| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1458 | 0.2654 | 0.2304 | -0.0979 | 0.3657 | -0.0484 | -0.9996 |
| (p-val) | (0.6839 ) | (0.0513 ) | (0.1802 ) | (0.7845 ) | (0.095 ) | (0.817 ) | (0.2646 ) |
| Estimates ( 2 ) | 0.1605 | 0.261 | 0.2338 | -0.1108 | 0.3881 | 0 | -0.9993 |
| (p-val) | (0.643 ) | (0.0536 ) | (0.1691 ) | (0.7494 ) | (0.0526 ) | (NA ) | (0.1086 ) |
| Estimates ( 3 ) | 0.0594 | 0.2748 | 0.2641 | 0 | 0.3799 | 0 | -1 |
| (p-val) | (0.648 ) | (0.0288 ) | (0.0416 ) | (NA ) | (0.0537 ) | (NA ) | (0.0784 ) |
| Estimates ( 4 ) | 0 | 0.2849 | 0.2823 | 0 | 0.3972 | 0 | -0.9999 |
| (p-val) | (NA ) | (0.0214 ) | (0.0221 ) | (NA ) | (0.0432 ) | (NA ) | (0.0837 ) |
| Estimates ( 5 ) | 0 | 0.2788 | 0.3255 | 0 | -0.2597 | 0 | 0 |
| (p-val) | (NA ) | (0.0213 ) | (0.0079 ) | (NA ) | (0.0516 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0.2918 | 0.2859 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.0158 ) | (0.0171 ) | (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 |
| -913.740926996227 |
| 23.0418667002614 |
| 458.437698291686 |
| 894.2385850766 |
| 836.040750491515 |
| -2529.33707821336 |
| -709.250675964114 |
| -3734.91996277199 |
| 590.496330659738 |
| 656.886459109069 |
| 1015.09288744419 |
| 163.661670494401 |
| -1266.87138313661 |
| 350.099934431325 |
| -952.12955814736 |
| 3933.94753878156 |
| 2709.08333486605 |
| -1997.03652476531 |
| -5631.01924217591 |
| -4460.10867854955 |
| 1960.92087006318 |
| -7445.81161878078 |
| -852.402053991336 |
| -2556.26267179943 |
| 8975.49066563848 |
| -2903.89042805394 |
| -5569.15351571484 |
| 327.557960365169 |
| -2626.91756931821 |
| -6163.16287020995 |
| 5147.18091949687 |
| 4840.72832864674 |
| -6255.87924731605 |
| 5847.03173383536 |
| 2878.56184570765 |
| 6821.83396199829 |
| -2899.24815972638 |
| -2030.25451895065 |
| -2363.64967694611 |
| 1869.72548165571 |
| -5810.50281753111 |
| 9610.47719446676 |
| 193.153380555101 |
| -2506.21838428764 |
| -94.238829461654 |
| 5429.46027006585 |
| 8488.32295876939 |
| 5550.56645888966 |
| 2697.66299801980 |
| 2853.43156187079 |
| 8523.61345763667 |
| -2974.73912487039 |
| -2269.96912891019 |
| 1792.78893268996 |
| -2460.48180701826 |
| -806.607267956133 |
| -1750.38242494356 |
