| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
| Estimates ( 1 ) | -0.4238 | 0.8267 | 0.4366 | 1 | -0.8534 |
| (p-val) | (0.0012 ) | (0 ) | (4e-04 ) | (0 ) | (0.0879 ) |
| Estimates ( 2 ) | -0.0201 | 0.4823 | 0.1141 | 0.3271 | 0 |
| (p-val) | (0.9911 ) | (0.3921 ) | (0.8671 ) | (0.8555 ) | (NA ) |
| Estimates ( 3 ) | 0 | 0.4762 | 0.1066 | 0.3072 | 0 |
| (p-val) | (NA ) | (3e-04 ) | (0.3828 ) | (0.019 ) | (NA ) |
| Estimates ( 4 ) | 0 | 0.4942 | 0 | 0.3228 | 0 |
| (p-val) | (NA ) | (1e-04 ) | (NA ) | (0.013 ) | (NA ) |
| 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 |
| 0.00135999438124741 |
| -0.0484086084126453 |
| -0.139346969496369 |
| 0.177380980625576 |
| -0.00237603307441779 |
| -0.0176919744666708 |
| 0.0238173204402281 |
| -0.0278120031316492 |
| 0.0827148662532023 |
| 0.0130502459389529 |
| 0.0200320955224415 |
| 0.0610321781025214 |
| 0.0794856534445883 |
| 0.0163341642739927 |
| 0.153486726093489 |
| -0.153859824948561 |
| 0.0181480255534721 |
| 0.0337085460182371 |
| 0.0321241181154071 |
| -0.0285097641104317 |
| -0.0536001862717743 |
| 0.193171864806941 |
| 0.0591225842958305 |
| -0.0564958640105466 |
| -0.0452829015123983 |
| 0.068372278632763 |
| 0.0989060137667823 |
| 0.085700509099262 |
| -0.0478196456759559 |
| 0.094642369168571 |
| -0.0299382229395555 |
| 0.182918777799417 |
| 0.116642254387338 |
| -0.0838916882346576 |
| -0.0619471130562397 |
| 0.0285434121329391 |
| -0.00634363487386391 |
| -0.0556471714545224 |
| 0.0153438989575934 |
| 0.0116111438621307 |
| 0.0790431312082152 |
| -0.011172746444865 |
| 0.0395119921038267 |
| -0.0912560010374577 |
| 0.0278053510146747 |
| 0.0714980744580513 |
| 0.045390586544932 |
| 0.0432237911632443 |
| 0.00223375696508454 |
| -0.00206993931680177 |
| -0.147529815119568 |
| -0.00489039819365145 |
| 0.0685471821990702 |
| 0.0801974276472939 |
| 0.0579763607968338 |
| -0.0580324423633549 |
| -0.0835587426933533 |
| -0.0539309378765060 |
| -0.0396272202263157 |
| -0.0291662600915834 |
| -0.0454853391129797 |
