| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ar2 | ar3 | sar1 | sma1 |
| Estimates ( 1 ) | -0.4523 | -0.3381 | -0.1841 | -0.059 | -0.7643 |
| (p-val) | (0 ) | (7e-04 ) | (0.0502 ) | (0.6594 ) | (0 ) |
| Estimates ( 2 ) | -0.4532 | -0.3342 | -0.1797 | 0 | -0.807 |
| (p-val) | (0 ) | (7e-04 ) | (0.0547 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | -0.4035 | -0.2629 | 0 | 0 | -0.8013 |
| (p-val) | (0 ) | (0.0044 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
| -0.0296777903367177 |
| 0.192669377028581 |
| -0.0566634908863358 |
| 0.049004457914805 |
| 0.249509152598541 |
| -0.177751103076756 |
| 0.15963436986643 |
| -0.150630738458157 |
| -0.0550402054385657 |
| 0.0495713417784948 |
| -0.206565561890582 |
| -0.262072049354679 |
| 0.365698240979933 |
| 0.145704109282746 |
| -0.00886183771749332 |
| 0.380730079906318 |
| -0.0329506017154587 |
| 0.0255416473939998 |
| -0.161133749233465 |
| 0.0738352930336069 |
| -0.0179256925882923 |
| 0.070285150026741 |
| -0.158405672287247 |
| -0.626005000207842 |
| 0.73621513673148 |
| 0.151628030671185 |
| -0.382516489678581 |
| 0.449133529505505 |
| 0.41829264941813 |
| 0.162333020473498 |
| 0.277518289223944 |
| -0.24227352028523 |
| -0.606450415145468 |
| -0.146408257041089 |
| -0.435014528502015 |
| 0.244441178664275 |
| -0.39656991309416 |
| 0.12702688716772 |
| -0.0487792483154271 |
| 0.0675182035155786 |
| -0.443854824414202 |
| 0.116216896097178 |
| -0.632092517231308 |
| -0.664917754745779 |
| 0.318510993970868 |
| 0.869535295835238 |
| 1.20073749054005 |
| -0.274166446947465 |
| -1.26087129188455 |
| 0.961884073102433 |
| -0.326332447536845 |
| -0.280321249560179 |
| 0.265268084923585 |
| -0.733894331339788 |
| 0.461678353403611 |
| 1.00299117669448 |
| 0.261031040520424 |
| 0.72714032976583 |
| -0.262646020617183 |
| -0.489654430526688 |
| 0.25373867380558 |
| -0.152231891441906 |
| -0.0642110901300038 |
| 0.521541721001816 |
| 0.207556235524935 |
| -1.28026333512096 |
| 0.0208099684477282 |
| -0.159175498492351 |
| -0.212998417193881 |
| -0.247674493472522 |
| 0.409067042095743 |
| -0.120652072383886 |
| 0.732230085939591 |
| 0.843415938462322 |
| -0.560109177938741 |
| -0.325717346313839 |
| -0.889111756232516 |
| 0.0391734563707807 |
| 0.647000611268628 |
| 0.725373334708584 |
| -0.143130238053211 |
| 0.423104934004243 |
| -0.590764488178205 |
| 0.0229766189683351 |
| -0.0682836287795312 |
| -0.205941134455777 |
| -0.201912688382601 |
| 0.377657493161648 |
| 0.124139111723941 |
| 0.305958308041182 |
| 0.306919018064983 |
| 0.300633133961441 |
| -0.216949912437184 |
| -0.112349541214119 |
| 0.265203791834182 |
| 0.574483293280746 |
| -0.199068527802539 |
| 0.46921124116643 |
| 0.148449093786315 |
| 0.154071424493513 |
| -0.616686503365058 |
| 0.549361694754077 |
| -0.570218394758326 |
| 0.182938796149591 |
| -0.679592800763922 |
| 0.269162605309094 |
| 0.13257605348375 |
| 0.215445103420655 |
| 0.313135688511767 |
| 0.19419390561887 |
| -0.036197924282606 |
| -0.418050548154163 |
| -0.134318055096124 |
| -0.136392214547149 |
