| ARIMA Parameter Estimation and Backward Selection | ||||
| Iteration | ar1 | ar2 | ar3 | ma1 |
| Estimates ( 1 ) | 0.2068 | -0.1382 | -0.0051 | -0.7791 |
| (p-val) | (0.1231 ) | (0.1852 ) | (0.9632 ) | (0 ) |
| Estimates ( 2 ) | 0.2099 | -0.1377 | 0 | -0.7817 |
| (p-val) | (0.069 ) | (0.1841 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | 0.2364 | 0 | 0 | -0.8331 |
| (p-val) | (0.0324 ) | (NA ) | (NA ) | (0 ) |
| 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 |
| 8.53923504772385e-05 |
| 0.0158265149189267 |
| -0.0174850858560189 |
| 0.00570847490357869 |
| 0.0014545709876169 |
| -0.0107955730699951 |
| 0.00551142431377622 |
| 0.00286752891211336 |
| -0.00336870625057765 |
| 0.00641485614022276 |
| -0.00310710029764859 |
| -0.0129543744046196 |
| 0.00884599944739872 |
| 0.0128070959033101 |
| -0.0112078363120444 |
| 0.00633148936510596 |
| -0.00493027335811055 |
| -0.00528047349069627 |
| 0.000236295228635629 |
| 0.00803659029531939 |
| -0.00239062011394218 |
| 0.00627470155012663 |
| 0.00430584333253322 |
| -0.00413983020694765 |
| -0.00127739697763366 |
| 0.0115840041440783 |
| -0.0127231763192204 |
| -0.00456008490244132 |
| -0.00289161620592642 |
| -0.0108318779644814 |
| 0.00580672950878704 |
| 0.00139202586483122 |
| -0.00281438680766446 |
| 0.00348211181576694 |
| 0.00511506188286976 |
| 0.0096857380562717 |
| -0.0152664858287094 |
| 0.0087725448692017 |
| -0.00402824858797897 |
| -0.00908483020876336 |
| -0.0142815898330428 |
| -0.0151978886067986 |
| -0.00669519389330001 |
| 0.00419873571620765 |
| 0.00852011029443926 |
| 0.00793847427064169 |
| 0.0155962329801743 |
| -0.00608086929742892 |
| 0.0118227343804306 |
| 0.0118009842328588 |
| -0.00568309883873815 |
| -0.00131920711305083 |
| 0.00900785431916948 |
| -0.0124311146538604 |
| 0.0230466260184902 |
| 0.0334911197315479 |
| -0.00197021536602033 |
| -0.0120241672505641 |
| -0.0234865163301714 |
| -0.00141964951482132 |
| 0.0346605796390026 |
| -0.0200879876046258 |
| -0.0029021370141222 |
| 0.00467668213098157 |
| -0.00721075413919073 |
| 0.0058183418025138 |
| -0.00511418673613146 |
| -0.0143302737998723 |
| -0.00978091393677837 |
| -0.0198577811725527 |
| -0.00363483958033661 |
| 0.000954169331585653 |
| -0.00356856125751151 |
| 0.00513094353134354 |
| -0.00707128870238075 |
| -0.0116550178295008 |
| -0.0098852193159754 |
| 0.0218203950110477 |
| 0.00330060307940264 |
| 0.010811804518309 |
| 0.00604715670985209 |
| 0.00962449430633951 |
| -0.00854011042370652 |
| 0.00437811569585095 |
| -0.0120252785182434 |
| -0.0147473998570868 |
| 0.000572143624661403 |
| 0.00153858052035954 |
| 0.0165565084471573 |
| -0.00199413592803201 |
| -0.00745628811907448 |
| -0.010388852833145 |
| 0.00185086874227769 |
| -0.0138534329856086 |
| 0.00616617930107828 |
| -0.00440782708039872 |
| 0.00269918380850344 |
| 0.00454231178572564 |
| 0.00116791382716232 |
| -0.00886417574752792 |
| -0.00271662783099028 |
| -0.00833538238639733 |
| -0.00683028528714727 |
| -0.00799387611654268 |
| 0.00115610420520652 |
| -0.004120553954753 |
| -0.0081888543329816 |
| -0.0136616046744024 |
| 0.00170257258684593 |
| -0.0107597499392866 |
| -0.00896265446186605 |
| -0.009446339953839 |
| 0.00723279721036157 |
| -0.0137765542136072 |
| 0.00776212104814593 |
| -0.00496303397893129 |
| 0.0147494910500704 |
| -0.00811429135418117 |
| -0.00218502321184685 |
| -0.00691966283596132 |
| -0.00370854188068936 |
| -0.00604902103303294 |
| -0.00520732152500925 |
| 0.00126689034631201 |
| 0.0022538767388068 |
| -0.00170816395303706 |
