| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7054 | -0.1583 | -0.3892 | -0.401 | 0.4784 | -0.279 | -0.0953 |
| (p-val) | (5e-04 ) | (0.3563 ) | (0.0043 ) | (0.0412 ) | (0.3858 ) | (0.2126 ) | (0.8749 ) |
| Estimates ( 2 ) | 0.7095 | -0.1609 | -0.3912 | -0.4004 | 0.3968 | -0.256 | 0 |
| (p-val) | (4e-04 ) | (0.3488 ) | (0.0039 ) | (0.0386 ) | (0.029 ) | (0.156 ) | (NA ) |
| Estimates ( 3 ) | 0.5595 | 0 | -0.4783 | -0.2903 | 0.3517 | -0.2425 | 0 |
| (p-val) | (1e-04 ) | (NA ) | (0 ) | (0.1715 ) | (0.0491 ) | (0.187 ) | (NA ) |
| Estimates ( 4 ) | 0.5137 | 0 | -0.4577 | -0.2094 | 0.2698 | 0 | 0 |
| (p-val) | (8e-04 ) | (NA ) | (0 ) | (0.3274 ) | (0.0858 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.3922 | 0 | -0.4371 | 0 | 0.2337 | 0 | 0 |
| (p-val) | (2e-04 ) | (NA ) | (0 ) | (NA ) | (0.1238 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0.3681 | 0 | -0.432 | 0 | 0 | 0 | 0 |
| (p-val) | (5e-04 ) | (NA ) | (0 ) | (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 |
| 359.639711799598 |
| 3506.97346186388 |
| -1485.26006302609 |
| -3070.91220875872 |
| 3505.61164216642 |
| -140.549396445561 |
| -1984.7944324231 |
| 40.6881057277797 |
| 4560.04517156331 |
| 2903.71063179026 |
| 2768.84553255787 |
| 4206.57810680445 |
| 28398.6352598830 |
| -14491.7111182996 |
| -5393.94489215808 |
| -6971.86173819298 |
| 6347.03641919779 |
| 5325.02667282819 |
| 14786.1265801878 |
| 3059.82901804324 |
| -2467.89776960359 |
| -2415.86311423453 |
| -3053.23761401384 |
| 4480.68550312542 |
| -11456.2232688311 |
| 1241.65049273742 |
| 4211.06273102644 |
| -4228.24850019458 |
| 11754.4158341798 |
| -7644.16341434507 |
| -3563.37278214388 |
| -1312.73329750536 |
| 4870.91146729642 |
| -1445.63560433424 |
| -1510.01506877225 |
| 775.470657102124 |
| 2761.73414263909 |
| -175.053082165367 |
| -674.824257840693 |
| 2119.13877378718 |
| 1628.80508664768 |
| -9914.92186961818 |
| -10518.6993270355 |
| 3066.78514554817 |
| -3359.60016755236 |
| -5819.49273173814 |
| -1599.68235279084 |
| -5255.28834177676 |
| 6063.36549701431 |
| -1644.28849656333 |
| 2805.0293054324 |
| 9694.83253645065 |
| -9840.4740703946 |
| -12837.7100010733 |
| -253.793357653136 |
| -11738.2605927158 |
| -12038.9468984546 |
| 8665.28237144672 |
| -4870.49245208071 |
| -187.705130610615 |
| 5896.96907277702 |
| -9482.35187130177 |
| -4632.84496799693 |
| 3846.103892799 |
| -7387.76168365241 |
