| ARIMA Parameter Estimation and Backward Selection | ||||
| Iteration | ar1 | ar2 | ar3 | ma1 |
| Estimates ( 1 ) | 0.5968 | -0.2036 | 0.0215 | -0.8397 |
| (p-val) | (0 ) | (0.036 ) | (0.8246 ) | (0 ) |
| Estimates ( 2 ) | 0.5834 | -0.1945 | 0 | -0.8301 |
| (p-val) | (0 ) | (0.0267 ) | (NA ) | (0 ) |
| Estimates ( 3 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 4 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -0.0118287625216498 |
| 0.136941368599088 |
| 0.681616293109414 |
| 0.575195871219703 |
| -0.553248438747696 |
| -0.936530543934704 |
| -0.219697913985289 |
| -0.0222914927323535 |
| 0.0249475161372331 |
| -0.135751320373828 |
| -2.11049412715174 |
| 1.96870078150798 |
| -0.363812105782732 |
| -0.254728502015872 |
| 0.607771680260016 |
| -1.05576499626542 |
| 1.51784722444790 |
| -1.14659298202291 |
| 0.367410861683395 |
| 0.686121034039297 |
| -0.480169259002093 |
| 2.56413682648167 |
| -0.491043224787473 |
| -2.89883756469163 |
| 0.260486940118102 |
| -0.413243604058038 |
| -0.270458199741952 |
| 0.328284309778292 |
| -1.00595834578449 |
| 0.414569934552240 |
| 0.598386289453687 |
| -1.44804882639382 |
| 0.305562292783584 |
| 0.706862011450737 |
| -0.149014488934601 |
| 0.301058170968344 |
| -0.426176511374390 |
| 0.307791918760485 |
| 0.0476960390917122 |
| -0.418498720832258 |
| 0.426710235793708 |
| -0.107827454637049 |
| 0.385259869280983 |
| 0.185917874566564 |
| 0.415248600451326 |
| -0.0151400552215456 |
| -0.328304600901599 |
| 0.220724266779997 |
| -0.700724799434132 |
| 0.575207360917639 |
| -0.722382902433542 |
| -0.234265218690759 |
| 0.568947324878384 |
| -0.0265135614038482 |
| 0.146327789288297 |
| 0.595456042933842 |
| -0.692428703663817 |
| 0.145456336444079 |
| 0.274630998186262 |
| -0.290435416226783 |
| 0.266611108107544 |
| -0.0731170736164226 |
| 0.692095971435614 |
| -0.238215260929407 |
| -0.221270698706452 |
| 0.355454822612486 |
| -0.732878954996196 |
| 0.464344273783588 |
| -0.179502692095365 |
| 0.506524981854782 |
| 0.840537899757012 |
| 1.57959477792552 |
| 1.38258037982437 |
| -1.49032121605547 |
| -0.615144384869526 |
| -1.11643975338774 |
| -0.201284698857814 |
| -0.583152720069281 |
| -0.359942866279985 |
| -0.57077249063201 |
| 0.482180538887167 |
| -0.369632053812455 |
| -0.316835321292302 |
| 0.0186465100441152 |
| 0.0101723999027372 |
| -0.0315156863138006 |
| -0.245326334618487 |
| 0.416042750926199 |
| 0.253805031350594 |
| -0.0672124921699841 |
| 0.125340686215279 |
| -0.148783509548455 |
| -0.000416228990660627 |
| -0.0310744958525823 |
| -0.0377610081497597 |
| 0.276296969059833 |
| -0.0492832287909781 |
| -0.220402167833299 |
| 0.167154193252742 |
| 0.0620628488052315 |
| 0.0396092141670277 |
| -0.0506778262458365 |
| -0.265025253171139 |
| 0.104198643916719 |
| 0.125208547762336 |
| -0.0715485982843305 |
| 0.136455365665453 |
| 0.0302392475354445 |
| 0.14790328605128 |
| 0.0623639069865138 |
| 0.0727279757524926 |
| 0.148918320318655 |
| -0.0186664451344498 |
| -0.143637930779757 |
| 0.268484407458999 |
| 0.213585350176334 |
| -0.456661661308486 |
| 0.0871717138157955 |
| 0.387084683142193 |
| -0.326599112600901 |
| 0.246345691633124 |
| 0.0135167973448898 |
| -0.057545749857562 |
| -0.0247227567025074 |
| 0.830498110757268 |
| 1.46431171558580 |
| 0.69961883856161 |
| 0.794015016085206 |
| 1.15141777305735 |
| -4.21285847798542 |
| 0.486629413690551 |
| 0.231432092680610 |
| -0.618495159672545 |
| 0.311265825602906 |
| -0.32306508416421 |
| -0.528855013838591 |
| -0.117221240704119 |
| -0.0083609436505725 |
| -0.551171716735816 |
| -1.19925785729662 |
| -0.579061771238383 |
| 0.24092639846749 |
| 0.81510095993745 |
| 0.099370388141276 |
| 0.138543097218173 |
| 0.569036770787001 |
| -0.55382614489678 |
| 0.144336261408514 |
| 0.254676750037433 |
| 0.60174887021758 |
| 1.10880887578974 |
| -0.0514311529980418 |
| -0.237908900854556 |
| 0.183206922942699 |
| 1.10387245799819 |
| 1.54198360890664 |
| -0.287184687410235 |
| -1.34650065707568 |
| 0.262091209147616 |
| 1.23720073581119 |
| -1.15174849744901 |
| -0.213221752399186 |
| -0.33495094294231 |
| -0.516227500692125 |
| 0.197493813658127 |
| 0.392115211019267 |
| -0.104154363307867 |
| -0.392783119853146 |
| 0.153501411690925 |
| -0.266020659867930 |
| -0.0316969936778087 |
| -0.0677952865863247 |
| -0.00727715377707483 |
| 0.0872635429632567 |
| 0.381411648409113 |
| 0.162816325659019 |
| 0.645603743054316 |
| 0.737773732322978 |
| 0.73181515922925 |
| 0.0212711908460861 |
| 0.0372317998212708 |
| 1.37993645387422 |
| 2.63031716312463 |
| 0.741632594472272 |
| -0.129283008432353 |
| 1.17854184654204 |
| 1.31027494436729 |
| 3.42561548181357 |
| 3.8804033080512 |
| 1.06794563086534 |
| -0.889319471286868 |
| -1.74780419832056 |
| 0.626723185629075 |
| -1.22877855928539 |
| -2.07626646072292 |
| 1.12315287856521 |
| 0.116273380042799 |
| 1.12368420068147 |
| 1.44630265768902 |
| -0.393769855979471 |
| -0.832382456268733 |
| -0.0292952803946776 |
| -0.843555456588945 |
| 0.140530435219659 |
| 0.0156513334496538 |
| -0.953329327839299 |
| -1.31305248804296 |
| 0.464200482198862 |
| 1.52868656604193 |
| -0.362311653628382 |
| -1.60287897243748 |
| 1.02179483902572 |
| 0.469606310739124 |
| 1.72675303855897 |
| 0.589708315842444 |
| 0.283081801876108 |
| 2.73928323657907 |
| -7.8566064192136 |
