| ARIMA Parameter Estimation and Backward Selection | ||||
| Iteration | ar1 | ma1 | sar1 | sma1 |
| Estimates ( 1 ) | -0.4932 | -0.1645 | 0.1454 | -1 |
| (p-val) | (0.0194 ) | (0.5009 ) | (0.5364 ) | (0.0241 ) |
| Estimates ( 2 ) | -0.4891 | -0.2017 | 0 | -0.9908 |
| (p-val) | (0.0184 ) | (0.3884 ) | (NA ) | (0.6529 ) |
| Estimates ( 3 ) | -0.5584 | -0.0178 | 0 | 0 |
| (p-val) | (0.0065 ) | (0.9398 ) | (NA ) | (NA ) |
| Estimates ( 4 ) | -0.5704 | 0 | 0 | 0 |
| (p-val) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -80.3878857319988 |
| -1901.46189291573 |
| 986.38356432892 |
| -1113.14159798427 |
| 3951.34025590506 |
| 4744.30303108692 |
| 2529.89026068896 |
| -3847.11692018513 |
| 939.819268174257 |
| -5630.11143181054 |
| -851.199076873993 |
| 372.701690762388 |
| -957.716022493242 |
| 2628.95546905058 |
| -758.585339816726 |
| -1535.80498417123 |
| 340.992857573263 |
| -1838.27324980983 |
| -2118.26945488323 |
| 2008.71021465021 |
| 1129.19511295114 |
| 3558.81444021245 |
| 2316.38332712996 |
| -762.606241823618 |
| 342.279587893740 |
| 2047.78536144223 |
| -440.282341627357 |
| 177.83846735505 |
| -2401.46672438677 |
| 1439.61032928234 |
| -2425.18549708984 |
| 4322.88790397298 |
| -1526.65519036677 |
| -2683.22668017663 |
| -1132.91433126790 |
| -1415.37267984427 |
| 586.724783201109 |
| -1787.91723102823 |
| -3330.37114327088 |
| 1845.79662537344 |
| -3174.59169521519 |
| -2689.23577325305 |
| 3794.8639410046 |
| -1323.11739965855 |
| -1552.41300760512 |
| 1445.93803796942 |
| 3613.8402382251 |
| 2042.21426101548 |
