| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7716 | -0.2247 | -0.384 | -0.4081 | 0.2419 | -0.286 | -0.3975 |
| (p-val) | (5e-04 ) | (0.2716 ) | (0.0127 ) | (0.0582 ) | (0.7066 ) | (0.2457 ) | (0.621 ) |
| Estimates ( 2 ) | 0.7894 | -0.2371 | -0.3839 | -0.4249 | 0 | -0.3073 | -0.1254 |
| (p-val) | (2e-04 ) | (0.2392 ) | (0.0128 ) | (0.0348 ) | (NA ) | (0.1231 ) | (0.6191 ) |
| Estimates ( 3 ) | 0.8205 | -0.2585 | -0.3916 | -0.4662 | 0 | -0.325 | 0 |
| (p-val) | (0 ) | (0.1822 ) | (0.0102 ) | (0.0038 ) | (NA ) | (0.0864 ) | (NA ) |
| Estimates ( 4 ) | 0.6196 | 0 | -0.5597 | -0.3643 | 0 | -0.3192 | 0 |
| (p-val) | (0 ) | (NA ) | (0 ) | (0.0402 ) | (NA ) | (0.0928 ) | (NA ) |
| Estimates ( 5 ) | 0.6088 | 0 | -0.5355 | -0.4147 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (0 ) | (0.0269 ) | (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 |
| -1092.33366478720 |
| -6171.25176528502 |
| -4194.24238049431 |
| -12179.7004752978 |
| 2780.37501056144 |
| 5061.32636352553 |
| 13252.9121886985 |
| 1841.89062568695 |
| -6820.48406680379 |
| -2712.66890402341 |
| -556.501493255515 |
| 3873.14433740375 |
| -32168.6291831944 |
| 3955.98159767463 |
| 7562.10332905768 |
| -1936.32395115745 |
| 2279.48091740207 |
| -11252.4945313267 |
| -13452.0794479568 |
| -1886.25827115953 |
| 7695.5927415542 |
| -846.132657404122 |
| -3693.74946910408 |
| -7006.21534658049 |
| 5503.41600890902 |
| 2552.24012950118 |
| -494.932135874136 |
| 4037.16085572758 |
| -6711.68136096952 |
| -5625.22525458142 |
| -6975.88854891144 |
| 2574.72587281335 |
| -9014.23739542683 |
| -8348.09029698853 |
| -2778.97785879250 |
| -6966.86772729211 |
| -7990.1405351293 |
| 478.524375080307 |
| 4261.97671491431 |
| 8190.18444412373 |
| -11748.4188388865 |
| -9452.8338591775 |
| 5007.62547293792 |
| -11995.0973898931 |
| -10900.3448781605 |
| 10187.3624066160 |
| -4660.90421111952 |
| -2499.50271396217 |
| 1585.88751775620 |
| -6019.29292160523 |
| -6079.16702051611 |
| -11.0712103171391 |
| -3012.67588782426 |
