| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
| Estimates ( 1 ) | -0.7511 | -0.0928 | 0.0628 | 0.0296 | -0.8879 |
| (p-val) | (0.3272 ) | (0.8721 ) | (0.7137 ) | (0.9686 ) | (0.2906 ) |
| Estimates ( 2 ) | -0.7216 | -0.0715 | 0.0661 | 0 | -0.8903 |
| (p-val) | (0 ) | (0.6917 ) | (0.6492 ) | (NA ) | (0.3 ) |
| Estimates ( 3 ) | -0.6864 | 0 | 0.1002 | 0 | -0.8673 |
| (p-val) | (0 ) | (NA ) | (0.395 ) | (NA ) | (0.2126 ) |
| Estimates ( 4 ) | -0.6497 | 0 | 0 | 0 | -0.8136 |
| (p-val) | (0 ) | (NA ) | (NA ) | (NA ) | (0.0931 ) |
| Estimates ( 5 ) | -0.5842 | 0 | 0 | 0 | 0 |
| (p-val) | (0 ) | (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 |
| -0.140356534491878 |
| 1.30640800124391 |
| -0.185939180005042 |
| -3.86035968271152 |
| 1.18168911482552 |
| -2.66572028645626 |
| 5.61497473721443 |
| 7.44748277000133 |
| 3.91526309072945 |
| -5.85956369542922 |
| -0.170171830792600 |
| -6.31219377150997 |
| -1.64677726543118 |
| 0.722909785415793 |
| -2.17664200347651 |
| 2.17672983889688 |
| -1.23410249732369 |
| -3.71712971747009 |
| 1.39986965067260 |
| -0.312336657584825 |
| 0.223682063333523 |
| -1.27073639061957 |
| 1.09930464933993 |
| 3.06259815191619 |
| 3.82842476126120 |
| -2.537885231609 |
| -2.86045533061489 |
| 4.7740626070196 |
| -1.78766372095977 |
| -3.45191704818565 |
| 0.121656198721417 |
| 4.48900467629573 |
| -4.81222030217517 |
| 8.74252889527177 |
| -1.27080372882532 |
| -6.4801879345983 |
| 1.20353123786255 |
| -2.99479350129979 |
| -0.296908827943458 |
| 0.70769065584442 |
| -6.82245080964883 |
| -0.438636178736287 |
| -4.42465522520432 |
| -2.25289827669585 |
| -0.944827050314482 |
| 1.47543799212611 |
| -1.93022277270988 |
| 0.835375784384791 |
