 |
| 178.754301490753 |
| 573.646445069043 |
| -145.313531086436 |
| -1234.34065815956 |
| 475.727807695065 |
| -19.4348201228450 |
| 1009.49118001091 |
| 1301.67809452914 |
| 1592.09241046984 |
| 461.106587649526 |
| 1350.06980835499 |
| -359.907290984908 |
| 1658.19153873781 |
| -401.916003248647 |
| 647.503733368985 |
| 503.30601962712 |
| 438.544663672869 |
| 648.790206010459 |
| 536.740370269297 |
| 1828.67845460724 |
| 2185.65833324480 |
| -1363.27199063820 |
| 1667.41181874442 |
| 2011.45909554187 |
| -280.587855086918 |
| -1602.88796576521 |
| -2174.79241855170 |
| -826.828349049765 |
| -430.180083168557 |
| 217.073744954625 |
| 1189.85182957685 |
| -1053.43881597184 |
| 1303.25947620145 |
| -831.008540643408 |
| 120.976411633416 |
| -2042.71643918408 |
| 772.95794981167 |
| -19.7245964015430 |
| 1041.18608410805 |
| -950.786603329845 |
| 425.473405384187 |
| -389.871204491628 |
| 347.369546934183 |
| -1234.95278256936 |
| -1000.89102762183 |
| -1539.05335702142 |
| 954.78296640758 |
| -1296.03080845692 |
| -1384.61703782548 |
| -1378.84153945584 |
| -254.311954649641 |
| 1260.86376405155 |
| -146.438113026696 |
| 1388.32615989028 |
| -163.270464139842 |
| 145.751203749909 |
| -2087.17487010315 |
| -1455.34867322148 |
| -4009.58910037171 |
| -5771.45300903329 |
| 16905.9907887266 |
