| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7383 | 0.5484 | -0.2868 | -0.7165 | -0.333 | -0.2545 | -0.9106 |
| (p-val) | (0.0591 ) | (0.0071 ) | (0.4122 ) | (0.0284 ) | (0.312 ) | (0.3922 ) | (0.1706 ) |
| Estimates ( 2 ) | 0.4055 | 0.6398 | 0 | -0.3176 | -0.2466 | -0.1895 | -1 |
| (p-val) | (0.0307 ) | (0.0012 ) | (NA ) | (0.1684 ) | (0.4387 ) | (0.4993 ) | (0.0596 ) |
| Estimates ( 3 ) | 0.3933 | 0.6333 | 0 | -0.3264 | -0.1176 | 0 | -1 |
| (p-val) | (0.0393 ) | (0.0014 ) | (NA ) | (0.1686 ) | (0.6478 ) | (NA ) | (0.0257 ) |
| Estimates ( 4 ) | 0.4172 | 0.6035 | 0 | -0.3751 | 0 | 0 | -1.0006 |
| (p-val) | (0.0273 ) | (0.0013 ) | (NA ) | (0.0761 ) | (NA ) | (NA ) | (0.0101 ) |
| Estimates ( 5 ) | 0.2144 | 0.7268 | 0 | 0 | 0 | 0 | -1 |
| (p-val) | (0.0936 ) | (0 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0344 ) |
| Estimates ( 6 ) | 0 | 0.846 | 0 | 0 | 0 | 0 | -1 |
| (p-val) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.2471 ) |
| Estimates ( 7 ) | 0 | 0.5663 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (1e-04 ) | (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 |
| 7.23993600490173 |
| -303.20495771635 |
| 1027.98497573325 |
| -22.0065707119928 |
| -1196.84555789518 |
| 206.136007710099 |
| -2068.35677848317 |
| 15.8062077485969 |
| 1132.67943340971 |
| -631.304879351428 |
| 1169.05080116037 |
| -564.473790048548 |
| 1969.23982371102 |
| 9.41846443695029 |
| -1438.735606359 |
| 460.948616589481 |
| -635.878094044675 |
| -984.928899373578 |
| 359.911042537467 |
| 1382.95936275135 |
| -666.761922579838 |
| -886.66781711463 |
| -855.931031242215 |
| -205.762665728259 |
| -209.645945251003 |
| -359.63269381428 |
| -798.216398168381 |
| -206.892504692489 |
| -716.324239106795 |
| 709.345664459321 |
| -98.2794536969958 |
| -1305.56457622227 |
| 867.299554880582 |
| -143.437008161851 |
| -1794.40146321594 |
| -1154.67402553053 |
| -809.341166712534 |
| -577.28022346353 |
| -409.086840639956 |
| 106.668957471919 |
