| ARIMA Parameter Estimation and Backward Selection | ||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | ma2 | ma3 |
| Estimates ( 1 ) | 0.4935 | -0.4877 | -0.4087 | 0.2072 | 0.3438 | 0.4113 |
| (p-val) | (0.3605 ) | (0.3893 ) | (0.4066 ) | (0.6916 ) | (0.1701 ) | (0.0757 ) |
| Estimates ( 2 ) | 0.699 | -0.695 | -0.2247 | 0 | 0.415 | 0.3303 |
| (p-val) | (0 ) | (2e-04 ) | (0.1633 ) | (NA ) | (0.0257 ) | (0.0386 ) |
| Estimates ( 3 ) | 0.8436 | -0.8958 | 0 | 0 | 0.5366 | 0.3474 |
| (p-val) | (0 ) | (0 ) | (NA ) | (NA ) | (1e-04 ) | (0.0721 ) |
| Estimates ( 4 ) | 0.7937 | -0.7468 | 0 | 0 | 0.4613 | 0 |
| (p-val) | (0 ) | (0 ) | (NA ) | (NA ) | (0.015 ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.00889998780852386 |
| -0.422919824156507 |
| -0.153330171672103 |
| 0.189984514608414 |
| -0.065059945886292 |
| -0.092406068470194 |
| 0.155559642594855 |
| -0.153322161603906 |
| 0.186075838793041 |
| -0.0480107058747704 |
| 0.194437879711310 |
| -0.180074962572713 |
| 0.177093902876903 |
| -0.296419485699384 |
| 0.100415391875399 |
| 0.0177516179744684 |
| -0.0987241389294542 |
| 0.0662255214463726 |
| 0.0414520885151886 |
| 0.0726288921522546 |
| -0.150370874725402 |
| -0.2583915143009 |
| 0.134593598651458 |
| -0.0883606409722795 |
| 0.00190770429181378 |
| -0.00456288193820726 |
| -0.0599076671414812 |
| 0.20177541786885 |
| 0.0650032134145472 |
| -0.0770077362386162 |
| -0.0258075907556037 |
| -0.0968989545695006 |
| -0.180260364761378 |
| -0.365119826507148 |
| 0.0834417005183598 |
| -0.220641009424505 |
| -0.0283776262234792 |
| 0.294605575957600 |
| -0.150778684654569 |
| 0.136154985839837 |
| -0.0162142280872746 |
| -0.131100350556354 |
| -0.169882200892898 |
| -0.050103633481205 |
| -0.263320878035316 |
| 0.359816825091452 |
| 0.321246471667219 |
| -0.328593149252712 |
| -0.0442573732599055 |
| 0.123023703828921 |
| 0.127457572357000 |
| 0.070197029693883 |
| 0.0357905699400093 |
| -0.150638535742040 |
| 0.114732015909556 |
| -0.262882172679536 |
| -0.166603807330501 |
| -0.00926334465879177 |
