| ARIMA Parameter Estimation and Backward Selection | ||||
| Iteration | ar1 | ar2 | ar3 | ma1 |
| Estimates ( 1 ) | 0.241 | 0.2246 | 0.4715 | -0.3192 |
| (p-val) | (0.1788 ) | (0.0817 ) | (0.0018 ) | (0.0815 ) |
| Estimates ( 2 ) | 0 | 0.3061 | 0.5898 | -0.1007 |
| (p-val) | (NA ) | (0.0037 ) | (0 ) | (0.5503 ) |
| Estimates ( 3 ) | 0 | 0.3026 | 0.5831 | 0 |
| (p-val) | (NA ) | (0.003 ) | (0 ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.00959717276672702 |
| 0.00548181702332626 |
| 0.00258913214386397 |
| -0.0323119729701852 |
| 0.0138101491757132 |
| 0.0131690890118362 |
| -0.0168588670398917 |
| 0.0153015892095546 |
| -0.00459393751741962 |
| 0.00161697437180863 |
| 0.0691624812405969 |
| 0.00395452212119966 |
| 0.0172506220653389 |
| 0.0684380958674842 |
| 0.0660755772866155 |
| -0.0201048869646584 |
| 0.0564013307501096 |
| 0.0111544552831120 |
| 0.108530175509165 |
| 0.000164736509089991 |
| -0.0165089050314169 |
| 0.0224255278031027 |
| 0.0456317303352289 |
| 0.0112256007279168 |
| -0.0439956319485155 |
| -0.0357152546948178 |
| 0.00284530354668178 |
| 0.0425905966337101 |
| -0.0214240690898073 |
| -0.0646328647288961 |
| 0.00469315205632625 |
| 0.0452490253688485 |
| -0.0420849287295848 |
| 0.0125004103730948 |
| 0.0363946588960467 |
| 0.0708749044489245 |
| -0.00227316275737266 |
| 0.023569708332035 |
| -0.110374127172570 |
| 0.0408792864040493 |
| 0.0215885483764797 |
| 0.0652835690745288 |
| -0.0191601177474947 |
| -0.0493600606529743 |
| 0.0452092395430519 |
| 0.00642607745801271 |
| -0.0823145124535376 |
| -0.0130937882573292 |
| 0.0297068162233973 |
| 0.0156601085887917 |
