| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
| Estimates ( 1 ) | -0.6464 | -0.1711 | -0.1428 | 0.8115 | 0.2032 |
| (p-val) | (0.0564 ) | (0.284 ) | (0.4306 ) | (0.008 ) | (0.2965 ) |
| Estimates ( 2 ) | -0.3473 | -0.1899 | 0 | 0.5189 | 0.1882 |
| (p-val) | (0.5354 ) | (0.3254 ) | (NA ) | (0.3748 ) | (0.3389 ) |
| Estimates ( 3 ) | 0 | -0.2525 | 0 | 0.1513 | 0.1815 |
| (p-val) | (NA ) | (0.0499 ) | (NA ) | (0.2716 ) | (0.3339 ) |
| Estimates ( 4 ) | 0 | -0.2392 | 0 | 0.1491 | 0 |
| (p-val) | (NA ) | (0.0628 ) | (NA ) | (0.2744 ) | (NA ) |
| Estimates ( 5 ) | 0 | -0.2377 | 0 | 0 | 0 |
| (p-val) | (NA ) | (0.0624 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | 0 | 0 | 0 | 0 | 0 |
| (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 |
| -0.00433432745842366 |
| -0.0078022746375229 |
| -0.0155958892761792 |
| -0.00210155395533625 |
| 0.0200246268411112 |
| 0.0319417062277054 |
| -0.00236306807490871 |
| -0.000449478057334751 |
| -0.0180403553291617 |
| 0.00605306567346098 |
| 0.0122417361188405 |
| 0.0180186302552325 |
| 0.0522170453242534 |
| 0.00376646695464222 |
| 0.0595855184416263 |
| -0.000320969939950899 |
| 0.0350155025089389 |
| 0.0311532674173538 |
| -0.0345166635274485 |
| 0.00706658500199398 |
| -0.104043703908541 |
| 0.156653359358668 |
| -0.108983415191107 |
| -0.0330226642850051 |
| 0.041731880593785 |
| -0.0246198518301912 |
| 0.0301964440525206 |
| 0.0288573752412327 |
| -0.0737670606752703 |
| 0.00728063275033186 |
| 0.0508449192813738 |
| -0.0693670358147278 |
| -0.0066025612311611 |
| 0.0832270966040723 |
| -0.0975638918668179 |
| 0.0848859384550354 |
| -0.0601954062840582 |
| -0.000750939474644774 |
| 0.00613020976153678 |
| -0.0493948073884827 |
| -0.0268959780554115 |
| -0.00327591559677831 |
| 0.0461924471904958 |
| 0.131280568642659 |
| 0.00456339927789973 |
| 0.0227346729145257 |
| -0.0400324881323044 |
| -0.0322230963912196 |
| -0.0467485181183092 |
| -0.33916986433427 |
| -0.279056208513923 |
| 0.00577710730672632 |
| 0.251244116617962 |
| -0.0280989738179782 |
| 0.065384446374774 |
| 0.130583178425998 |
| -0.0185861216195598 |
| 0.0654955008020783 |
| 0.00397021723111957 |
