| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
| Estimates ( 1 ) | 0.3876 | 0.0698 | 0.1108 | -0.8056 | -0.692 |
| (p-val) | (0.0498 ) | (0.5188 ) | (0.2411 ) | (0 ) | (0 ) |
| Estimates ( 2 ) | 0.2759 | 0 | 0.0823 | -0.6879 | -0.6962 |
| (p-val) | (0.1749 ) | (NA ) | (0.3733 ) | (1e-04 ) | (0 ) |
| Estimates ( 3 ) | 0.1707 | 0 | 0 | -0.5884 | -0.6971 |
| (p-val) | (0.2834 ) | (NA ) | (NA ) | (0 ) | (0 ) |
| Estimates ( 4 ) | 0 | 0 | 0 | -0.4485 | -0.6991 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0 ) |
| 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 |
| -0.240600643959861 |
| -0.612835469174525 |
| 0.864192743417981 |
| -0.526597614539723 |
| -0.759516379831618 |
| 0.492830646854371 |
| 0.8891042857648 |
| 0.148311822237314 |
| 0.128018624027352 |
| 0.727209072260116 |
| -0.382946495330507 |
| -0.12049762459139 |
| 0.517408718427728 |
| -0.454283795101313 |
| 1.15542576481649 |
| -1.39489769748368 |
| 0.176332757749163 |
| -0.363522318935371 |
| -0.00135021452035908 |
| -0.805752592153176 |
| 0.56430421859765 |
| -0.0346052179105725 |
| 0.462657637573674 |
| -0.0819850404228266 |
| 0.236633548889501 |
| -0.396694958170182 |
| 0.691607461660453 |
| -0.596650675317403 |
| -0.783455972695205 |
| -0.593870972679983 |
| -0.547970391290677 |
| -0.464084688302387 |
| 0.321379289932247 |
| 0.587281998580458 |
| 0.453139222255188 |
| 0.304914497665631 |
| -0.527005216828937 |
| 0.663145376416031 |
| 0.834056097608489 |
| -1.22418622348617 |
| 0.00544398299527816 |
| 0.0926804233342612 |
| -1.11414593277014 |
| -0.247606002919817 |
| 0.447746324845885 |
| 0.644855304868797 |
| 1.0459375873684 |
| 0.254155793073039 |
| -0.830554072342401 |
| 0.850319252927419 |
| 0.963455879122652 |
| -0.17174689617533 |
| 0.135826035607906 |
| -0.143305179421997 |
| 0.0952964088634652 |
| -0.176740762204529 |
| -0.482127425059486 |
| 0.849367130414685 |
| 0.965099245154806 |
| -0.498085943757946 |
| -0.35658070955234 |
| 0.83736572916908 |
| -0.201375321851614 |
| -0.636021579936592 |
| -0.185114697204835 |
| -0.484460035700469 |
| -0.181520165612615 |
| 0.426676032473092 |
| -0.908426699166655 |
| 0.36742946764144 |
| 0.229548118345592 |
| -0.443828599951559 |
| -0.313252059581196 |
| 0.451472744128652 |
| -0.0451364321731664 |
| -0.426558990630235 |
| 0.079980555958796 |
| -0.430652243240512 |
| -0.226286435748965 |
| 0.0758706031679272 |
| 0.0795323060070678 |
| 0.689742287988736 |
| 0.314582190927785 |
| -2.15428999371431 |
| -0.264410372570767 |
| 1.28143236441472 |
| 0.183718450596499 |
| 0.519488980929705 |
| -0.122547983345182 |
| -0.423390099224278 |
| 0.18035587915531 |
| -0.71272793877243 |
| 0.0646173272746207 |
| 0.0503670082285566 |
| -0.52606297385523 |
| -0.416049184089722 |
| -0.162584685166576 |
| -0.810488207363425 |
| -0.0397290157443332 |
| 0.404616204490179 |
| -0.632555145502315 |
| 0.453929447354542 |
| -0.056221433519863 |
| -0.628128266306986 |
| -2.25192640141853 |
| -3.02927207299223 |
| -0.807813467928493 |
| 0.555934153777237 |
| 0.0119888973179837 |
| 0.849426737118142 |
| 0.541337463945764 |
| 0.186807341061632 |
| 0.64755815502397 |
| -0.0097760488517996 |
| 0.263789804949977 |
| -0.065319947972209 |
| 0.494599629593177 |
| 0.332064210178431 |
| -1.12395044526131 |
| 0.480161605008197 |
| -0.598915555882787 |
| -0.633832836853407 |
| -2.12985254022022 |
| -2.20492643747054 |
| -0.643580934288877 |
| 0.754455669145172 |
| 0.964230673255136 |
| 0.0038915122508896 |
| 0.157807872725683 |
| 1.43484408689185 |
| 0.0979011487982261 |
| 0.135152261230987 |
| -0.517824162315802 |
| 1.07905510572307 |
| -0.333463357391862 |
| 0.895918477464705 |
| 0.252007491468696 |
| -0.527302106210223 |
| 0.203147335898935 |
| -0.592112958399823 |
| -0.233522848549475 |
| 0.519148008359013 |
| -0.280436654337234 |
| -0.0734895314075167 |
| 0.445278240356149 |
| -0.883148725639662 |
| -0.660056275074805 |
| 0.677785592039516 |
| 1.18117486294236 |
| -0.458853247042915 |
| 0.389344186246505 |
| -0.293104640941271 |
| 0.179202308071438 |
| 0.120299814878951 |
| -0.487979419506525 |
| -0.126941392545159 |
| -0.110623461640279 |
| -1.1757194160975 |
| -0.0288261984152708 |
| 1.63360865773506 |
| 0.164164332457954 |
| 0.698731154602329 |
| 0.0373115965639116 |
| -0.481007595625158 |
| -0.115658233188593 |
| -0.20030138537513 |
| -0.0713114955995644 |
| 0.476018932346544 |
| -0.363796069298423 |
| -0.399524925107527 |
| 0.743928127643174 |
| -0.117387846396569 |
| -0.231566465783462 |
| -0.438299343750501 |
| 0.586030172549372 |
| 0.0770753951018423 |
| -0.367470281088408 |
| 0.112149940985452 |
| -0.215856664592163 |
| -0.0903462179031267 |
| -0.768425257681334 |
| 0.0829378889577226 |
| 0.105843244913723 |
| -0.48711333302314 |
| 0.270436512769118 |
| 0.165008420666425 |
| -0.88095672395917 |
| -0.651018105275097 |
| -0.829740653344282 |
| -0.0900614157162332 |
| -1.17256850774246 |
| -0.463306231486024 |
| -1.70663198691522 |
| -1.81962050284098 |
| -1.24426919316071 |
| 1.42463592900664 |
| -0.941731028808542 |
| -0.533315824392293 |
| 0.891613779655801 |
| 0.634671434660506 |
| -0.493935700150997 |
| 0.0150355503289959 |
| 0.314252112971509 |
| 0.52957595118849 |
| 0.0369331379793771 |
| 0.35144924434131 |
| 0.831348437047938 |
| -5.75856773662142 |
| 3.5538164372266 |
| 1.30007896126721 |
| 0.996872171104571 |
| 0.505812501634106 |
| 0.329227492306692 |
| 0.948179038252963 |
