| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.1443 | 0.2652 | 0.2438 | -0.1018 | 0.3378 | -0.0824 | -0.9984 |
| (p-val) | (0.697 ) | (0.0562 ) | (0.1713 ) | (0.785 ) | (0.1322 ) | (0.7074 ) | (0.3194 ) |
| Estimates ( 2 ) | 0.0509 | 0.2773 | 0.2707 | 0 | 0.3247 | -0.093 | -0.9999 |
| (p-val) | (0.7005 ) | (0.0323 ) | (0.0479 ) | (NA ) | (0.1343 ) | (0.6643 ) | (0.2826 ) |
| Estimates ( 3 ) | 0 | 0.2859 | 0.2847 | 0 | 0.3332 | -0.1016 | -0.9998 |
| (p-val) | (NA ) | (0.025 ) | (0.0308 ) | (NA ) | (0.1259 ) | (0.6331 ) | (0.3263 ) |
| Estimates ( 4 ) | 0 | 0.2836 | 0.3003 | 0 | 0.3815 | 0 | -1 |
| (p-val) | (NA ) | (0.0257 ) | (0.0185 ) | (NA ) | (0.0563 ) | (NA ) | (0.0572 ) |
| Estimates ( 5 ) | 0 | 0.2787 | 0.3369 | 0 | -0.2606 | 0 | 0 |
| (p-val) | (NA ) | (0.0252 ) | (0.0083 ) | (NA ) | (0.0564 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0.2894 | 0.2894 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.0186 ) | (0.0188 ) | (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 |
| -913.737775198605 |
| 23.1096757663404 |
| 456.385648731541 |
| 889.128571736973 |
| 836.385206042615 |
| -2533.95352697662 |
| -719.35167446997 |
| -3745.06373199603 |
| 613.859653253457 |
| 659.119496405595 |
| 1059.93335663275 |
| 165.153227385284 |
| -1259.25875793442 |
| 352.916648547945 |
| -952.712549002952 |
| 3949.62792687456 |
| 2706.88419408659 |
| -1983.44023600318 |
| -5671.75150480296 |
| -4491.18740262067 |
| 1977.74056046666 |
| -7402.19548345163 |
| -804.84956566237 |
| -2561.90617124258 |
| 9086.02687097775 |
| -2880.53187045752 |
| -5510.78885909259 |
| 271.144630465973 |
| -2568.10406759938 |
| -6098.18357994379 |
| 5134.60266836802 |
| 4903.82157738512 |
| -6164.11643961637 |
| 5797.99522829894 |
| 2868.48534028214 |
| 6908.93382436188 |
| -2973.44012233353 |
| -2043.11546028487 |
| -2440.32738835400 |
| 1872.19672137889 |
| -5813.85059764123 |
| 9609.8752579018 |
| 178.04755499601 |
| -2432.7338999834 |
| -214.086753766809 |
| 5446.18743629832 |
| 8510.17950026123 |
| 5524.61176329784 |
| 2640.19381267409 |
| 2753.13135132188 |
| 8434.31458855555 |
| -3048.13516086747 |
| -2363.04153284340 |
| 1655.57706698231 |
| -2477.35519994173 |
