| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.7976 | 0.0317 | -0.2164 | -0.7142 | 0.0077 | -0.0151 | -0.9998 |
| (p-val) | (0.0052 ) | (0.8515 ) | (0.1342 ) | (0.0066 ) | (0.9665 ) | (0.9344 ) | (0.0235 ) |
| Estimates ( 2 ) | 0.7998 | 0.0318 | -0.218 | -0.7149 | 0 | -0.0185 | -1.0001 |
| (p-val) | (0.0046 ) | (0.851 ) | (0.119 ) | (0.0061 ) | (NA ) | (0.9101 ) | (0.0315 ) |
| Estimates ( 3 ) | 0.7931 | 0.0326 | -0.2181 | -0.7096 | 0 | 0 | -0.9999 |
| (p-val) | (0.0042 ) | (0.8467 ) | (0.1176 ) | (0.0058 ) | (NA ) | (NA ) | (0.0265 ) |
| Estimates ( 4 ) | 0.8179 | 0 | -0.2023 | -0.7196 | 0 | 0 | -1 |
| (p-val) | (6e-04 ) | (NA ) | (0.0719 ) | (0.003 ) | (NA ) | (NA ) | (0.0298 ) |
| Estimates ( 5 ) | 0.324 | 0 | 0 | -0.2091 | 0 | 0 | -1 |
| (p-val) | (0.5301 ) | (NA ) | (NA ) | (0.688 ) | (NA ) | (NA ) | (0.0791 ) |
| Estimates ( 6 ) | 0.1103 | 0 | 0 | 0 | 0 | 0 | -1.0006 |
| (p-val) | (0.396 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.1316 ) |
| Estimates ( 7 ) | 0 | 0 | 0 | 0 | 0 | 0 | -0.9107 |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (0.2108 ) |
| 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 |
| 3.48099681582186 |
| -133.077916055567 |
| -1883.80941435221 |
| 612.167900985332 |
| -1076.46165762634 |
| -168.564899950183 |
| -595.157879954317 |
| 833.965001208169 |
| 366.708007872386 |
| 263.942957808362 |
| -1623.56465897578 |
| -141.949680209475 |
| -650.607766910231 |
| 578.309890946779 |
| 1197.33610270414 |
| 600.309403604055 |
| -617.895357845535 |
| -552.829007260602 |
| 664.291135864419 |
| -811.087137485575 |
| -66.5603716734721 |
| -441.814701604291 |
| 254.703324499519 |
| -667.979711738958 |
| -1226.77575185057 |
| 1547.53998830492 |
| -915.891271342323 |
| -1380.447667833 |
| 469.748317827756 |
| -1291.31620512213 |
| 465.660835271866 |
| -1080.49971632805 |
| -151.392895433064 |
| -1212.59350239773 |
| -586.200377308212 |
| -13.1918322540609 |
| 1994.06692732133 |
| 841.361910473363 |
| 333.230889847089 |
| -1165.96972917245 |
| -129.177120125251 |
| -56.6650512419474 |
| -841.863802266842 |
| -231.395732486226 |
| -395.276085951266 |
| 2.68250048860444 |
| 1088.51393865818 |
| 1683.70981118172 |
| 226.021937684684 |
| -1295.90195380177 |
| -429.349393996304 |
| -938.44580158567 |
| -380.144545123094 |
| -839.965672789331 |
| 304.685778187604 |
| -41.9856595611626 |
| 741.001033872423 |
| 2051.16631171084 |
| 876.104507812799 |
| 474.433621433943 |
| 999.052043488834 |
