| ARIMA Parameter Estimation and Backward Selection | ||||
| Iteration | ar1 | ar2 | ar3 | sma1 |
| Estimates ( 1 ) | -0.6061 | -0.0504 | 0.3939 | -0.1967 |
| (p-val) | (0 ) | (0.721 ) | (0.0014 ) | (0.4011 ) |
| Estimates ( 2 ) | -0.5806 | 0 | 0.4209 | -0.1915 |
| (p-val) | (0 ) | (NA ) | (0 ) | (0.4107 ) |
| Estimates ( 3 ) | -0.5853 | 0 | 0.4346 | 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 |
| -0.0442988582261511 |
| -1.11923735757002 |
| 0.434746349278176 |
| -0.169366889411285 |
| -0.0112338384062337 |
| 0.394964391962801 |
| 0.409710046462883 |
| -0.608296494766009 |
| -0.867895166335467 |
| 0.159485338929753 |
| 0.24865179542585 |
| 0.530472310175345 |
| -0.735355849995766 |
| -1.16624500772679 |
| 0.525042346224461 |
| 1.08201799250647 |
| -1.35840574346341 |
| 0.707430693039183 |
| 0.696155103870903 |
| 0.526689061373532 |
| -1.14696766165059 |
| 0.825038817892898 |
| -2.17249335220308 |
| 1.51598807517368 |
| 0.153617624868843 |
| 0.393210300809215 |
| -1.21844624511439 |
| -0.289242931913636 |
| 1.13347910828329 |
| 0.0226405018128170 |
| -1.88472076400021 |
| 0.472047995609513 |
| 0.94693936248094 |
| -0.0169665976288002 |
| -0.489973925339304 |
| 0.18125543718451 |
| 0.259239891789177 |
| 0.960547831840875 |
| 0.26824495143173 |
| -1.79820990408776 |
| 1.09939273254283 |
| -0.224039698891162 |
| -0.884658019122002 |
| 0.590428206605493 |
| 2.26763875305562 |
| -2.21280851077299 |
| 2.20735646132122 |
| -0.563330430340979 |
| 1.06043081123016 |
| -1.03933201213029 |
| -1.10206104714275 |
| 0.104898412636320 |
| -1.16982420304593 |
| -3.80047891760308 |
| -1.52139548313453 |
| -1.25338892406961 |
| -0.176901439190923 |
| 0.145021148690706 |
| -0.207477964455039 |
| -0.417513540085684 |
| -0.00524499099737869 |
