| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
| Estimates ( 1 ) | 0.0286 | 0.0694 | 0.4285 | 0.471 | -0.6673 |
| (p-val) | (0.906 ) | (0.7191 ) | (0.0131 ) | (0.0579 ) | (0.0089 ) |
| Estimates ( 2 ) | 0 | 0.0795 | 0.4264 | 0.494 | -0.661 |
| (p-val) | (NA ) | (0.6474 ) | (0.0136 ) | (8e-04 ) | (0.0071 ) |
| Estimates ( 3 ) | 0 | 0 | 0.4343 | 0.4697 | -0.6819 |
| (p-val) | (NA ) | (NA ) | (0.0126 ) | (5e-04 ) | (0.0086 ) |
| 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 |
| -0.00248192594736625 |
| 0.00677084144333508 |
| -0.0185835370844993 |
| 0.00597954008299334 |
| -0.0208133008719452 |
| 0.0166780965500069 |
| 0.00198017210500195 |
| 0.00695586337356157 |
| 0.00327245618799607 |
| -0.00370874086150452 |
| 0.00292618618089237 |
| -0.00764905848818096 |
| 0.00800758907965769 |
| 0.00916154703110429 |
| -0.00313474023514074 |
| -0.00174704407971252 |
| 0.00540057141018214 |
| -0.00309741114432569 |
| -0.00399118834386153 |
| -0.00163815000966153 |
| -0.0042961455240618 |
| 0.00521458188255441 |
| 0.0465883822924119 |
| -0.0126107732944553 |
| 0.0149838069595417 |
| 0.0383044443837591 |
| 0.0158912303805584 |
| -0.00910233235525503 |
| -0.0108015445098047 |
| -0.0121290342431804 |
| -0.00206166694544239 |
| -0.0145732767623321 |
| -0.00523906334564651 |
| -0.0040896311123432 |
| -0.0209245540288127 |
| 0.00268626435218269 |
| 0.0132204117449480 |
| -0.0202008500127837 |
| 0.000734301753792197 |
| -0.0251331781927371 |
| 0.0154650117320726 |
| 0.000425630501654839 |
| 0.00881861748702762 |
| 0.00394146496312926 |
| -4.03694870800912e-05 |
| -0.0150461194254823 |
| 0.0470572445261241 |
| 0.0278059116025652 |
