| 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 |
| -0.274327004134437 |
| 0.124787623802566 |
| -0.030278183049773 |
| -0.0103163558171717 |
| 0.0553231997176397 |
| -0.0293482299729498 |
| 0.219224416187442 |
| -0.0932886606753613 |
| -0.0430361979684539 |
| -0.143961116678161 |
| -0.203342307132011 |
| 0.109467010722986 |
| 0.0570011551789639 |
| -0.0802904513224733 |
| -0.0172619870926131 |
| -0.0903853650222412 |
| -0.0164105004970507 |
| -0.139904087200342 |
| 0.192917000386410 |
| -0.0609575000070066 |
| -0.0686712664204413 |
| -0.0403264776762151 |
| -0.206048009002358 |
| -0.169435165035992 |
| 0.0189931677147916 |
| 0.009019053868601 |
| -0.0848288835189262 |
| -0.0394467173038419 |
| -0.00286188800193337 |
| -0.0445585981282605 |
| 0.00452031163513129 |
| -0.0118123644505922 |
| -0.00341987789331576 |
| -0.0238699849580280 |
| -0.00290987345477615 |
| 0.0900273670818806 |
| -0.04738574760465 |
| -0.008757558532291 |
| 0.0284259355141878 |
| -0.0474182819600897 |
| -0.0090055277112268 |
| 0.0414280807307275 |
| 0.0796501496793696 |
| -0.0439241551999533 |
| -0.0304545056078986 |
| -0.0264448706346463 |
| -0.209727494560734 |
| -0.0509347109763995 |
| 0.0170019141926847 |
| -0.00310725589675832 |
| -0.0420061232573573 |
| 0.0825474521118022 |
| -0.0396628738345626 |
| -0.0414567231191352 |
| -0.0788410465508617 |
