| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.1134 | 0.2283 | 0.3466 | -0.6569 | -0.8919 | -0.5308 | 0.527 |
| (p-val) | (0.8483 ) | (0.6196 ) | (0.1012 ) | (0.2703 ) | (0.7015 ) | (0.438 ) | (0.8697 ) |
| Estimates ( 2 ) | -0.1135 | 0.252 | 0.3446 | -0.6663 | -0.4606 | -0.3977 | 0 |
| (p-val) | (0.8351 ) | (0.5268 ) | (0.0847 ) | (0.2073 ) | (0.0154 ) | (0.0758 ) | (NA ) |
| Estimates ( 3 ) | 0 | 0.3119 | 0.3509 | -0.7561 | -0.4447 | -0.378 | 0 |
| (p-val) | (NA ) | (0.0672 ) | (0.0293 ) | (0 ) | (0.0134 ) | (0.0758 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0.2277 | 0.283 | -0.6309 | -0.2999 | 0 | 0 |
| (p-val) | (NA ) | (0.1776 ) | (0.0722 ) | (1e-04 ) | (0.0494 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0.2325 | -0.5376 | -0.2879 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.146 ) | (0 ) | (0.0624 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -0.485 | -0.2614 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0916 ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | -0.4689 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (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 |
| -52689.3318244916 |
| 203631.467343071 |
| 611587.956995292 |
| -902087.35800518 |
| -19959.7561569523 |
| 208198.37892464 |
| -692462.006697792 |
| -111579.248300542 |
| -579133.526786368 |
| -712063.997702916 |
| 186137.020546646 |
| -1078674.83268533 |
| -550437.990811689 |
| -334953.5572498 |
| 1364255.24195352 |
| -330603.39151704 |
| -477042.334755144 |
| 344137.704564791 |
| -139996.466309605 |
| 2116982.34041961 |
| -258194.937966108 |
| 58540.4563346249 |
| 648996.774435977 |
| 726398.432131636 |
| -151572.856315788 |
| 1579480.84228717 |
| 682035.349004735 |
| -1021575.52445974 |
| 2545254.94261870 |
| -1261800.88069517 |
| -886499.53605404 |
| -54296.0121613874 |
| 344253.272895729 |
| 896049.469075831 |
| 1292783.15355015 |
| -640986.276700929 |
| 1753013.34149761 |
| -1235020.66973697 |
| -474760.227891542 |
| -982921.470268723 |
| -313841.257097345 |
| -317957.131171964 |
| 516388.873097371 |
| -1407090.93516435 |
| -1266829.65097767 |
| -49350.6212372333 |
| -640714.697560076 |
| -1411642.06554773 |
