| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2997 | 0.1137 | 0.4611 | -0.1397 | 0.409 | -0.1032 | -0.9999 |
| (p-val) | (0.1957 ) | (0.4827 ) | (6e-04 ) | (0.6016 ) | (0.0938 ) | (0.7514 ) | (0.2038 ) |
| Estimates ( 2 ) | -0.2999 | 0.1213 | 0.4704 | -0.1683 | 0.4421 | 0 | -0.9998 |
| (p-val) | (0.1809 ) | (0.4486 ) | (3e-04 ) | (0.4867 ) | (0.0529 ) | (NA ) | (0.1013 ) |
| Estimates ( 3 ) | -0.4317 | 0.0529 | 0.4418 | 0 | 0.4515 | 0 | -1.0002 |
| (p-val) | (0.0011 ) | (0.7104 ) | (7e-04 ) | (NA ) | (0.0454 ) | (NA ) | (0.0624 ) |
| Estimates ( 4 ) | -0.4519 | 0 | 0.4191 | 0 | 0.4382 | 0 | -1.0001 |
| (p-val) | (2e-04 ) | (NA ) | (2e-04 ) | (NA ) | (0.052 ) | (NA ) | (0.0725 ) |
| Estimates ( 5 ) | -0.5126 | 0 | 0.4258 | 0 | -0.2875 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (1e-04 ) | (NA ) | (0.0887 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | -0.5064 | 0 | 0.4285 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (1e-04 ) | (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 |
| -56.404923233245 |
| 527.836603046086 |
| 478.714348211866 |
| -908.36869953975 |
| 1050.52260239472 |
| 896.809975301159 |
| 795.431903881218 |
| -1771.21958364157 |
| 1177.21170861071 |
| -2119.66518035102 |
| 920.64060675515 |
| -1047.66382083267 |
| 933.973094138826 |
| -528.000966128935 |
| -133.407591549358 |
| 1125.75465854243 |
| -504.762600179679 |
| -2393.82902634230 |
| 311.89186039671 |
| 1096.91429998511 |
| -297.684996323743 |
| -92.9867283359076 |
| 1299.88683909719 |
| 229.150739388125 |
| 1369.70507742263 |
| -1095.34792801021 |
| -1304.85320746412 |
| 1510.38605140235 |
| 636.881228714159 |
| -978.430535088919 |
| 883.058618889536 |
| 977.707360415901 |
| -1696.64473497727 |
| 2640.32160285349 |
| -1025.81015019782 |
| 1330.80561497152 |
| -911.435330053074 |
| -212.950188748477 |
| -51.4533641138587 |
| -1379.76186837010 |
| -3782.08991963700 |
| -2270.77027311182 |
| -1853.8583573614 |
| 476.772054338646 |
| -20.3169587413759 |
| -792.62978037154 |
| -807.807186039036 |
| 622.005863856947 |
| 314.456965319724 |
