| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
| Estimates ( 1 ) | 0.4638 | 0.1603 | 0.1238 | -0.4528 | -0.1759 |
| (p-val) | (0.4102 ) | (0.3253 ) | (0.5768 ) | (0.414 ) | (0.3892 ) |
| Estimates ( 2 ) | 0.7013 | 0.1656 | 0 | -0.6792 | -0.2037 |
| (p-val) | (0.0211 ) | (0.3457 ) | (NA ) | (0.0146 ) | (0.314 ) |
| Estimates ( 3 ) | 0.9164 | 0 | 0 | -0.7917 | -0.2583 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.2024 ) |
| Estimates ( 4 ) | 0.9061 | 0 | 0 | -0.8021 | 0 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (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 |
| -1.91135120615740 |
| -0.93621368814205 |
| 1.11519781032328 |
| -0.0174726420187195 |
| 0.95159831289169 |
| -4.00854343249353 |
| 1.33897218706730 |
| -8.56446457181386 |
| -1.73834771933932 |
| -12.3306524615501 |
| 2.59930054537856 |
| 3.00076873619461 |
| 1.45964916195688 |
| 0.0671537349258495 |
| -3.55789528878861 |
| 6.51793948467025 |
| 5.80880514110203 |
| -3.16256639973516 |
| -4.54185094401977 |
| -3.42161499628825 |
| -4.60936643244574 |
| -17.7739470830335 |
| -1.3425721416836 |
| -7.23891877707390 |
| 12.0787848583552 |
| -7.01337322017116 |
| -5.23573755585696 |
| 4.67445623327308 |
| -10.1292966637715 |
| -9.19048225403985 |
| 12.1917125709902 |
| 5.44928508922764 |
| -16.8390389243675 |
| 15.6030524446480 |
| 5.05652309675352 |
| 10.8287658793398 |
| 0.251126128733215 |
| -0.159084197999733 |
| -0.793726341407863 |
| 2.81641052793952 |
| -10.0908739637688 |
| 18.2068034935964 |
| -5.80241164765928 |
| -4.18062545278921 |
| 1.89311846187045 |
| 5.55625015934592 |
| 12.7653558365843 |
| 9.9558121286725 |
| 5.56897634365888 |
