| ARIMA Parameter Estimation and Backward Selection | ||||
| Iteration | ar1 | ar2 | ar3 | sma1 |
| Estimates ( 1 ) | 0.5276 | -0.1477 | -0.4106 | -0.4897 |
| (p-val) | (2e-04 ) | (0.3654 ) | (0.0033 ) | (0.0421 ) |
| Estimates ( 2 ) | 0.4496 | 0 | -0.4934 | -0.4437 |
| (p-val) | (0 ) | (NA ) | (0 ) | (0.0569 ) |
| Estimates ( 3 ) | 0.482 | 0 | -0.4843 | 0 |
| (p-val) | (0 ) | (NA ) | (0 ) | (NA ) |
| Estimates ( 4 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -0.0287232029233434 |
| -3.15189706263251e-05 |
| 0.372948578733812 |
| -0.0909333661956218 |
| -0.00157343305098116 |
| 0.181402892327684 |
| 0.19778618955382 |
| 0.0234427627432403 |
| 0.294898737782357 |
| -0.369014418601435 |
| -0.085912524871472 |
| -0.57890694098213 |
| -0.0720973693137948 |
| 0.0270342549096077 |
| -0.118987546686351 |
| -0.109947709671513 |
| -0.144399062533753 |
| 0.0666470069841522 |
| -0.0235877255587874 |
| -0.145631961287238 |
| 0.257896131253532 |
| -0.190671986034882 |
| 0.0209473037140495 |
| 0.417881313088749 |
| -0.0911154411617943 |
| -0.277621128697387 |
| 0.127166274015142 |
| -0.0153183413129058 |
| 0.0785939333627208 |
| -0.00907551636532799 |
| -0.0989567530932315 |
| -0.209498537810782 |
| -0.0983394822329505 |
| 0.0461738627807463 |
| 0.654492199091018 |
| 0.469066841985285 |
| -0.248609757140629 |
| -0.0673723589265031 |
| -0.160494537978313 |
| 0.206157994225591 |
| 0.125974155634569 |
| 0.20544542733722 |
| 0.187490744755495 |
| 0.286605085995906 |
| 0.0827258199764446 |
| 0.27160275952871 |
| 0.385519907831928 |
| -0.253002319871200 |
| 0.159409537616525 |
