| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.075 | 0.1378 | 0.2897 | -0.2318 | -0.9821 | -0.4687 | 0.3834 |
| (p-val) | (0.7395 ) | (0.1656 ) | (0.0057 ) | (0.3025 ) | (0.0068 ) | (0.0111 ) | (0.3535 ) |
| Estimates ( 2 ) | 0 | 0.1317 | 0.2999 | -0.1637 | -0.9726 | -0.464 | 0.3753 |
| (p-val) | (NA ) | (0.1766 ) | (0.0022 ) | (0.0961 ) | (0.0087 ) | (0.0132 ) | (0.3751 ) |
| Estimates ( 3 ) | 0 | 0.1283 | 0.3005 | -0.1724 | -0.6393 | -0.2934 | 0 |
| (p-val) | (NA ) | (0.1854 ) | (0.0021 ) | (0.0779 ) | (0 ) | (0.0066 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0 | 0.3102 | -0.1531 | -0.6318 | -0.2659 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0018 ) | (0.0844 ) | (0 ) | (0.0123 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0.284 | 0 | -0.6649 | -0.2661 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0043 ) | (NA ) | (0 ) | (0.0119 ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| 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 |
| -31494.0291833927 |
| 208983.139458225 |
| 97257.2253134032 |
| -109027.309635051 |
| -203134.683668735 |
| 197483.50362414 |
| -440115.515248709 |
| 198417.88286197 |
| -768496.433168524 |
| -502401.906067031 |
| -421715.84064483 |
| -222602.467096033 |
| -587550.999147453 |
| 185688.477463427 |
| -10131.6603335983 |
| 151396.629800418 |
| -225181.399188869 |
| -244456.350646102 |
| -757963.664403267 |
| 63876.3511068483 |
| -401702.896450117 |
| -511012.271562809 |
| 656566.95638772 |
| 118628.371625182 |
| -5031.61253759941 |
| -577651.389136718 |
| -969280.467429781 |
| 176298.255459809 |
| -399337.742499038 |
| 4324.29795966404 |
| -178767.190248112 |
| 316329.221197914 |
| 188443.659755667 |
| 167712.720262834 |
| -239290.583859669 |
| 368974.551004307 |
| -717870.39078984 |
| 1048821.83419365 |
| 177966.910985378 |
| -137120.038645502 |
| 115357.825855501 |
| 703379.694746327 |
| -825318.232673824 |
| 139085.473400101 |
| -37593.7053410709 |
| 1584807.64797741 |
| -446780.392416447 |
| 16856.6812452972 |
| -313728.529716197 |
| 51656.0071882494 |
| 177725.362446856 |
| 315684.847084154 |
| 378989.770010043 |
| 320276.858816761 |
| -700496.771304954 |
| 7687.12619743124 |
| 366912.77324757 |
| -96409.8590789027 |
| -59876.1591821164 |
| -246425.824472699 |
| 236882.553638942 |
| -593451.321610149 |
| -413271.169143945 |
| 670715.965667732 |
| -460816.158046141 |
| 67968.3949120864 |
| -1737388.67101728 |
| 595415.459600676 |
| -541146.528920323 |
| -940088.694066625 |
| -685259.209782146 |
| 307929.586126283 |
| -802139.962811969 |
| 706704.839693975 |
| 618826.916853089 |
| -1377364.36696056 |
| 852265.48467901 |
| 225808.103573367 |
| 295476.225985434 |
| -4388.77075152472 |
| -137008.753890075 |
| -515168.664463192 |
| -1700828.60001331 |
| -1039709.9723306 |
| -518337.790516704 |
| -550350.14609253 |
| -512205.985652604 |
| 803434.753702816 |
| 227395.596889015 |
| 693003.505994923 |
| 603160.01116572 |
| 117817.265245054 |
| 239247.274103426 |
| 252230.934736985 |
| 77370.9470127188 |
| -725308.247928463 |
| -154785.29376515 |
| 783762.466882825 |
| 949975.7510405 |
| -143704.224648975 |
| 477172.195202615 |
| -946376.692531675 |
| 567941.847622343 |
| -39302.695428133 |
