| ARIMA Parameter Estimation and Backward Selection | ||||
| Iteration | ar1 | ar2 | ar3 | sma1 |
| Estimates ( 1 ) | -0.5769 | 0.3112 | 0.1807 | 0.8487 |
| (p-val) | (0.0307 ) | (0.1144 ) | (0.2834 ) | (3e-04 ) |
| Estimates ( 2 ) | 0.4074 | 0.0769 | 0 | -0.1509 |
| (p-val) | (0.5765 ) | (0.7821 ) | (NA ) | (0.8329 ) |
| Estimates ( 3 ) | 0.26 | 0.1182 | 0 | 0 |
| (p-val) | (0.1294 ) | (0.48 ) | (NA ) | (NA ) |
| Estimates ( 4 ) | 0.2969 | 0 | 0 | 0 |
| (p-val) | (0.0735 ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | 0 | 0 | 0 | 0 |
| (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 |
| 0.00864688248947945 |
| -0.00977377177090447 |
| -0.0110949123448144 |
| -0.0330522072500266 |
| -0.011462634664305 |
| -0.0631341240869201 |
| 0.0169753764275882 |
| -0.0408815342549183 |
| -0.0612372791595721 |
| -0.140506474534304 |
| 0.00902249375987019 |
| -0.0501348790730134 |
| -0.00387492374112419 |
| -0.00503997686861091 |
| 0.0292341843854231 |
| 0.250185419408012 |
| -0.0414744845533193 |
| -0.00477832690112123 |
| 0.0483388738134689 |
| -0.00544329287996703 |
| -0.00561235377069202 |
| -0.132424086283367 |
| 0.065713562443765 |
| -0.000134372097715385 |
| -0.00722684524003725 |
| 0.0173532928015465 |
| 0.0290717854427527 |
| 0.00907739427713672 |
| 0.077299441044886 |
| -0.028509028674506 |
| 0.0258934828381214 |
| -0.0120979156367476 |
| -0.0358075503285793 |
| 0.00721492172161753 |
| -0.00500664031988585 |
