| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5899 | -0.0342 | 0.2558 | -0.5655 | -0.7733 | -0.2803 | 0.3924 |
| (p-val) | (0.2659 ) | (0.8483 ) | (0.1529 ) | (0.2855 ) | (0.9001 ) | (0.8962 ) | (0.9506 ) |
| Estimates ( 2 ) | 0.5679 | -0.0348 | 0.2553 | -0.5441 | -0.3867 | -0.1428 | 0 |
| (p-val) | (0.1625 ) | (0.8437 ) | (0.1481 ) | (0.1791 ) | (0.034 ) | (0.4925 ) | (NA ) |
| Estimates ( 3 ) | 0.5408 | 0 | 0.2444 | -0.5294 | -0.3805 | -0.1358 | 0 |
| (p-val) | (0.1521 ) | (NA ) | (0.152 ) | (0.187 ) | (0.0332 ) | (0.506 ) | (NA ) |
| Estimates ( 4 ) | 0.5013 | 0 | 0.279 | -0.4979 | -0.3316 | 0 | 0 |
| (p-val) | (0.1276 ) | (NA ) | (0.0764 ) | (0.1525 ) | (0.0357 ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0.0545 | 0 | 0.2872 | 0 | -0.3183 | 0 | 0 |
| (p-val) | (0.705 ) | (NA ) | (0.0646 ) | (NA ) | (0.0463 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0.2853 | 0 | -0.2998 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.066 ) | (NA ) | (0.051 ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | -0.2679 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.072 ) | (NA ) | (NA ) |
| 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 |
| -1065.28076055322 |
| -2278.75083745204 |
| -13750.7320730183 |
| 768.487940174182 |
| 480.329421548304 |
| 2441.84534097982 |
| -2017.12122801278 |
| -3677.24413007058 |
| 2376.07844077739 |
| 1991.57956111441 |
| 8177.8663887305 |
| -9931.36901798728 |
| 1054.78346037674 |
| -6334.48912633556 |
| -10318.8992855633 |
| -2985.24764365473 |
| -4927.33781231944 |
| 2075.02534260383 |
| -3870.63118024471 |
| -2524.15412506803 |
| 725.810856004154 |
| -6465.06532185037 |
| -11625.1356478526 |
| 11621.1659938228 |
| 1767.57466477775 |
| -10664.0704054107 |
| 6189.98081853049 |
| 2343.11555395316 |
| 3876.36005581636 |
| 1472.93269355467 |
| 118.383083333785 |
| 820.674136304355 |
| 1542.41090621852 |
| -3650.11001150461 |
| 4906.01253028907 |
| 40.3638959194068 |
| -1585.17421898316 |
| -124.437694132677 |
| 2791.13055865956 |
| 5387.15230614261 |
| 5445.44402054302 |
| 2593.37824514089 |
| 6516.19939614798 |
| 6292.59289700375 |
| 2088.48664589605 |
| 2475.88763066489 |
| 3427.36476553255 |
| -1086.08268469240 |
| 1510.63701057434 |
| 1414.23900224041 |
