| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.6679 | 0.0527 | -0.1134 | 0.8054 | 0.0079 | -0.0647 | -0.9995 |
| (p-val) | (0.0735 ) | (0.746 ) | (0.3944 ) | (0.0218 ) | (0.9629 ) | (0.7169 ) | (0.0163 ) |
| Estimates ( 2 ) | -0.6714 | 0.0539 | -0.1131 | 0.809 | 0 | -0.0667 | -0.9997 |
| (p-val) | (0.0632 ) | (0.7379 ) | (0.3958 ) | (0.0168 ) | (NA ) | (0.6962 ) | (0.0226 ) |
| Estimates ( 3 ) | -0.6596 | 0 | -0.1393 | 0.7759 | 0 | -0.086 | -1.0011 |
| (p-val) | (0.1318 ) | (NA ) | (0.1998 ) | (0.0519 ) | (NA ) | (0.5919 ) | (0.0215 ) |
| Estimates ( 4 ) | -0.6445 | 0 | -0.1281 | 0.7554 | 0 | 0 | -1.0028 |
| (p-val) | (0.2888 ) | (NA ) | (0.2524 ) | (0.1738 ) | (NA ) | (NA ) | (0.0078 ) |
| Estimates ( 5 ) | 0 | 0 | -0.0393 | 0.1451 | 0 | 0 | -0.9999 |
| (p-val) | (NA ) | (NA ) | (0.7468 ) | (0.2451 ) | (NA ) | (NA ) | (0.0547 ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0.1416 | 0 | 0 | -1.0002 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0.2493 ) | (NA ) | (NA ) | (0.0676 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -0.9995 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0884 ) |
| Estimates ( 8 ) | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| (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 |
| 2.1199978809898 |
| 1329.67224951816 |
| -141.452218580692 |
| 565.819930878578 |
| 56.5855702088556 |
| -198.030464881734 |
| -848.719221510149 |
| -424.356486076258 |
| -28.2846977004332 |
| 367.786496845028 |
| -198.031935318824 |
| 28.2939444875178 |
| 848.727365469414 |
| -1388.36606047627 |
| 114.337311435722 |
| 65.3366132817662 |
| -163.335102963006 |
| -767.682308176285 |
| -163.333691258125 |
| -81.6650415945659 |
| -212.334984231606 |
| 343.011541900517 |
| 800.355269420244 |
| -375.674087090101 |
| 980.02507367293 |
| -11.5487624273795 |
| 669.88301869941 |
| -612.132537193346 |
| 612.135304353734 |
| 496.639044884716 |
| 57.7510434120272 |
| 288.744887585785 |
| 820.030710099319 |
| 69.3003715378679 |
| -369.58853845552 |
| 981.725163026324 |
| -692.980836235591 |
| -1189.86425045459 |
| 1127.24105578199 |
| 1315.11491667179 |
| 1762.43272009225 |
| 62.6261500034687 |
| 259.446232201739 |
| 581.514905570954 |
| 778.334566296162 |
| 17.8944123181881 |
| 429.426267058435 |
| -563.619398127861 |
| 107.356900627446 |
| 416.366845140504 |
| 591.67818314239 |
| 672.02983459768 |
| 818.123181213833 |
| -752.379289268748 |
| -262.966425899172 |
| 511.328112663524 |
| -204.529333514251 |
| -460.192597904434 |
| 58.4383084481397 |
| 343.32014586966 |
| 489.413169419205 |
| -648.224220490364 |
| -3018.87558799713 |
| -506.232480885791 |
| 98.7773178691747 |
| 179.034898218443 |
| -148.164267487672 |
