| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2895 | -0.1524 | 0.1319 | -0.2209 | 0.4694 | 0.135 | -0.3409 |
| (p-val) | (0.4641 ) | (0.1704 ) | (0.2197 ) | (0.5697 ) | (0.3897 ) | (0.4506 ) | (0.536 ) |
| Estimates ( 2 ) | 0.07 | -0.1414 | 0.0899 | 0 | 0.4835 | 0.1354 | -0.3582 |
| (p-val) | (0.5104 ) | (0.1796 ) | (0.3607 ) | (NA ) | (0.3505 ) | (0.4439 ) | (0.4926 ) |
| Estimates ( 3 ) | 0 | -0.1357 | 0.0798 | 0 | 0.4855 | 0.134 | -0.3321 |
| (p-val) | (NA ) | (0.1962 ) | (0.4129 ) | (NA ) | (0.3582 ) | (0.4775 ) | (0.5335 ) |
| Estimates ( 4 ) | 0 | -0.13 | 0.0875 | 0 | 0.1657 | 0.1926 | 0 |
| (p-val) | (NA ) | (0.2132 ) | (0.3675 ) | (NA ) | (0.121 ) | (0.1333 ) | (NA ) |
| Estimates ( 5 ) | 0 | -0.1301 | 0 | 0 | 0.1619 | 0.1985 | 0 |
| (p-val) | (NA ) | (0.2125 ) | (NA ) | (NA ) | (0.1253 ) | (0.1161 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | 0.1809 | 0.1423 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0904 ) | (0.2381 ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0.1905 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0.0845 ) | (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 |
| 10.0699947754242 |
| 65.7731821094984 |
| -150.198460641018 |
| -247.385699879324 |
| -617.482560413075 |
| 51.0478428322415 |
| 150.198460641018 |
| 84.4252785302456 |
| 543.855864020419 |
| 224.806846318910 |
| -171.795624916197 |
| -268.982864154503 |
| 268.980915214612 |
| 48.2372215011231 |
| -15.8551476059929 |
| -9.99671370398755 |
| 395.817726508698 |
| 647.094559970665 |
| -166.144852394007 |
| 167.617926105329 |
| -48.5310341586937 |
| -213.622033975345 |
| -627.664384516658 |
| 72.1940493853472 |
| 218.805950614653 |
| -100.619843111337 |
| -115.427984589998 |
| 278.048375417337 |
| 248.424972151986 |
| -199.151424986032 |
| -540.902975307326 |
| -485.050018565342 |
| 165.142113813998 |
| -36.6168306733252 |
| 221.913381911367 |
| 443.190215373332 |
| 423.377418308653 |
| -416.046458411329 |
| 319.620664685339 |
| -97.8606247660136 |
| -149.337258631349 |
| -258.90379688133 |
| 446.007394166028 |
| 322.720154100021 |
| -609.526104714676 |
| 100.143756962003 |
| 29.7130337919953 |
| 57.8513135939775 |
| -11.4823848833566 |
| 234.481837167355 |
| 10.6151875253181 |
| -238.047006127332 |
| -200.474990717328 |
| 108.003560154013 |
| 28.6146398093169 |
| 44.8540521739887 |
| 165.721797248028 |
| 634.427436873995 |
| -16.1434831040024 |
| 77.760039919327 |
| 497.951350724663 |
| 581.045636837325 |
| 444.237221500664 |
| 828.050840139345 |
| 773.526652430677 |
| 376.33260304533 |
| -62.7154985140041 |
| 1101.85596917999 |
| 1048.33260304533 |
| -2020.00848959803 |
| 883.333424619334 |
| -231.001369290005 |
| -799.720975674025 |
| -299.198431113364 |
| 606.946421280643 |
| -491.772089671373 |
| 134.561882663964 |
| 695.28066747398 |
| -411.427984589998 |
| 29.8425501379443 |
| -435.728095982053 |
| 137.167582608094 |
| -287.011502036044 |
| 129.193227811344 |
| 888.723440396036 |
| 628.859529334008 |
| 531.800473454634 |
| 114.337806347350 |
| 1596.80595061465 |
| 607.51378110463 |
| 40.0054771600226 |
| -1570.28888321401 |
| -98.4255198679894 |
| -7.33041218132348 |
| 809.668218528674 |
| -1115.95354158867 |
| 260.180630343297 |
| 1047.84939658797 |
| -575.484849605367 |
| 445.666027664665 |
| 865.883257531252 |
| 2621.37111957463 |
| -650.380430746663 |
| -832.694411447923 |
| 141.239960080675 |
| -141.475538433329 |
| -543.915025059374 |
| 293.347665235389 |
| 508.042350541313 |
| 406.842002421941 |
| 1725.52966486869 |
