| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4745 | -0.198 | 0.1098 | -0.9275 | -0.6846 | -0.4328 | 0.078 |
| (p-val) | (0.0184 ) | (0.263 ) | (0.5433 ) | (0 ) | (0.495 ) | (0.4671 ) | (0.9449 ) |
| Estimates ( 2 ) | 0.5041 | -0.1918 | 0.1318 | -0.9639 | -0.6255 | -0.4111 | 0 |
| (p-val) | (0.0294 ) | (0.2882 ) | (0.5019 ) | (0.002 ) | (6e-04 ) | (0.0346 ) | (NA ) |
| Estimates ( 3 ) | 0.4554 | -0.1525 | 0 | -0.9184 | -0.5916 | -0.4075 | 0 |
| (p-val) | (0.0168 ) | (0.3623 ) | (NA ) | (0 ) | (9e-04 ) | (0.0376 ) | (NA ) |
| Estimates ( 4 ) | 0.422 | 0 | 0 | -1.0516 | -0.5888 | -0.4 | 0 |
| (p-val) | (0.0206 ) | (NA ) | (NA ) | (0 ) | (7e-04 ) | (0.0393 ) | (NA ) |
| 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 |
| 75261.9080878108 |
| -1507759.33828025 |
| -159903.638992263 |
| -150273.492602406 |
| -3409.59589872402 |
| -354000.929334735 |
| -648559.05984181 |
| -345831.642815895 |
| 425976.867912472 |
| -341161.145655769 |
| 684665.436194784 |
| 545110.922114830 |
| 276202.635436134 |
| 256354.034979655 |
| -191867.662427737 |
| 67953.6561096886 |
| -1557005.91383168 |
| -833284.087098942 |
| 59636.2299748624 |
| 699163.988012576 |
| -841245.177796393 |
| 660871.058192966 |
| 102981.189345203 |
| -28707.7781294355 |
| 6378.2738470353 |
| 36415.0895283337 |
| 397819.119581765 |
| 356898.351286386 |
| 467166.811049402 |
| -38216.1292263807 |
| 225813.106620503 |
| 842232.83708305 |
| -265494.101507823 |
| -174078.389923801 |
| 449854.272907716 |
| 425218.344453635 |
| 222824.163881172 |
| 65529.5654063194 |
| -353928.554442847 |
| -346106.494739582 |
| 278530.368322590 |
| -302397.946227308 |
| 141012.470236308 |
| 1237739.24012887 |
| -302257.280245000 |
| 68491.6473106833 |
| 188020.373758700 |
