| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
| Estimates ( 1 ) | 0.5187 | 0.1433 | 0.0163 | -0.5037 | -0.7635 |
| (p-val) | (0.1757 ) | (0.2278 ) | (0.9028 ) | (0.1715 ) | (0 ) |
| Estimates ( 2 ) | 0.5479 | 0.1477 | 0 | -0.5315 | -1.3097 |
| (p-val) | (0.0534 ) | (0.1963 ) | (NA ) | (0.0505 ) | (0 ) |
| Estimates ( 3 ) | 0.7864 | 0 | 0 | -0.6816 | -1.3726 |
| (p-val) | (0 ) | (NA ) | (NA ) | (4e-04 ) | (0 ) |
| 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 |
| -0.318065609684805 |
| 0.101847080358143 |
| 0.354478796851849 |
| -0.0768939880773398 |
| -0.0728104945118454 |
| -0.494302265630233 |
| -0.156160526937009 |
| -0.238420120217450 |
| 0.219946212627815 |
| 0.187286120401939 |
| -0.0217821900333928 |
| 0.0579165413888113 |
| -0.0847566306142017 |
| 0.173951167216962 |
| 0.141456544472335 |
| 0.237072247694814 |
| 0.0206958644829107 |
| -0.489645792625533 |
| -0.475399869150097 |
| 0.301459407248989 |
| 0.0602577230349828 |
| 0.255886935537093 |
| 0.0457200159003216 |
| -0.163818893227104 |
| 0.172755776175991 |
| 0.058930282203491 |
| -0.181331742648915 |
| 0.0323209922375293 |
| -0.0789697159889583 |
| 0.219334327520655 |
| 0.220879073411724 |
| -0.185829134544147 |
| 0.00185751046290780 |
| 0.159966199334476 |
| -0.173439495658319 |
| 0.505626397288693 |
| -0.118629932468133 |
| -0.288280605922571 |
| -0.128500738191501 |
| 0.320253151489209 |
| 0.338722091414974 |
| -0.141449399789006 |
| -0.041229391895089 |
| 0.190747106752526 |
| 0.0160303293309495 |
| 0.200133106627866 |
| -0.0790378251034912 |
| -0.180472643888580 |
| -0.0352763382071784 |
| 0.168981137091183 |
| -0.113087044763792 |
| 0.303856160590356 |
| -0.263677902698031 |
| 0.181773384157458 |
| 0.172914893718827 |
| -0.0705825399361936 |
| -0.0740951633371948 |
| 0.13285009667339 |
| -0.408396786055849 |
| -0.209706212069167 |
| 0.266525185771283 |
| 0.209620341037991 |
| -0.404189746821836 |
| 0.312042998704772 |
| -0.109831907076657 |
| 0.105599691208042 |
| -0.236343293551383 |
| -0.0421334404659569 |
| -0.00360676139182084 |
| 0.0246928931180323 |
| -0.06546339044415 |
| 0.464327861956761 |
| 0.683182563852886 |
| 0.235118525371088 |
| -0.162037750237699 |
| 0.265519589294651 |
| 0.424852551980474 |
| -0.231808377830451 |
| 0.497044119007113 |
| 0.43619680874835 |
| -0.087544411413115 |
| -0.489636527044066 |
| -0.0695102909462102 |
| -0.155628763323043 |
| -0.723678316548984 |
| -0.129893957261538 |
| -0.400306411552790 |
| 0.313178262071501 |
| -0.562181896248902 |
| 0.0269886636243817 |
| -0.207122965763899 |
| -0.218860402333810 |
| -0.443146279501726 |
| 0.685593036300203 |
| -0.128804388725064 |
| -0.0196517719306083 |
