| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
| Estimates ( 1 ) | -0.0697 | -0.0072 | -0.1484 | -0.4838 | -0.9998 |
| (p-val) | (0.838 ) | (0.9726 ) | (0.2879 ) | (0.1522 ) | (0.0109 ) |
| Estimates ( 2 ) | -0.0601 | 0 | -0.1459 | -0.4936 | -1 |
| (p-val) | (0.7638 ) | (NA ) | (0.2238 ) | (0.0073 ) | (0.0109 ) |
| Estimates ( 3 ) | 0 | 0 | -0.1366 | -0.5371 | -1 |
| (p-val) | (NA ) | (NA ) | (0.25 ) | (0 ) | (0.0088 ) |
| Estimates ( 4 ) | 0 | 0 | 0 | -0.5686 | -1 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0277 ) |
| 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 |
| -0.00153114388569615 |
| 0.0236463220552320 |
| 0.175675912059170 |
| -0.000708837657806076 |
| -0.18292816937981 |
| -0.142834560943860 |
| 0.116960891769420 |
| -0.0635235427815574 |
| 0.198501498504479 |
| -0.102027880939527 |
| 0.148236635746575 |
| -0.275578126403471 |
| -0.154974834476709 |
| 0.167915705100931 |
| -0.334328157496473 |
| -0.169777751352397 |
| -0.216709267150459 |
| 0.177001139001560 |
| 0.132246580692336 |
| 0.0641768967981246 |
| 0.0925875994432078 |
| 0.0266033277449047 |
| -0.0780386338075724 |
| -0.140075220224058 |
| 0.133633125220587 |
| 0.104871850679567 |
| -0.0449953460338595 |
| 0.0603856282607498 |
| -0.112409985755576 |
| -0.0410154063993668 |
| 0.226906041594393 |
| 0.129043753696515 |
| 0.0503195265291195 |
| 0.0135566462510629 |
| 0.102808525125445 |
| 0.109272032936057 |
| -0.0756891744082951 |
| -0.0376361112739818 |
| -0.0247928338514970 |
| -0.000925119475960507 |
| -0.0860103053181701 |
| 0.169552521373445 |
| -0.112258743937076 |
| 0.0368614365488567 |
| 0.0591811792006121 |
| -0.0976173188319573 |
| 0.108943013807139 |
| 0.0508088429358086 |
| -0.0183642213908830 |
| -0.0382526404539456 |
| 0.124619173506123 |
| -0.156815641589332 |
| 0.028519075755306 |
| 0.0908962779023131 |
| -0.0107668967858278 |
| 0.0697010100078719 |
| -0.06535809921504 |
| 0.177686283466744 |
| -0.0683416966772466 |
| -0.0667219973540245 |
| -0.0619954010717523 |
| 0.0203546611721316 |
| -0.145812315676226 |
| -0.0651593982463147 |
| -0.129850963549040 |
| 0.0527416216375101 |
| -0.149785389397084 |
| -0.187845831304919 |
| -0.0385968475863136 |
| 0.151689598629019 |
| -0.0165449047543406 |
| -0.120762314068000 |
| -0.0515469126239142 |
| -0.078667113981391 |
| -0.0552371504666414 |
| -0.0531029489677188 |
| -0.150547624750731 |
| -0.0772318559326222 |
