| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
| Estimates ( 1 ) | 0.3689 | 0.2192 | -0.0727 | -0.1933 | 0.652 |
| (p-val) | (0.7842 ) | (0.4114 ) | (0.8353 ) | (0.8857 ) | (4e-04 ) |
| Estimates ( 2 ) | 0.174 | 0.2508 | -0.0184 | 0 | 0.6527 |
| (p-val) | (0.1982 ) | (0.0556 ) | (0.8886 ) | (NA ) | (4e-04 ) |
| Estimates ( 3 ) | 0.1686 | 0.2474 | 0 | 0 | 0.6554 |
| (p-val) | (0.1933 ) | (0.0545 ) | (NA ) | (NA ) | (4e-04 ) |
| Estimates ( 4 ) | 0 | 0.2751 | 0 | 0 | 0.7116 |
| (p-val) | (NA ) | (0.0351 ) | (NA ) | (NA ) | (5e-04 ) |
| 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 |
| 0.104709915980975 |
| 0.505177905323126 |
| 0.661098651418908 |
| -0.310553606849464 |
| 0.40060953157352 |
| -0.0339545063175421 |
| -0.211612135554944 |
| 0.0445310472032698 |
| 0.223479841475816 |
| -0.102203182851291 |
| -0.108436440492205 |
| 0.192757244673851 |
| 1.07821047514442 |
| 0.82609402131429 |
| -0.294109714293922 |
| -0.258122343079721 |
| -0.577513976810324 |
| 0.404421468179358 |
| 0.0507752955764795 |
| -0.083712018196056 |
| -0.230665280716920 |
| -0.241743330922932 |
| 0.108702911926258 |
| -0.080987594622329 |
| 0.138598071753081 |
| 1.93114890140439 |
| 0.215995980518372 |
| -0.556246674295722 |
| 0.161080544968603 |
| -0.160305567053558 |
| -0.0318370220153552 |
| -0.0336145265972934 |
| 0.241163915666387 |
| 0.0590660240897209 |
| -0.0152219507104286 |
| 0.0255454449110995 |
| 1.47037139631057 |
| -0.321217799458901 |
| 0.557887109276992 |
| 0.850476820064396 |
| -0.44803001705753 |
| 1.13766696822065 |
| -0.581030845839509 |
| -0.164537909996433 |
| -0.120249163595863 |
| -0.0109168173508527 |
| -0.116835329766349 |
| -0.133185682755701 |
| 1.61523907794353 |
| 0.515583529354782 |
| 0.826710217549019 |
| -1.11568342596041 |
| -0.0348970310974257 |
| 0.513274940697828 |
| 0.119384520663146 |
| 0.384886759980323 |
| -0.248223612167856 |
| 0.0491205319221435 |
| -0.192706155381014 |
| 0.00821049485100056 |
