| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5975 | 0.1949 | 0.1308 | -0.7648 | 0.4791 | 0.28 | -0.6805 |
| (p-val) | (0.0055 ) | (0.2215 ) | (0.4052 ) | (1e-04 ) | (0.3503 ) | (0.1409 ) | (0.2219 ) |
| Estimates ( 2 ) | 0.6821 | 0.2628 | 0 | -0.8327 | 0.4287 | 0.3017 | -0.6293 |
| (p-val) | (1e-04 ) | (0.0595 ) | (NA ) | (0 ) | (0.3351 ) | (0.0921 ) | (0.1988 ) |
| Estimates ( 3 ) | 0.6875 | 0.2523 | 0 | -0.841 | 0 | 0.1834 | -0.1934 |
| (p-val) | (2e-04 ) | (0.0699 ) | (NA ) | (0 ) | (NA ) | (0.2926 ) | (0.1753 ) |
| Estimates ( 4 ) | 0.7095 | 0.2254 | 0 | -0.8441 | 0 | 0 | -0.1695 |
| (p-val) | (1e-04 ) | (0.101 ) | (NA ) | (0 ) | (NA ) | (NA ) | (0.2008 ) |
| Estimates ( 5 ) | 0.6746 | 0.2464 | 0 | -0.8278 | 0 | 0 | 0 |
| (p-val) | (9e-04 ) | (0.0691 ) | (NA ) | (0 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | -0.2301 | 0 | 0 | 0.0819 | 0 | 0 | 0 |
| (p-val) | (0.6777 ) | (NA ) | (NA ) | (0.8833 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | -0.1494 | 0 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.2532 ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
| -408.702961033086 |
| 204.359290086313 |
| 71.9070316654611 |
| 108.874641364962 |
| 250.598948791138 |
| 82.141997110426 |
| 160.02093034627 |
| -52.1446309951195 |
| -36.2036122558168 |
| 92.2654625810732 |
| 217.500623685929 |
| 95.0083448814788 |
| 205.269007579969 |
| -134.209485420582 |
| 24.5865819862952 |
| 291.769693340707 |
| -178.958433249585 |
| -58.0805324551776 |
| 47.2654625812621 |
| -206.381543665775 |
| 256.032359695604 |
| 139.021871063846 |
| 85.8406236879659 |
| 178.890777017599 |
| -1.61253843176827 |
| -149.964461223084 |
| -189.805217080527 |
| 116.053908546076 |
| 10.9351982661991 |
| -42.5162221920067 |
| -170.12464136673 |
| 345.501434533079 |
| -234.728846202679 |
| -189.32063405736 |
| 18.3503014745742 |
| 79.8691609094419 |
| -199.475188835096 |
| 161.033701119258 |
| -9.24704950565386 |
| 250.02350312353 |
| -306.503151281159 |
| 2.50819807044024 |
| 180.066600824474 |
| -134.306382559083 |
| -39.9010394799225 |
| 212.609896052008 |
| 106.537021801159 |
| -6.11302901190962 |
| 63.2461568109967 |
| -312.177709883943 |
| 317.897664231689 |
| 129.073627810317 |
| -141.286016641831 |
| -334.765740104625 |
| -174.607026985849 |
| -208.120831583938 |
| -108.233102885658 |
| -430.950519739961 |
| -83.410847138054 |
| -142.700122762322 |
