| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5339 | 0.1291 | 0.1345 | -0.4404 | -0.8939 | -0.4944 | 0.9947 |
| (p-val) | (0.4122 ) | (0.4943 ) | (0.6351 ) | (0.4927 ) | (0 ) | (0.0229 ) | (0.4162 ) |
| Estimates ( 2 ) | 0.793 | 0.1111 | 0 | -0.692 | -0.8518 | -0.5404 | 1.0046 |
| (p-val) | (0.0045 ) | (0.5286 ) | (NA ) | (0.0068 ) | (0 ) | (0.0022 ) | (0.4542 ) |
| Estimates ( 3 ) | 0.9341 | 0 | 0 | -0.7691 | -0.8446 | -0.5673 | 1.0007 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0 ) | (8e-04 ) | (0.4113 ) |
| Estimates ( 4 ) | 0.914 | 0 | 0 | -0.7526 | -0.2611 | -0.4133 | 0 |
| (p-val) | (0 ) | (NA ) | (NA ) | (1e-04 ) | (0.0978 ) | (0.0245 ) | (NA ) |
| Estimates ( 5 ) | 0.9093 | 0 | 0 | -0.7803 | 0 | -0.3197 | 0 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.0994 ) | (NA ) |
| Estimates ( 6 ) | 0.9267 | 0 | 0 | -0.7795 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (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 |
| -1948.53424348201 |
| -8271.52486860352 |
| -747.904231945972 |
| -12331.8930465592 |
| 3633.94114508291 |
| 2826.66060052425 |
| 2591.71734389293 |
| -498.532853010712 |
| -3869.29396087853 |
| 6965.91881268112 |
| 4457.23687703582 |
| -1521.07056302695 |
| -4838.90866515136 |
| -1256.84719455505 |
| -4361.63322146661 |
| -14288.7332735515 |
| -2193.52504733670 |
| -7013.30717859536 |
| 9898.77108998963 |
| -6377.04922830969 |
| -4413.34781020456 |
| 2234.33847647442 |
| -11007.9006908612 |
| -9065.13728082258 |
| 13114.8908992021 |
| 2378.34880050454 |
| -16028.4417470945 |
| 16684.7096114881 |
| 6007.69484344387 |
| 13334.8717631972 |
| -1806.12922920031 |
| 691.81060134699 |
| -528.643579435657 |
| 4303.86709960318 |
| -6034.95840745054 |
| 19675.4515208568 |
| -10494.3324675339 |
| -5973.52956869903 |
| 5159.98235434147 |
| -3433.15103311707 |
| 10725.9238382357 |
| 4728.90779439813 |
| 9354.57486713946 |
| 7787.99666786448 |
| 12402.4501550291 |
| -2706.39634702263 |
| -774.423230672611 |
| -3537.01882014896 |
| -331.181123460865 |
