| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.2657 | 0.0862 | 0.494 | -0.122 | 0.0971 | -0.0703 | -0.9992 |
| (p-val) | (0.365 ) | (0.6446 ) | (0.0024 ) | (0.6968 ) | (0.8196 ) | (0.8694 ) | (0.4197 ) |
| Estimates ( 2 ) | -0.2531 | 0.087 | 0.4964 | -0.1289 | 0.1506 | 0 | -0.9969 |
| (p-val) | (0.361 ) | (0.6362 ) | (0.0021 ) | (0.6712 ) | (0.5857 ) | (NA ) | (0.3153 ) |
| Estimates ( 3 ) | -0.3512 | 0.0475 | 0.4739 | 0 | 0.1635 | 0 | -1.0003 |
| (p-val) | (0.0274 ) | (0.776 ) | (0.002 ) | (NA ) | (0.5493 ) | (NA ) | (0.2586 ) |
| Estimates ( 4 ) | -0.3669 | 0 | 0.4589 | 0 | 0.1559 | 0 | -1.0002 |
| (p-val) | (0.0136 ) | (NA ) | (0.0014 ) | (NA ) | (0.5631 ) | (NA ) | (0.2622 ) |
| Estimates ( 5 ) | -0.3689 | 0 | 0.4636 | 0 | 0 | 0 | -0.657 |
| (p-val) | (0.0149 ) | (NA ) | (0.0012 ) | (NA ) | (NA ) | (NA ) | (0.1265 ) |
| Estimates ( 6 ) | -0.2248 | 0 | 0.4241 | 0 | 0 | 0 | 0 |
| (p-val) | (0.1506 ) | (NA ) | (0.0083 ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | 0 | 0.4069 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (NA ) | (0.0141 ) | (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 |
| -69.7796317586947 |
| -1032.29469937501 |
| -115.595750496025 |
| 737.335918391315 |
| -3336.98495818629 |
| 920.592938123211 |
| -1050.81880735418 |
| 1163.0259899834 |
| -367.169196144028 |
| 2778.42616797274 |
| -390.766456477895 |
| -716.481251904254 |
| -1286.01937659492 |
| 140.437193770517 |
| 825.733222441422 |
| -1272.43338751641 |
| 678.777383798428 |
| 108.510607527631 |
| 79.7511925825629 |
| 1726.59116622984 |
| 514.540853163204 |
| 82.3864592010374 |
| 8.37935197529805 |
| 4226.70579720146 |
| 1473.16003801886 |
| -826.506022259968 |
| -151.940498728325 |
| 38.1681300261502 |
| 714.728825131125 |
| 53.8456817141247 |
| -1943.00125107333 |
| -22.3282325625141 |
| 31.1050187617912 |
| -1994.71272767913 |
| 280.25364712096 |
| -2301.83548682957 |
| -2108.23039868611 |
