| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.329 | 0.1771 | 0.2305 | -0.5341 | 0.3728 | 0.0805 | -0.9993 |
| (p-val) | (0.3437 ) | (0.3417 ) | (0.2364 ) | (0.1116 ) | (0.2414 ) | (0.774 ) | (0.3736 ) |
| Estimates ( 2 ) | 0.3174 | 0.1727 | 0.2456 | -0.5279 | 0.267 | 0 | -0.7919 |
| (p-val) | (0.3587 ) | (0.354 ) | (0.194 ) | (0.1159 ) | (0.6266 ) | (NA ) | (0.3648 ) |
| Estimates ( 3 ) | 0.317 | 0.1773 | 0.2164 | -0.5318 | 0 | 0 | -0.4842 |
| (p-val) | (0.4017 ) | (0.3502 ) | (0.241 ) | (0.1494 ) | (NA ) | (NA ) | (0.0606 ) |
| Estimates ( 4 ) | 0 | 0.118 | 0.2401 | -0.2109 | 0 | 0 | -0.4753 |
| (p-val) | (NA ) | (0.5098 ) | (0.1474 ) | (0.1707 ) | (NA ) | (NA ) | (0.0604 ) |
| Estimates ( 5 ) | 0 | 0 | 0.2486 | -0.1951 | 0 | 0 | -0.5395 |
| (p-val) | (NA ) | (NA ) | (0.1424 ) | (0.1689 ) | (NA ) | (NA ) | (0.0339 ) |
| Estimates ( 6 ) | 0 | 0 | 0.2177 | 0 | 0 | 0 | -0.4806 |
| (p-val) | (NA ) | (NA ) | (0.1943 ) | (NA ) | (NA ) | (NA ) | (0.0455 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -0.4518 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0423 ) |
| 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 |
| -4154.95216846395 |
| -41742.9657748985 |
| 48155.7404250297 |
| -33926.4213797838 |
| 22698.4981130257 |
| 21459.8858751608 |
| -11797.7267702818 |
| -47709.5695918132 |
| 32130.0521367888 |
| -26713.7181807068 |
| 15606.924360179 |
| -35727.5572146727 |
| 25903.7975302728 |
| -14710.8036447764 |
| 45288.6011485323 |
| 30554.9766721491 |
| -9055.46067143807 |
| -26468.6576119697 |
| -41446.667451882 |
| -31115.8111015034 |
| 41365.0976929049 |
| 9967.71870720202 |
| 1745.71827723945 |
| -18051.6014308320 |
| -6891.82405756655 |
| -4879.64437338249 |
| 73380.4935281586 |
| -37116.4707584419 |
| 13084.1671093235 |
| 28397.29857251 |
| 13235.6068085597 |
| 4822.25747874066 |
| 4825.69902485019 |
| 21631.6219852623 |
| 7833.32504867719 |
| 11634.0299914307 |
| -37600.3557393962 |
| 44783.2313656302 |
| -30993.2138209750 |
| -39200.528590401 |
| -301.543983038623 |
| -12899.8306479264 |
| -17097.9612663850 |
| -26835.6321574476 |
| -16365.6594533604 |
| -10258.974304252 |
| -66632.6886067422 |
| 6067.06762525155 |
