| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2883 | 0.1725 | 0.1718 | -0.222 | 0.5974 | -0.08 | -0.9781 |
| (p-val) | (0.5147 ) | (0.2353 ) | (0.3351 ) | (0.6144 ) | (0.0201 ) | (0.6798 ) | (0.4916 ) |
| Estimates ( 2 ) | 0.3003 | 0.1739 | 0.1821 | -0.2346 | 0.6253 | 0 | -1.0006 |
| (p-val) | (0.4664 ) | (0.2287 ) | (0.2953 ) | (0.5671 ) | (0.0039 ) | (NA ) | (0.0803 ) |
| Estimates ( 3 ) | 0.0825 | 0.2037 | 0.2292 | 0 | 0.6175 | 0 | -0.9998 |
| (p-val) | (0.5337 ) | (0.1115 ) | (0.0819 ) | (NA ) | (0.0036 ) | (NA ) | (0.041 ) |
| Estimates ( 4 ) | 0 | 0.2172 | 0.2514 | 0 | 0.6464 | 0 | -1.0001 |
| (p-val) | (NA ) | (0.0854 ) | (0.0481 ) | (NA ) | (0.0022 ) | (NA ) | (0.0435 ) |
| Estimates ( 5 ) | 0 | 0 | 0.2892 | 0 | 0.6237 | 0 | -1.0013 |
| (p-val) | (NA ) | (NA ) | (0.0245 ) | (NA ) | (0.0032 ) | (NA ) | (0.0247 ) |
| 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 |
| -1913.22233920760 |
| -7.2935739119107 |
| 494.559976846433 |
| 333.58698646534 |
| 1064.61605037647 |
| -4281.00969916079 |
| 470.874109008847 |
| -7650.70566356053 |
| -1422.35673092796 |
| -11860.9383759883 |
| 2961.40297854543 |
| 3909.47074524483 |
| 4098.04007020453 |
| -1898.390410314 |
| -5082.84651181315 |
| 5523.04047429527 |
| 5569.0987826226 |
| -1981.42874773087 |
| -6774.68062416682 |
| -3829.32435981763 |
| -3752.95210125825 |
| -15484.2358048515 |
| -2757.11121240422 |
| -4301.23547175819 |
| 12029.0989393635 |
| -4980.61070808143 |
| -6458.65692377186 |
| 1116.53241478108 |
| -7911.32218965237 |
| -10964.0067074398 |
| 10806.2397621546 |
| 6779.11352294654 |
| -15956.9840607369 |
| 8945.83514801687 |
| 6839.4286824408 |
| 11932.5656281174 |
| -2712.08994681624 |
| -2859.76274195702 |
| -2851.1120696452 |
| 3888.59861161843 |
| -7617.79993642317 |
| 15086.1127336932 |
| -3567.92728306669 |
| -6148.58137906946 |
| -1029.52700331994 |
| 3886.29341314404 |
| 12988.5174288103 |
| 9348.9406033071 |
| 6900.03790323124 |
| 6439.02968149134 |
| 11373.7095465297 |
| -985.858394661303 |
| -2025.94948220688 |
| 824.097032923742 |
| -2504.71007637228 |
| 574.015742672983 |
| -4325.39681077713 |
