| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.662 | -0.2386 | 0.2843 | -0.7161 | -0.561 | 0.0176 | 0.4514 |
| (p-val) | (0.0207 ) | (0.035 ) | (0.0238 ) | (0.0108 ) | (0.6488 ) | (0.9374 ) | (0.7127 ) |
| Estimates ( 2 ) | 0.6667 | -0.2414 | 0.2875 | -0.7189 | -0.6517 | 0 | 0.5393 |
| (p-val) | (0.0132 ) | (0.0229 ) | (0.012 ) | (0.0073 ) | (0.1501 ) | (NA ) | (0.2996 ) |
| Estimates ( 3 ) | 0.6801 | -0.2571 | 0.3109 | -0.7238 | -0.1378 | 0 | 0 |
| (p-val) | (0.0022 ) | (0.0178 ) | (0.007 ) | (0.001 ) | (0.2466 ) | (NA ) | (NA ) |
| Estimates ( 4 ) | -0.1594 | -0.2653 | 0.0269 | 0.1135 | 0 | 0 | 0 |
| (p-val) | (0.9393 ) | (0.0916 ) | (0.9622 ) | (0.9568 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | -0.2616 | -0.2716 | 0 | 0.2173 | 0 | 0 | 0 |
| (p-val) | (0.4213 ) | (0.0019 ) | (NA ) | (0.5224 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | -0.0605 | -0.263 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (0.4826 ) | (0.0026 ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | 0 | -0.2595 | 0 | 0 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.003 ) | (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 |
| 178.420903940392 |
| -37150.2452115761 |
| -22729.7720854282 |
| -19848.2434287817 |
| -18566.1593969744 |
| 18819.6661369299 |
| -23216.6591838824 |
| 3488.40740513981 |
| -14720.780072817 |
| -4049.42630426746 |
| 3331.24657380858 |
| 4633.79167797046 |
| 5556.31444923237 |
| -17814.2257144189 |
| 6565.4603623083 |
| -5708.02847340369 |
| 891.2563609834 |
| -6868.03521460825 |
| 29925.1213600695 |
| -7001.4681420398 |
| -20882.8215923553 |
| -11159.037006308 |
| -6215.33982366044 |
| -2137.59921115248 |
| 2510.3921082509 |
| 11592.4700831249 |
| -4435.60779220303 |
| 2551.72358672836 |
| -8335.61413429354 |
| 5251.1353753782 |
| -3961.27406905936 |
| 15632.474935106 |
| 6194.63822587135 |
| 28509.321907865 |
| 7070.32095917667 |
| -4724.43281469023 |
| -2904.84154321296 |
| 30369.5650910019 |
| -4794.76488809373 |
| 10768.2576966954 |
| 16034.6289822339 |
| 7338.53378122674 |
| 3979.36797240633 |
| 37971.8222471185 |
| -37948.5797442415 |
| 674.796841333513 |
| 4464.04668324325 |
| -10080.2631571371 |
| 5753.45985470507 |
| 39461.3560808574 |
| 56159.759518089 |
| 30137.9953756697 |
| -41897.919081493 |
| -43260.8316153508 |
| -46278.225715687 |
| 117.929825254576 |
| -11336.3232934208 |
| -16188.1555110671 |
| -13483.3697326428 |
| -1695.24173516538 |
| -11340.4317527231 |
| -13062.3105898428 |
| 3529.05284431465 |
| 9315.31170678724 |
| -4253.48379004869 |
| -8373.92115319449 |
| -10382.1157263284 |
| -4979.50728262318 |
| 1281.54003946476 |
| -4159.9414681258 |
| 10494.7971897539 |
| 14879.0813767185 |
| -2866.57244664482 |
| -25983.1133717791 |
| -6066.34850391656 |
| -7251.99854813428 |
| -371.544382471429 |
| 11673.5837382398 |
| -2003.88556529616 |
| -1345.01247673915 |
| -618.090049655816 |
| -1932.21906522164 |
| 2229.22891470866 |
| 9210.42389784647 |
| 22143.5626547487 |
| 5819.55822296163 |
| 22148.5949692213 |
| -13013.8471605541 |
| -1744.86502935554 |
| 39914.7278612649 |
| 1058.29147264753 |
| -8711.1412201464 |
| 3900.3592218154 |
| 53772.6336058946 |
| -21418.8490785199 |
| 11016.8952337885 |
| 27016.7580435338 |
| 80004.8646531914 |
| -47999.4688998615 |
| -9227.18401409575 |
| 56953.8213663984 |
| -56267.5981102502 |
| 19381.6688635324 |
| -36591.5124832408 |
| -21693.9271406163 |
| -9748.79113909728 |
| -25442.7867088855 |
| 35408.4150337726 |
| -18746.5756528781 |
| -19276.6832162308 |
| -17992.9436383163 |
| -20523.8199350006 |
| -13056.9149484546 |
| 4915.81850232727 |
| 4382.70436464169 |
| 11949.473415174 |
| -20664.4264449114 |
| -4554.5150282719 |
| -13871.1031297739 |
| -5180.28427651747 |
| -471.582864084048 |
| -1266.72109443281 |
| 3435.44450071158 |
| 38382.2598871296 |
| -1554.11836503486 |
| -44766.7330388118 |
| -4488.80208701822 |
| -12560.8849166585 |
| -2355.07383298001 |
| 11392.246306798 |
