| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4113 | 0.1111 | 0.1489 | -0.9417 | -0.2904 | 0.1332 | 0.6387 |
| (p-val) | (3e-04 ) | (0.3131 ) | (0.1361 ) | (0 ) | (0.5212 ) | (0.4843 ) | (0.1505 ) |
| Estimates ( 2 ) | 0.4066 | 0.0972 | 0.1505 | -0.9374 | 0 | 0.0466 | 0.3492 |
| (p-val) | (4e-04 ) | (0.36 ) | (0.1364 ) | (0 ) | (NA ) | (0.6456 ) | (5e-04 ) |
| Estimates ( 3 ) | 0.3969 | 0.1114 | 0.141 | -0.9341 | 0 | 0 | 0.3378 |
| (p-val) | (5e-04 ) | (0.2736 ) | (0.153 ) | (0 ) | (NA ) | (NA ) | (4e-04 ) |
| Estimates ( 4 ) | 0.396 | 0 | 0.1537 | -0.9028 | 0 | 0 | 0.3302 |
| (p-val) | (0.0056 ) | (NA ) | (0.1625 ) | (0 ) | (NA ) | (NA ) | (5e-04 ) |
| Estimates ( 5 ) | 0.1948 | 0 | 0 | -0.7216 | 0 | 0 | 0.2971 |
| (p-val) | (0.3325 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0012 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | -0.5731 | 0 | 0 | 0.3052 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.0012 ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (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 |
| 2.75499806851381 |
| 8.44619454513426 |
| 216.498440495407 |
| -1.45037312076815 |
| 66.5649647698631 |
| 371.047859751869 |
| -253.866376233118 |
| 116.843525500945 |
| 76.5855493215512 |
| 20.0784826774029 |
| -319.316411331818 |
| -299.214800515496 |
| 363.278858649481 |
| 54.188454504811 |
| 435.982710199468 |
| 164.737300611554 |
| -9.89801182055034 |
| 5.2414299709112 |
| -357.126084812531 |
| 186.855620983987 |
| 187.006685942628 |
| 34.0005058340725 |
| 364.993185559569 |
| -80.5811168454365 |
| 125.287452085809 |
| 133.944426154094 |
| 300.68807930688 |
| -38.2892080051777 |
| 106.18132583279 |
| -36.7578428770165 |
| -315.06135587567 |
| -38.1550432768742 |
| -214.685265572487 |
| 104.244986082006 |
| -280.410237765072 |
| -183.607595442762 |
| -17.391974052225 |
| -98.8072618257013 |
| -203.165594580394 |
| -145.199260622447 |
| 123.007494111249 |
| -276.259631680716 |
| -365.435316934917 |
| -92.5440085092231 |
| 1.66982018616554 |
| 20.4556089286683 |
| -55.055110337505 |
| -200.091123259709 |
| 1842.41743342805 |
| 608.341952174967 |
| 563.279147829154 |
| 458.107562719165 |
| 427.160082765846 |
| -182.407286066086 |
| 217.806306506773 |
| -530.704118243572 |
| 603.612291135654 |
| -583.55998752463 |
| 78.3136124534362 |
| -107.210456648126 |
| -1043.47823143605 |
| 175.218561110212 |
| 1070.77964158863 |
| -157.98621456607 |
| -296.328088730873 |
| 273.464002721475 |
| 52.9704880672403 |
| 794.693098959475 |
| -92.8444556120923 |
| 442.453139567851 |
| 110.673411730139 |
| -420.648690411984 |
| -153.327482756349 |
| -493.700835094228 |
| 1088.35213411207 |
| 111.6291423905 |
| 895.515444811273 |
| -928.301401298856 |
| -907.699347042637 |
| 1119.48118772821 |
| 46.5749456910103 |
| -127.826352776953 |
| -520.90285377851 |
| -81.8131936055157 |
| -17.4316873796841 |
| -347.261689134971 |
| 133.95040942225 |
| -565.382352638763 |
| 260.147283230795 |
| -239.454048322166 |
| -256.961336589274 |
| 600.766949987164 |
| -584.817985697456 |
| 360.802851686778 |
| 317.516089775863 |
| -600.084647640659 |
| -82.171266195915 |
| -162.704497938411 |
| 239.510395593335 |
| -416.178789858597 |
| -92.4509544892904 |
| 587.618126378889 |
| 926.024280043146 |
| 179.638972051277 |
| -890.519017696435 |
| 37.8370009608648 |
| -766.319940313468 |
| -474.931044228689 |
| 255.529254172396 |
| -460.549415595251 |
| -486.220887083148 |
| -50.6278029370496 |
| -91.8009245790161 |
| -240.539752918811 |
| -87.6071159495529 |
| 255.197717693276 |
| 509.409263996569 |
| 482.733003918292 |
| 434.85321937999 |
| 197.153164621272 |
| 575.932270136709 |
| -337.732677690778 |
| 353.734745143975 |
| 335.057670343144 |
| -484.540733955589 |
| -117.437726569997 |
