| ARIMA Parameter Estimation and Backward Selection | ||||
| Iteration | ar1 | ar2 | ar3 | ma1 |
| Estimates ( 1 ) | -0.7679 | -0.1912 | -0.1056 | 0.6285 |
| (p-val) | (0.2515 ) | (0.3056 ) | (0.4391 ) | (0.341 ) |
| Estimates ( 2 ) | -0.0737 | -0.0908 | 0 | -0.0638 |
| (p-val) | (0.932 ) | (0.5986 ) | (NA ) | (0.9409 ) |
| Estimates ( 3 ) | -0.1369 | -0.0984 | 0 | 0 |
| (p-val) | (0.2921 ) | (0.4563 ) | (NA ) | (NA ) |
| Estimates ( 4 ) | -0.1244 | 0 | 0 | 0 |
| (p-val) | (0.3355 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0 |
| (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 |
| 0.0189999903506018 |
| -0.992225725237584 |
| 0.875567700042902 |
| 0.124432299953682 |
| 3 |
| 1.37329689986105 |
| -2.87556770004632 |
| -6.37329689986105 |
| -0.746593799722097 |
| 0 |
| 1 |
| -3.87556770004632 |
| 5.50227080018527 |
| -0.253406200277905 |
| 3.87556770004632 |
| 4.49772919981473 |
| -0.502270800185268 |
| -3.12443229995368 |
| 0.62670310013895 |
| -1.87556770004632 |
| 3.75113540009264 |
| 0.497729199814732 |
| 0 |
| 0 |
| 4 |
| -0.502270800185268 |
| -9.12443229995368 |
| 5.88010930041685 |
| 2.87102609967578 |
| -1.75113540009263 |
| 2.75113540009264 |
| 0.373296899861050 |
| -1 |
| -2.12443229995368 |
| -1.24886459990736 |
| -0.124432299953682 |
| 1 |
| -6.87556770004632 |
| 3.12897390032422 |
| -1.50227080018527 |
| 2.75113540009264 |
| 0.373296899861050 |
| -4 |
| -2.49772919981473 |
| -2.24886459990737 |
| -2.24886459990737 |
| 1.75113540009263 |
| 2.24886459990736 |
| -7.75113540009263 |
| -5.99545839962946 |
| -3.62216149976841 |
| 4.62670310013895 |
| -3.37783850023159 |
| -0.497729199814731 |
| 2 |
| 3.24886459990737 |
| 1.37329689986105 |
| 1.12443229995368 |
| 6.12443229995368 |
| 0.746593799722097 |
