| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3995 | 0.0639 | 0.1858 | 0.1506 | -0.7323 | -0.3971 | 0.183 |
| (p-val) | (0.4771 ) | (0.7441 ) | (0.1433 ) | (0.7911 ) | (0.2421 ) | (0.1575 ) | (0.7882 ) |
| Estimates ( 2 ) | -0.2546 | 0.0995 | 0.1779 | 0 | -0.7335 | -0.3965 | 0.1899 |
| (p-val) | (0.0521 ) | (0.4567 ) | (0.1662 ) | (NA ) | (0.2436 ) | (0.1556 ) | (0.7814 ) |
| Estimates ( 3 ) | -0.2494 | 0.1067 | 0.1698 | 0 | -0.5607 | -0.3248 | 0 |
| (p-val) | (0.0543 ) | (0.4148 ) | (0.1758 ) | (NA ) | (0 ) | (0.0447 ) | (NA ) |
| Estimates ( 4 ) | -0.271 | 0 | 0.1451 | 0 | -0.5702 | -0.3405 | 0 |
| (p-val) | (0.0345 ) | (NA ) | (0.2359 ) | (NA ) | (0 ) | (0.0326 ) | (NA ) |
| Estimates ( 5 ) | -0.2532 | 0 | 0 | 0 | -0.574 | -0.3376 | 0 |
| (p-val) | (0.0476 ) | (NA ) | (NA ) | (NA ) | (0 ) | (0.033 ) | (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 |
| 867.887509505211 |
| -2250.28069676838 |
| 33618.3570412959 |
| 9954.34468238836 |
| 354.191730842355 |
| 18882.406400463 |
| 20229.4310915672 |
| 268402.416151187 |
| -113346.926055862 |
| -45016.394227939 |
| 35069.861367254 |
| 58531.0957290091 |
| -77256.3771198791 |
| -31473.594568955 |
| -52391.0075132882 |
| 32854.9847569661 |
| 101107.732845397 |
| -176275.960398033 |
| 79531.884415102 |
| -176414.251561376 |
| 151290.579462589 |
| 167731.594163443 |
| 143237.122434691 |
| 80251.9665265577 |
| 118735.726273623 |
| 75035.8259037494 |
| 19198.3085437346 |
| -36364.5639276314 |
| -36170.5787440905 |
| -109567.395064155 |
| -100783.336097857 |
| -149267.403931369 |
| 38947.3510583149 |
| 58613.0600994635 |
| 16074.4602044407 |
| -41563.0049150659 |
| -15970.5964777959 |
| -47563.9548420802 |
| 59595.3577179922 |
| 65897.8405390448 |
| -166489.283203891 |
| 46312.3269884632 |
| -15952.8722863516 |
| -87780.6523566012 |
| 134744.172737777 |
| 75232.8122408289 |
| 24408.7558471514 |
| -15406.1403381955 |
| -3766.75348767364 |
| 27197.2239951006 |
| -46777.2890031503 |
| -82472.8212609495 |
| -35154.7184801844 |
| -46946.870011609 |
| -43641.5364941684 |
| -54920.7084991732 |
| 54905.4038222157 |
| -10509.5840707596 |
| -13706.8046976985 |
| -42347.6087628011 |
| -28990.4687708701 |
