| ARIMA Parameter Estimation and Backward Selection | ||||
| Iteration | ar1 | ar2 | ar3 | ma1 |
| Estimates ( 1 ) | 0.3131 | -0.1719 | -0.2154 | -0.8863 |
| (p-val) | (0.0281 ) | (0.2027 ) | (0.1159 ) | (0 ) |
| Estimates ( 2 ) | 0.2722 | 0 | -0.259 | -0.9002 |
| (p-val) | (0.0491 ) | (NA ) | (0.0546 ) | (0 ) |
| Estimates ( 3 ) | 0.3489 | 0 | 0 | -1.0637 |
| (p-val) | (0.0128 ) | (NA ) | (NA ) | (0 ) |
| Estimated ARIMA Residuals |
| Value |
| -0.00142776918711717 |
| 0.00902886024553525 |
| 0.00449132845756056 |
| -0.0186333614350435 |
| 0.071747997375639 |
| -0.0155655593306208 |
| -0.0295013754485824 |
| 0.00696571755104308 |
| 0.00633929812315351 |
| 0.0125106408428653 |
| 0.0459558410666201 |
| 0.0334468895950537 |
| -0.0229843100731789 |
| 0.00980112011258624 |
| 0.00226346008823928 |
| -0.0116887075672682 |
| -0.0123925917869148 |
| 0.0168325794465438 |
| 0.039457631505606 |
| -0.00339099089663211 |
| -0.00351118644890856 |
| -0.00288554777388186 |
| 0.0149015511036017 |
| -0.0097903738203559 |
| -0.0126138081555629 |
| 0.0145080585315323 |
| 0.00863042557818982 |
| 0.0267233553838763 |
| 0.0304124749880546 |
| 0.0248890169463468 |
| -0.0228707645807173 |
| 0.0126142952231295 |
| 0.00350246834798459 |
| 0.0106262666752038 |
| 0.00522676649828568 |
| 0.0319282955571958 |
| -0.00222999977178436 |
| -0.00674899075287627 |
| 0.00480167803594461 |
| 0.0659709044562436 |
| -0.0278073414156431 |
| -0.044275894493652 |
| -0.00598303694523577 |
| 0.00772426178647581 |
| 0.0274181769029124 |
| -0.0303497597909694 |
| 0.0507833751273642 |
| 0.0144134073083609 |
| -0.0213437300451853 |
| -0.0380456015060698 |
| -0.0188537560096802 |
| 0.00240219110066165 |
| -0.00587491604826986 |
| -0.00578398187360988 |
| -0.0191814065574323 |
| 0.00468959833043456 |
| 0.0235510974650927 |
| 0.0321943742312653 |
| 0.0177663362653968 |
