| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4105 | 0.1928 | 0.0804 | -0.2851 | 0.2359 | -0.0567 | -0.9994 |
| (p-val) | (0.7495 ) | (0.4359 ) | (0.8515 ) | (0.8257 ) | (0.0933 ) | (0.748 ) | (0.0164 ) |
| Estimates ( 2 ) | 0.623 | 0.1636 | 0 | -0.4968 | 0.2294 | -0.0739 | -0.9989 |
| (p-val) | (0.0476 ) | (0.3193 ) | (NA ) | (0.1013 ) | (0.0942 ) | (0.6303 ) | (0.0179 ) |
| Estimates ( 3 ) | 0.6344 | 0.1659 | 0 | -0.505 | 0.2439 | 0 | -0.9998 |
| (p-val) | (0.0253 ) | (0.2966 ) | (NA ) | (0.0607 ) | (0.0728 ) | (NA ) | (0.0015 ) |
| Estimates ( 4 ) | 0.8707 | 0 | 0 | -0.6667 | 0.2121 | 0 | -0.9999 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.1074 ) | (NA ) | (4e-04 ) |
| Estimates ( 5 ) | 0.8758 | 0 | 0 | -0.6702 | 0 | 0 | -1.3808 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (NA ) | (NA ) | (1e-04 ) |
| 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 |
| -961.062336466214 |
| -32.2499684960441 |
| -1274.54763247662 |
| 481.075673062073 |
| -1027.1677212379 |
| 2875.77110914691 |
| 1380.32047625722 |
| -1233.64752099747 |
| -3176.85727409745 |
| -1928.84284674272 |
| 1083.80182331192 |
| -7184.39335698442 |
| 152.17860582808 |
| -2908.4330004837 |
| 6073.6533466079 |
| -3855.97112979341 |
| -4002.25358008941 |
| 2633.80754486109 |
| -3785.4767725616 |
| -5219.11858588425 |
| 5095.67763907064 |
| 1280.15643402994 |
| -5987.01450115966 |
| 6700.69164276812 |
| 608.315137149883 |
| 4488.3605609924 |
| -328.322480676965 |
| -1722.24389209223 |
| -2169.8020037371 |
| 2536.71815666273 |
| -6442.15290537358 |
| 7917.94264843534 |
| -1462.68395573439 |
| -2264.79976106487 |
| 1075.25287109231 |
| 3697.83134846704 |
| 6682.51694311459 |
| 5314.65543646124 |
| 4364.960236883 |
| 2375.33619457744 |
| 6342.48060975902 |
| -1903.45641630643 |
| -2818.90107611816 |
| 3929.19493850866 |
| -3267.15127606506 |
| -326.307319335248 |
| -2697.37838007676 |
| -586.712905944903 |
| 1021.53419867313 |
| 5844.42890827957 |
| -2376.20291995631 |
| -3177.73284911017 |
| -4722.62895774764 |
| -4597.34871236639 |
| -178.320553690719 |
| 2106.63303522272 |
| 4258.42189419234 |
| -4281.09315709218 |
| -1609.11687521233 |
| -2421.41547852411 |
| -1430.35001526295 |
| -433.26024988137 |
| 1412.47776648795 |
| -1207.47718876129 |
| 1019.19399715675 |
| -1425.82108954053 |
| 2048.75422360478 |
| -2560.02399450822 |
| 1253.86370694336 |
| 1078.22893285539 |
| -1013.27587049321 |
| 1983.06048156333 |
| 2199.27456179842 |
