| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.5047 | -0.2403 | -0.186 | 0.2834 | 0.5294 | -0.9999 |
| (p-val) | (1e-04 ) | (0.0797 ) | (0.1239 ) | (0.0694 ) | (8e-04 ) | (5e-04 ) |
| Estimates ( 2 ) | -0.4771 | -0.1443 | 0 | 0.2988 | 0.542 | -1.0001 |
| (p-val) | (2e-04 ) | (0.2338 ) | (NA ) | (0.0465 ) | (5e-04 ) | (1e-04 ) |
| Estimates ( 3 ) | -0.4115 | 0 | 0 | -1.0383 | -0.2085 | 0.4809 |
| (p-val) | (3e-04 ) | (NA ) | (NA ) | (0.1088 ) | (0.624 ) | (0.4419 ) |
| Estimates ( 4 ) | -0.4154 | 0 | 0 | -0.7019 | 0 | 0.1437 |
| (p-val) | (3e-04 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.5686 ) |
| Estimates ( 5 ) | -0.4172 | 0 | 0 | -0.6132 | 0 | 0 |
| (p-val) | (3e-04 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -38.280044053756 |
| 859.061594731935 |
| 1204.53276745201 |
| 195.791539353491 |
| 317.945162827855 |
| -253.056445721137 |
| -202.096772735608 |
| -41.8161927280077 |
| -36.3693539104458 |
| -304.697111204595 |
| -136.239447540104 |
| 862.336025595192 |
| 413.311814253559 |
| 249.023485121188 |
| 289.655664403872 |
| 85.3132659148831 |
| -290.885312540935 |
| -250.704049313997 |
| 254.514460980409 |
| 6.53055785022062 |
| -2.14971167106729 |
| 342.758339839525 |
| -435.670573825077 |
| 514.160583111945 |
| -821.05326360038 |
| 288.661101484534 |
| 304.568088434737 |
| 171.325240273351 |
| -658.761387479998 |
| -13.1677889160803 |
| 131.449841110918 |
| 314.689617807264 |
| 241.792327043744 |
| 22.0925476820357 |
| -69.1612204779885 |
| 426.662956210618 |
| -941.365501284877 |
| -551.150080665501 |
| -34.8785180830276 |
| -181.832528841876 |
| 188.310072634641 |
| 228.344564170993 |
| -33.8283982283357 |
| -348.729808177616 |
| 208.31519761778 |
| 121.987562987415 |
| 24.1998632470292 |
| -320.073754675388 |
| 485.589930830491 |
| 868.074372970429 |
| 778.867477870794 |
| -1286.96055327368 |
| -149.070042137192 |
| 42.013092628999 |
| -694.904544964416 |
| -415.742006256387 |
| 198.639283761698 |
| 392.348849933659 |
| -38.3602139303856 |
| -344.228569583785 |
| 1.76777060569047 |
| 265.373032511454 |
| 398.260944573013 |
| 161.242899650694 |
| 1.27030675545554 |
| 96.7464061373528 |
| 1187.48996595798 |
| -673.254584019367 |
| -469.820327816184 |
| -407.386060629006 |
| 50.8411478438137 |
| -421.852360295555 |
| 27.216591621056 |
| 474.018212229519 |
| -941.412027794028 |
| 695.527198263535 |
| -10.6078088040488 |
| -110.696731916743 |
| -30.3250094841501 |
| 399.761336193244 |
| 238.296396965615 |
| 104.298480990566 |
| 655.526494267071 |
| -987.308561611881 |
