| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
| Estimates ( 1 ) | 0.5962 | 0.0368 | -0.1853 | -0.2098 | 0.9999 |
| (p-val) | (0.1316 ) | (0.8716 ) | (0.2073 ) | (0.5739 ) | (0.0324 ) |
| Estimates ( 2 ) | 0.6439 | 0 | -0.1749 | -0.2489 | 0.9995 |
| (p-val) | (0.0123 ) | (NA ) | (0.1737 ) | (0.3685 ) | (0.0302 ) |
| Estimates ( 3 ) | 0.4301 | 0 | -0.1259 | 0 | 0.9998 |
| (p-val) | (0.0028 ) | (NA ) | (0.3607 ) | (NA ) | (0.0184 ) |
| Estimates ( 4 ) | 0.4075 | 0 | 0 | 0 | 1 |
| (p-val) | (0.0041 ) | (NA ) | (NA ) | (NA ) | (0.0146 ) |
| 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 |
| 0.104309871793634 |
| -0.274327004130846 |
| 0.124787623802312 |
| -0.0302781830487399 |
| -0.0103163558151765 |
| 0.0553231997167461 |
| -0.0293482299728575 |
| 0.219224416184666 |
| -0.0932886606749639 |
| -0.0430361979672579 |
| -0.143961116676685 |
| -0.203342307128834 |
| 0.109467010723304 |
| 0.0570011551792388 |
| -0.080290451320206 |
| -0.0172619870922878 |
| -0.0903853650214879 |
| -0.0164105004962621 |
| -0.139904087198193 |
| 0.192917000385331 |
| -0.0609575000066662 |
| -0.0686712664190241 |
| -0.040326477676989 |
| -0.206048008999586 |
| -0.169435165033155 |
| 0.018993167715962 |
| 0.00901905387018542 |
| -0.084828883516377 |
| -0.039446717302721 |
| -0.00286188800181149 |
| -0.0445585981273598 |
| 0.00452031163557731 |
| -0.0118123644500239 |
| -0.00341987789259967 |
| -0.0238699849572161 |
| -0.00290987345458767 |
| 0.0900273670811005 |
| -0.0473857476042727 |
| -0.00875755853206214 |
| 0.0284259355134135 |
| -0.0474182819594705 |
| -0.0090055277108495 |
| 0.0414280807302748 |
| 0.0796501496785556 |
| -0.0439241551997902 |
| -0.0304545056079552 |
| -0.0264448706351569 |
| -0.209727494558001 |
| -0.0509347109749569 |
| 0.0170019141933577 |
| -0.00310725589517102 |
| -0.0420061232560074 |
| 0.0825474521110796 |
| -0.0396628738344593 |
| -0.0414567231185226 |
| -0.0788410465502475 |
