| ARIMA Parameter Estimation and Backward Selection | ||||
| Iteration | ar1 | ar2 | ar3 | ma1 |
| Estimates ( 1 ) | -0.1535 | 0.1923 | 0.1727 | -0.1524 |
| (p-val) | (0.7714 ) | (0.3051 ) | (0.219 ) | (0.7747 ) |
| Estimates ( 2 ) | -0.2994 | 0.1513 | 0.1861 | 0 |
| (p-val) | (0.0195 ) | (0.2446 ) | (0.1366 ) | (NA ) |
| Estimates ( 3 ) | -0.3391 | 0 | 0.1455 | 0 |
| (p-val) | (0.007 ) | (NA ) | (0.2292 ) | (NA ) |
| Estimates ( 4 ) | -0.3115 | 0 | 0 | 0 |
| (p-val) | (0.0123 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 867.88771306744 |
| -2589.39674546118 |
| 39314.9242944509 |
| 14453.4622141849 |
| 486.29450337017 |
| 22155.4389721592 |
| 25593.2069423751 |
| 316675.679799225 |
| -112240.573550224 |
| -67776.6230099865 |
| 42113.3312450601 |
| 72466.6444183648 |
| -89635.4481509431 |
| -45304.6035927241 |
| -72955.0453587909 |
| 27778.7662845435 |
| 109945.838867168 |
| -190281.842652476 |
| 58572.7872484705 |
| -312133.435237775 |
| 194191.436344934 |
| 219610.611333987 |
| 144895.404377687 |
| 59624.459125522 |
| 169042.354388903 |
| 106033.631872625 |
| 49354.0176460777 |
| -56330.0789116722 |
| -100760.24497969 |
| -10063.7778391061 |
| -149797.518979373 |
| -84340.0243213298 |
| -42472.8163348963 |
| -39425.0358647259 |
| -78703.4126089705 |
| -101042.744840936 |
| -83879.2819582617 |
| -92823.6483936284 |
| 53018.4057761265 |
| 93214.8226750383 |
| -143259.649019981 |
| 104137.172392977 |
| 56762.2863927986 |
| 64080.8236179731 |
| 85682.6861487174 |
| 35105.7376076042 |
| 21445.2467541424 |
| 22067.1450226752 |
| -12856.0238900807 |
| 43798.0163925142 |
| -91872.180306289 |
| -120060.363136992 |
| 76164.1188452531 |
| -103723.488331498 |
| -28463.522217617 |
| -65438.4042213328 |
| 17403.2049560243 |
| -13006.6554056241 |
| -1329.70930915323 |
| -21338.2874517854 |
| 4837.48897849824 |
