| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
| Estimates ( 1 ) | 0.8618 | 0.0235 | 0.0515 | -0.7968 | -0.585 |
| (p-val) | (0 ) | (0.895 ) | (0.7335 ) | (0 ) | (0.016 ) |
| Estimates ( 2 ) | 0.8755 | 0 | 0.0625 | -0.7993 | -0.5916 |
| (p-val) | (0 ) | (NA ) | (0.6197 ) | (0 ) | (0.0136 ) |
| Estimates ( 3 ) | 0.9477 | 0 | 0 | -0.8357 | -0.586 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.013 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
| -1.71961858191078 |
| 0.859036115929175 |
| 0.791049950551907 |
| -8.72144071547564 |
| 1.33496038682231 |
| 0.227410291141532 |
| -8.87247180528568 |
| 6.21640720888991 |
| 3.92078127853165 |
| 10.2752906234023 |
| 0.555046931641034 |
| -6.667668286733 |
| -10.3731651630423 |
| -0.326672629937996 |
| 1.92317210392873 |
| -3.32950667236792 |
| 2.40046904751332 |
| -3.23160589436024 |
| -2.67022095858008 |
| -5.17626553789806 |
| 0.190274864016966 |
| -7.43299205927768 |
| 2.48842868607453 |
| -0.362772229371944 |
| -2.74504948887210 |
| 0.814258123802045 |
| -2.26381701550577 |
| 4.70034391055704 |
| 7.25369843566611 |
| -3.05873195624182 |
| -6.00928883042291 |
| -4.46913581552683 |
| -4.24090840181287 |
| -18.7912646848259 |
| -1.33176625843256 |
| -8.62542642708209 |
| 10.0963131847169 |
| -5.76505924075884 |
| -4.75383490852092 |
| 5.58354987096294 |
| -6.88997183413443 |
| -9.97132749881065 |
| 9.3643160010477 |
| 4.68912912889906 |
| -16.3031833158573 |
| 9.19982697933446 |
| 5.22284864326496 |
| 9.4342014472226 |
| 4.02719428409192 |
| -1.28882117119031 |
| -2.54936543402455 |
| 4.78779541451955 |
| -11.6438913321248 |
| 14.1557642436243 |
| -3.02652875297818 |
| -2.43926487304907 |
| -4.55742606219936 |
| 6.67602341172528 |
| 14.6904986845983 |
| 13.0195705440534 |
