| ARIMA Parameter Estimation and Backward Selection | |||
| Iteration | ar1 | ar2 | ar3 |
| Estimates ( 1 ) | 0.4253 | -0.2438 | -0.2652 |
| (p-val) | (0 ) | (0.01 ) | (0.003 ) |
| Estimates ( 2 ) | 0.3109 | 0 | -0.3804 |
| (p-val) | (1e-04 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) |
| Estimates ( 4 ) | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.00207944000789130 |
| 0.0203292760090279 |
| 0.00241873188630747 |
| -0.0205459579493428 |
| -0.0705071811398083 |
| 0.0221052141456117 |
| 0.0306304137005435 |
| -0.0117509895795553 |
| -0.00685887695376852 |
| -0.0147583873570953 |
| -0.0833077753171456 |
| -0.00711124048378586 |
| 0.0264802636529173 |
| 0.0245509707564642 |
| 0.0155454082437880 |
| -0.0156282950377089 |
| -0.123735404144518 |
| 0.0160714990295687 |
| 0.0269213532857997 |
| -0.0202008303830294 |
| 0.0122502306813363 |
| 0.0369265900525986 |
| 0.000990874218845361 |
| -0.00408449306371472 |
| 0.0159850573474050 |
| -0.0105252006959722 |
| 0.0344946731736511 |
| 0.00917989177274081 |
| -0.0420875723295471 |
| 0.102218529481770 |
| 0.00687912638601729 |
| -0.0232913596038764 |
| 0.0450490935394465 |
| 0.00171756869065209 |
| -0.0128474218719634 |
| 0.00868544983661756 |
| 0.00951214977820003 |
| 0.00373707016193991 |
| -0.00221708175872815 |
| 0.0186339013154968 |
| -0.0266176552219926 |
| 0.0503079447447137 |
| 0.00538594231718204 |
| 0.00399633887163109 |
| 0.0221522477741232 |
| 0.00424762837683845 |
| -0.0173371899191888 |
| 0.00112282486054172 |
| 0.0111981642707093 |
| 0.00917152831008794 |
| -0.0101446665472333 |
| -0.00275302350491025 |
| -0.0738156666949106 |
| 0.0582934218051725 |
| -0.0221271391363826 |
| 0.0142971551243436 |
| 0.00603343861088801 |
| -0.00465732416637676 |
| -0.00645711076770583 |
| -0.00174410614138409 |
| 0.0554383851864824 |
| 0.0322478389780825 |
| -0.0171501681988042 |
| -0.0233097506292927 |
| -0.132083391179939 |
| 0.032826584347573 |
| -0.00441985466698402 |
| 0.0313667173078884 |
| 0.0180748978123084 |
| 0.0219522718306537 |
| 0.00203955305805215 |
| 0.00931886584775787 |
| 0.00464492104192393 |
| -0.0148283651984338 |
| -0.00623912633782542 |
| -0.0119761910467155 |
| -0.0830133919880911 |
| 0.0345552501532636 |
| 0.0140589887416933 |
| -0.0272494955819167 |
| 0.0287808030902164 |
| 0.0149505745730476 |
| -0.0079217970464649 |
| 0.00238790603506844 |
| -0.00694476759070373 |
| -0.0262394559760897 |
| -0.0214889334313839 |
| -0.0116631519819972 |
| -0.105392471667242 |
| 0.0461566272551357 |
| -0.00503500852548977 |
| -0.00679411593217472 |
| 0.0126269717237335 |
| 0.0352300478435712 |
| -0.00066015319232049 |
| -0.00313611913963419 |
| 0.0127047416046828 |
| -0.101209516012168 |
| -0.0224622498955787 |
| -0.0298500562785098 |
| -0.0600455275686063 |
| 0.0389219738424591 |
| -0.0371642440597699 |
| -0.0290603521880297 |
| 0.0266583691882973 |
| 0.0243958555245709 |
| 0.0242444013604373 |
| 0.0179314477337982 |
| 0.0361853626654698 |
| 0.0214680507255944 |
| 0.0367288848947347 |
| -0.0716231222001131 |
| -0.0356612692098426 |
| 0.0383005020903384 |
| 0.00167905517748945 |
| -0.0210802334390081 |
| 0.0662008410127253 |
| 0.0322688625780254 |
| 0.0268174569830855 |
| 0.0268175210605808 |
| 0.0494920586722878 |
