| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.3976 | 0.0754 | 0.2011 | 0.1714 | -0.706 | -0.3932 | 0.1477 |
| (p-val) | (0.4482 ) | (0.6763 ) | (0.1141 ) | (0.7473 ) | (0.2508 ) | (0.1628 ) | (0.826 ) |
| Estimates ( 2 ) | -0.405 | 0.0792 | 0.1964 | 0.1828 | -0.5728 | -0.3371 | 0 |
| (p-val) | (0.4542 ) | (0.6611 ) | (0.1191 ) | (0.7385 ) | (0 ) | (0.037 ) | (NA ) |
| Estimates ( 3 ) | -0.2294 | 0.1174 | 0.1825 | 0 | -0.5663 | -0.3336 | 0 |
| (p-val) | (0.0764 ) | (0.3664 ) | (0.1455 ) | (NA ) | (0 ) | (0.0389 ) | (NA ) |
| Estimates ( 4 ) | -0.2504 | 0 | 0.1574 | 0 | -0.5771 | -0.3519 | 0 |
| (p-val) | (0.0522 ) | (NA ) | (0.201 ) | (NA ) | (0 ) | (0.0269 ) | (NA ) |
| Estimates ( 5 ) | -0.2308 | 0 | 0 | 0 | -0.5816 | -0.3513 | 0 |
| (p-val) | (0.0729 ) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0258 ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | -0.599 | -0.4034 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (0 ) | (0.008 ) | (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 |
| 221.114422853726 |
| -538.308879766516 |
| 7737.06068464101 |
| 1937.35293843064 |
| 3.34163163734387 |
| 5094.27124531449 |
| 4139.59620102801 |
| 53754.5804754626 |
| -24955.1175899735 |
| -7277.45355763449 |
| 16096.6963079771 |
| 6048.17410051161 |
| -17573.9044609804 |
| -4356.52050808393 |
| -11531.0026354526 |
| 5421.91016287626 |
| 21384.0313404548 |
| -40246.7378107774 |
| 20054.0548730578 |
| -33216.6942193556 |
| 26493.7223860244 |
| 38842.6283775447 |
| 23781.6303065519 |
| 22996.6548266228 |
| 30652.6470206993 |
| 18776.2437577688 |
| 6552.15405320634 |
| -4697.16822501165 |
| -5604.45482650297 |
| -23416.3904266027 |
| -21407.157274022 |
| -30483.4620069195 |
| 6330.46528128495 |
| 10143.2273779231 |
| -500.081336390963 |
| -6990.71020049155 |
| -2025.75232290643 |
| -11356.2996772513 |
| 12938.8764316561 |
| 14022.3080348612 |
| -37986.058950459 |
| 13264.3329761091 |
| -3084.88301375964 |
| -23842.4655272307 |
| 32125.1962870231 |
| 13478.2567234654 |
| 1838.17207262059 |
| 2340.96080657564 |
| 40.1542445126033 |
| 6568.47219496602 |
| -10323.4114726533 |
| -18029.7238542377 |
| -6745.95309121852 |
| -11315.0861929685 |
| -11366.6203518145 |
| -11408.623083603 |
| 10262.6359884203 |
| -4353.44745998422 |
| -4285.53902328882 |
| -7649.75245821134 |
| -7651.35052619167 |
