| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.718 | -0.2301 | 0.2657 | -0.4691 | 0.4004 | -0.154 | -0.4657 |
| (p-val) | (0.0098 ) | (0.1765 ) | (0.0438 ) | (0.077 ) | (0.7287 ) | (0.4708 ) | (0.6989 ) |
| Estimates ( 2 ) | 0.7189 | -0.2259 | 0.264 | -0.4643 | 0 | -0.171 | -0.0557 |
| (p-val) | (0.01 ) | (0.1848 ) | (0.0453 ) | (0.0809 ) | (NA ) | (0.3228 ) | (0.7188 ) |
| Estimates ( 3 ) | 0.7134 | -0.2148 | 0.2583 | -0.4681 | 0 | -0.171 | 0 |
| (p-val) | (0.0102 ) | (0.1969 ) | (0.0488 ) | (0.0771 ) | (NA ) | (0.3216 ) | (NA ) |
| Estimates ( 4 ) | 0.7014 | -0.1869 | 0.2403 | -0.4441 | 0 | 0 | 0 |
| (p-val) | (0.0186 ) | (0.2667 ) | (0.069 ) | (0.1213 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.4856 | 0 | 0.1886 | -0.2752 | 0 | 0 | 0 |
| (p-val) | (0.198 ) | (NA ) | (0.1574 ) | (0.5658 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0.2735 | 0 | 0.2086 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0275 ) | (NA ) | (0.0902 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0.2903 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.0229 ) | (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 |
| 2.75675840647712 |
| 86.0377999064762 |
| 42.9984522539679 |
| 33.5054449351983 |
| 62.9132382279737 |
| -16.4128806120557 |
| -6.52270297513587 |
| -82.2241535106955 |
| 46.5759071081666 |
| 51.7913037642593 |
| 89.9736608618232 |
| -13.7769558605610 |
| -0.547498629244274 |
| 43.7484112333814 |
| 107.260977054051 |
| 133.441764601343 |
| 84.4357033956076 |
| 37.8119274071482 |
| -87.1935455457301 |
| -118.771969577577 |
| -226.993428652981 |
| 199.325523642462 |
| 144.404698877001 |
| 112.069029838591 |
| 111.504792874925 |
| -18.3387880730807 |
| 51.9033275846095 |
| 92.9654085924249 |
| 4.11307164252776 |
| -180.731575979433 |
| 242.202806283966 |
| 29.3705651270102 |
| -74.0779181790358 |
| -86.7691638153374 |
| -366.352653743473 |
| 208.264095886472 |
| 125.258399413132 |
| -292.828740889365 |
| 82.153399145297 |
| -304.275237560671 |
| 19.7695007775624 |
| -15.2039496812031 |
| 252.735165584425 |
| -80.8995541445702 |
| -271.506819998227 |
| -428.856283523052 |
| 155.237771456622 |
| -26.7479776990567 |
| -642.951943053832 |
| 22.6846703389315 |
| -83.8099608577902 |
| 243.516820340160 |
| -67.8138203680369 |
| -83.4728588077735 |
| 224.023836737227 |
| 154.123353862388 |
| -44.3201964833738 |
| 6.8163473353593 |
| 172.177056551561 |
| 93.6702465237527 |
