| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
| Estimates ( 1 ) | -0.45 | 0.0834 | 0.1723 | 0.2038 | -0.5866 |
| (p-val) | (0.4794 ) | (0.6851 ) | (0.1839 ) | (0.7515 ) | (2e-04 ) |
| Estimates ( 2 ) | -0.2521 | 0.1302 | 0.1539 | 0 | -0.5794 |
| (p-val) | (0.0521 ) | (0.3148 ) | (0.2234 ) | (NA ) | (2e-04 ) |
| Estimates ( 3 ) | -0.2811 | 0 | 0.1234 | 0 | -0.5831 |
| (p-val) | (0.0286 ) | (NA ) | (0.3172 ) | (NA ) | (2e-04 ) |
| Estimates ( 4 ) | -0.2591 | 0 | 0 | 0 | -0.6016 |
| (p-val) | (0.0418 ) | (NA ) | (NA ) | (NA ) | (2e-04 ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 867.887531095968 |
| -2285.40821970468 |
| 34214.7192072026 |
| 10440.0320093955 |
| 322.891983001321 |
| 19923.862310609 |
| 20772.2734250736 |
| 272655.284222334 |
| -111914.945087559 |
| -47268.833556746 |
| 41510.5034244193 |
| 55906.7813865029 |
| -78230.9959107771 |
| -31132.0811784825 |
| -52829.7075090968 |
| 31469.7645171163 |
| 103493.930582403 |
| -179838.932984659 |
| 80036.4306111781 |
| -173593.855627985 |
| 146509.957637889 |
| 175434.853643658 |
| 143704.169012122 |
| 86943.5254530378 |
| 123732.741550952 |
| 78095.0978277512 |
| 18710.1232966901 |
| -36201.2894307531 |
| -38336.7745132501 |
| -103903.759045843 |
| -105930.588301262 |
| -171322.875389553 |
| 41787.2015472088 |
| 55734.5152040904 |
| 4048.66995624216 |
| -48283.9662878491 |
| -11488.3576616961 |
| -45602.1592039043 |
| 66266.4146867484 |
| 66681.3724409512 |
| -169872.204565067 |
| 55812.7885351248 |
| -12860.3368870792 |
| -38599.7188129315 |
| 110959.04927688 |
| 61360.7981004791 |
| 24260.2922389955 |
| -4980.84540344085 |
| -20739.1164450288 |
| 19213.1646373934 |
| -55895.2593945432 |
| -75552.8608698713 |
| -16145.3063749761 |
| -80161.9898163207 |
| -28654.45923403 |
| -85916.6323989726 |
| 81283.8472526829 |
| 22120.3009923046 |
| 12467.0014176036 |
| -23705.5184675534 |
| -6523.5711474892 |
