| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
| Estimates ( 1 ) | 0.3669 | 0.1028 | 0.0034 | -0.8412 | 0.0512 |
| (p-val) | (0.0435 ) | (0.4758 ) | (0.9807 ) | (0 ) | (0.6865 ) |
| Estimates ( 2 ) | 0.3657 | 0.1029 | 0 | -0.8396 | 0.0502 |
| (p-val) | (0.0367 ) | (0.4767 ) | (NA ) | (0 ) | (0.675 ) |
| Estimates ( 3 ) | 0.3684 | 0.0974 | 0 | -0.8356 | 0 |
| (p-val) | (0.0328 ) | (0.4933 ) | (NA ) | (0 ) | (NA ) |
| Estimates ( 4 ) | 0.3328 | 0 | 0 | -0.7787 | 0 |
| (p-val) | (0.1078 ) | (NA ) | (NA ) | (0 ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0 | -0.4964 | 0 |
| (p-val) | (NA ) | (NA ) | (NA ) | (2e-04 ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.0219999865400703 |
| 7.38882675714244e-06 |
| -1.89760028328984 |
| 0.255889526967942 |
| -1.12008205423105 |
| 0.470508801083210 |
| 0.0297671692820636 |
| 0.0229595857801534 |
| -1.97788860594053 |
| 1.12719697147428 |
| 0.210879045088138 |
| 1.16352990825925 |
| -2.42644103598545 |
| 4.10865487952251 |
| -0.464935741493019 |
| 0.303550213010758 |
| 0.236361374950741 |
| 2.18400417637261 |
| -0.96485427973449 |
| 0.914228571684095 |
| 1.37913363460329 |
| -2.25881207900315 |
| -1.76062186484111 |
| 0.96173590434084 |
| 1.08334421300873 |
| 0.510843125058062 |
| -0.602187182804715 |
| -2.13614833975284 |
| 0.0020950750171079 |
| -0.331165558349191 |
| -1.25789106518783 |
| -0.646770130831543 |
| -3.50366426651905 |
| -0.730044349194898 |
| 0.0986898103685853 |
| -0.255943609424100 |
| 0.800687045812742 |
| 1.29072814305585 |
| -0.327658348442817 |
| 1.07763716286167 |
| -1.49360034035293 |
| 2.50247119855722 |
| -1.04962245733513 |
| -2.15178645861167 |
| -3.01008318522804 |
| -0.678471256491069 |
| 0.138851721057357 |
| 0.775331986597184 |
| -0.729016796485525 |
| 1.7650841839303 |
| 1.70894352184797 |
| -2.00197823987316 |
| 0.43937522319012 |
| 0.00936098578471362 |
| 0.0072897531107989 |
| 2.00567680601553 |
| -1.10369791830828 |
| -0.193897062203157 |
| -2.15099496408582 |
| -2.00946681874105 |
| -1.23205059947990 |
| 0.040555674713868 |
| -1.30121485644124 |
| -1.68050805212986 |
| 0.0241220138944342 |
| -0.314012368672918 |
| -0.244533288908808 |
| 1.80957269410351 |
| 1.74358840465723 |
| -1.97499896140375 |
| -0.539614993902294 |
| -0.420218572157204 |
