| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
| Estimates ( 1 ) | -0.3128 | 0.4495 | -0.2371 | 0.9931 | 0.1315 |
| (p-val) | (0.0033 ) | (0 ) | (0.0238 ) | (0 ) | (0.3125 ) |
| Estimates ( 2 ) | -0.3008 | 0.4523 | -0.2464 | 0.9921 | 0 |
| (p-val) | (0.0044 ) | (0 ) | (0.0181 ) | (0 ) | (NA ) |
| Estimates ( 3 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.099499921660071 |
| 1.67342771900929 |
| 1.1170061893198 |
| 1.55425023640323 |
| 0.490316360167095 |
| -6.62392644792547 |
| -3.73041930403638 |
| 2.01480974463893 |
| 5.45389954599611 |
| -7.00380207346328 |
| 5.69542329136442 |
| 3.82288089956284 |
| -9.93760444037768 |
| -0.985310043626371 |
| 0.701607808260845 |
| -1.86250631084774 |
| 3.15051917049161 |
| 2.77397360436479 |
| 5.9953652886688 |
| -5.04553916998117 |
| -4.25917930222456 |
| -0.123618835699090 |
| 3.15356232553079 |
| -4.74666292187096 |
| 2.66015443260952 |
| -0.448196974665697 |
| 3.61719931794665 |
| 0.0361379219647912 |
| 1.24918113945419 |
| 3.4120609429261 |
| 5.63774500913774 |
| -4.07747688950155 |
| 1.04650615108530 |
| -2.90319210367577 |
| 4.79584349656396 |
| -1.91826844253227 |
| -0.434665020142875 |
| 2.89584590747723 |
| -3.90506864728152 |
| 7.1044731508702 |
| 1.36506913495778 |
| -3.49532598694776 |
| -7.18950880136248 |
| 3.40637223119372 |
| 9.11554674655409 |
| -3.63898757244029 |
| -1.25307455552514 |
| 2.24164066552383 |
| 21.8968351567797 |
| 3.90074670549553 |
| 13.5185753600235 |
| -6.3824166136875 |
| -7.11588308445991 |
| -4.99700874809939 |
| -15.8727667653842 |
| -12.8586567622221 |
| 2.04932990447295 |
| -4.85263612318365 |
| 1.53313992479386 |
| 1.05738784142855 |
| -7.66168845975076 |
| 4.95828160976145 |
| 11.8515575703709 |
| -10.0738864509574 |
| 7.06211502410916 |
| 10.0834924263097 |
| -7.09164160556034 |
| -4.64971371236682 |
| -3.68794228574886 |
| 4.33492077437432 |
| -2.3441222821583 |
| 4.9156659316323 |
| -4.91283745733638 |
| 2.65205646640574 |
| -4.50084358651324 |
| 1.98730723258700 |
| 2.01804101278255 |
| -3.00271151960937 |
| -0.193455476788129 |
| -2.5959184935369 |
| 1.20792111913959 |
| 9.3701676525073 |
| 5.21999046870236 |
| -6.78604006820446 |
| 10.2946910947979 |
| 6.18310880503825 |
| -6.14932571662912 |
| -0.602564593856358 |
| 9.13510795014495 |
| 6.08239573534078 |
| -2.78009288615324 |
| 1.03470091312995 |
| -9.8566617820768 |
