| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3246 | 0.1169 | 0.4425 | -0.1772 | 0.4836 | -0.2175 | -0.9997 |
| (p-val) | (0.2522 ) | (0.546 ) | (0.0021 ) | (0.5736 ) | (0.06 ) | (0.4551 ) | (0.2223 ) |
| Estimates ( 2 ) | -0.4577 | 0.0407 | 0.4116 | 0 | 0.4756 | -0.2622 | -0.9998 |
| (p-val) | (0.0062 ) | (0.7996 ) | (0.0035 ) | (NA ) | (0.056 ) | (0.3347 ) | (0.2584 ) |
| Estimates ( 3 ) | -0.4786 | 0 | 0.3926 | 0 | 0.4767 | -0.2467 | -1.0006 |
| (p-val) | (0.0011 ) | (NA ) | (9e-04 ) | (NA ) | (0.06 ) | (0.3596 ) | (0.2842 ) |
| Estimates ( 4 ) | -0.5264 | 0 | 0.395 | 0 | 0.5669 | 0 | -0.9999 |
| (p-val) | (0 ) | (NA ) | (6e-04 ) | (NA ) | (0.0195 ) | (NA ) | (0.0336 ) |
| 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 |
| -55.139920353398 |
| 1515.67920804922 |
| 1394.25615790479 |
| 381.593530198649 |
| -27.5503979233106 |
| -1938.83669131956 |
| -5.05498201590516 |
| 184.112704423090 |
| -1780.27933234850 |
| -614.051259647875 |
| -1945.68860350698 |
| -2245.55875288474 |
| 421.811445509495 |
| 232.941548378578 |
| -29.6014911639480 |
| 420.168775117666 |
| -1044.63165184096 |
| 2295.00395694463 |
| -900.80971785523 |
| 388.914884616713 |
| -99.268148785418 |
| 1089.78488106843 |
| -1738.55648925579 |
| 375.960303874421 |
| -262.813380174456 |
| -22.6811700061577 |
| 479.979027222169 |
| 1579.31707173605 |
| -684.155039127141 |
| 31.49980167685 |
| -397.841600693893 |
| -255.245143439185 |
| 614.469631687756 |
| -305.387964439411 |
| -2569.09766604328 |
| -174.935702726318 |
| 750.651139878503 |
| 79.0004567087877 |
| -370.862008895167 |
| -1.67967742787891 |
| 1681.38634129716 |
| -540.424507276176 |
| -499.442251220194 |
| -902.980879771695 |
| 825.568003523662 |
| -233.741794273804 |
| -27.2363426471055 |
| -858.650281220354 |
