| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.937 | -0.087 | 0.0471 | -0.7728 | 0.0456 | -0.1651 | -0.6103 |
| (p-val) | (0 ) | (0.5048 ) | (0.6344 ) | (0 ) | (0.79 ) | (0.1829 ) | (2e-04 ) |
| Estimates ( 2 ) | 0.9368 | -0.0863 | 0.0494 | -0.7737 | 0 | -0.1815 | -0.5743 |
| (p-val) | (0 ) | (0.5068 ) | (0.616 ) | (0 ) | (NA ) | (0.0868 ) | (0 ) |
| Estimates ( 3 ) | 0.9588 | -0.0491 | 0 | -0.7985 | 0 | -0.1809 | -0.5721 |
| (p-val) | (0 ) | (0.6434 ) | (NA ) | (0 ) | (NA ) | (0.0874 ) | (0 ) |
| Estimates ( 4 ) | 0.8975 | 0 | 0 | -0.7715 | 0 | -0.1754 | -0.5666 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (0.0969 ) | (0 ) |
| Estimates ( 5 ) | 0.8993 | 0 | 0 | -0.7583 | 0 | 0 | -0.635 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
| -1854.41412199262 |
| 5712.2732908601 |
| -631.339470008128 |
| 4188.95846406687 |
| -3367.95341560495 |
| -8740.15098182976 |
| 4487.05562686121 |
| 1755.29494884668 |
| 3218.15285083029 |
| -2427.96536406068 |
| -495.005559125168 |
| -12792.1519206842 |
| -5394.19095746148 |
| -1854.16152888741 |
| -71.5089792404757 |
| -2575.86487467107 |
| 6415.46095803444 |
| -6805.32733635279 |
| 1633.08383616572 |
| -9073.4243425187 |
| -10485.6041968318 |
| -6488.03574203386 |
| -3000.52953607348 |
| 1736.90382953295 |
| -2067.05104772525 |
| -2000.59073834296 |
| 1461.22758490666 |
| 5838.50845791626 |
| 2776.89923272069 |
| -365.037933589585 |
| 9351.81831238662 |
| -2783.79673928189 |
| 12370.9367312621 |
| 6547.64548691517 |
| 3500.09829121755 |
| 3685.91727853254 |
| 6031.41064910306 |
| -4065.83499306136 |
| 3859.04738913774 |
| -5723.96423465862 |
| -5566.13424641225 |
| 18238.1965624394 |
| -4439.7364362408 |
| -2042.48130138768 |
| 4822.28827038031 |
| 3095.06598127175 |
| -902.316963987419 |
| 14865.9804399659 |
| 5411.51498895624 |
| 12523.0188143436 |
| -18666.161021921 |
| -133.640546379822 |
| 5797.35868076486 |
| -3584.59516439787 |
| -14635.5611597772 |
| 572.380409589605 |
| 134.351090778352 |
| -2942.62192738388 |
| 9894.82786716636 |
| 128.834917100397 |
| 1388.89416376319 |
| -7261.14305265853 |
| -11495.4344930118 |
| 131.035067928753 |
| -337.763780680486 |
| 2881.40098158719 |
| -3303.37929191344 |
| 7638.34727629807 |
| -4878.92525602969 |
| -2499.93090301934 |
| 6971.30326300565 |
| 3179.12709285811 |
| 2010.26479544838 |
| -16007.5168191168 |
| -10660.2668421787 |
| -6761.00716608608 |
| 4881.67213908347 |
| -3535.28561362539 |
| -920.968854454581 |
| 6388.98918914472 |
| -2147.21303138244 |
| -1852.2041206112 |
| -5947.62283779968 |
| -4006.92363851493 |
| 3844.22152671563 |
| 1373.678423987 |
| -2870.37242065249 |
| 2740.86062943058 |
| -10440.490304752 |
| -1331.04936148822 |
| 2338.13115575055 |
| -5954.93676952018 |
| 921.113253843611 |
| 402.547553401104 |
| -1810.26706693133 |
| 2773.33250291971 |
| -6687.35816437109 |
| -8995.69276274908 |
| 527.298788755028 |
| 3616.11303654089 |
| -3440.24182825345 |
| 4423.00334784447 |
| -168.299373439862 |
| 5288.05302545418 |
| -3191.71602817676 |
| -828.867763214136 |
| -1383.99616799931 |
| 3295.02183743497 |
| 18563.1441165088 |
| -520.019647479479 |
| -7905.28586607515 |
| -16045.398483359 |
| 5060.54427376699 |
| 7724.02393426801 |
| -654.900282773722 |
| -3856.60880861961 |
| 6463.98642897519 |
| 4206.292020538 |
| -4018.95615873247 |
| 5855.57588820177 |
| -3350.22241545567 |
