| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
| Estimates ( 1 ) | 0.5242 | 0.127 | 0.1 | -0.3825 | -0.3628 |
| (p-val) | (0.5513 ) | (0.5615 ) | (0.7352 ) | (0.6632 ) | (0.047 ) |
| Estimates ( 2 ) | 0.762 | 0.0953 | 0 | -0.6153 | -0.3884 |
| (p-val) | (0.0065 ) | (0.5778 ) | (NA ) | (0.0146 ) | (0.0247 ) |
| Estimates ( 3 ) | 0.8927 | 0 | 0 | -0.7009 | -0.4239 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) | (0.0092 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (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 |
| -1.82613300631372 |
| -5.39486218278186 |
| -9.64882005957216 |
| 3.26036879009703 |
| 3.49135069112232 |
| 2.00248765807223 |
| 1.97150457106205 |
| -4.08317774629922 |
| 1.21341204316314 |
| -8.18831752387284 |
| -1.2728783827249 |
| -12.3814932830519 |
| 3.24479872812121 |
| 2.13915174083598 |
| -0.63297551028955 |
| 0.332708754446537 |
| -3.21298174823711 |
| 7.83334735001241 |
| 5.42695408914445 |
| -3.6771305027599 |
| -5.30530620022912 |
| -4.39532954120047 |
| -4.62892017932414 |
| -18.891677089731 |
| -0.154599069153091 |
| -4.78271329132442 |
| 11.5847230498359 |
| -5.3545374834792 |
| -5.7947133092971 |
| 6.09441343052377 |
| -8.6736347046879 |
| -10.3114599288117 |
| 13.3671323233496 |
| 4.29823506602496 |
| -18.3454025591194 |
| 12.9098332057220 |
| 5.15825610287891 |
| 8.99833011098921 |
| 0.276626138133632 |
| -3.04943877013427 |
| -2.34227617585757 |
| 3.74619692919168 |
| -11.3007187992534 |
| 15.9661361851403 |
| -3.55229262635514 |
| -5.19182766253161 |
| -0.422795133109202 |
| 6.76941094388968 |
| 13.1586127893692 |
| 10.113710880891 |
| 4.85166486092907 |
| 7.39620120236107 |
| 11.5974030421211 |
| -3.76053413386271 |
| -3.39896796002094 |
| 4.89965594428046 |
| -6.72800000589624 |
| -0.575273127900963 |
| -3.32863228855554 |
| -3.72592257675296 |
| 1.88724893326843 |
| 7.59868524853958 |
| -5.15299761194532 |
| -6.15344893924145 |
| -8.12896468569395 |
| -8.65698791652677 |
| 3.23275534845507 |
| 2.06448820816384 |
| 7.36702392471913 |
| -4.77947149133575 |
| -1.80152768855477 |
| -5.85244706777117 |
| -5.03897759817548 |
