| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
| Estimates ( 1 ) | 0.0365 | -0.1824 | 0.0469 | -0.7225 | -0.7091 |
| (p-val) | (0.8608 ) | (0.2559 ) | (0.7765 ) | (0 ) | (0.0111 ) |
| Estimates ( 2 ) | 0 | -0.194 | 0.0347 | -0.7034 | -0.7233 |
| (p-val) | (NA ) | (0.1855 ) | (0.8149 ) | (0 ) | (0.009 ) |
| Estimates ( 3 ) | 0 | -0.1982 | 0 | -0.6963 | -0.7015 |
| (p-val) | (NA ) | (0.1723 ) | (NA ) | (0 ) | (0.004 ) |
| Estimates ( 4 ) | 0 | 0 | 0 | -1.3257 | -0.6882 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.004 ) |
| 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 |
| -0.000147101490286428 |
| 0.00242921866288638 |
| 0.000790449916641589 |
| 0.000893217435097375 |
| -0.00190772692898796 |
| -0.00103702757634950 |
| -0.000287956470605817 |
| -0.000765150701123351 |
| 0.000783735059975132 |
| 0.00113322979698214 |
| 0.00259162240294254 |
| -0.00156239504567474 |
| -0.00168283323875951 |
| -0.000454375943078442 |
| 0.00266039402426576 |
| 0.00133020931494425 |
| -0.00121331309340284 |
| 0.00191550145822398 |
| 0.000548962525429632 |
| 0.00134562524465497 |
| 0.00148697616735409 |
| -0.00177268563783090 |
| -0.00116478225649944 |
| -0.00100333148936452 |
| 0.000491867363870093 |
| -6.6826500178171e-05 |
| -5.86649189110373e-05 |
| -0.00152715993610391 |
| 0.00166088512497008 |
| 5.19450729046163e-05 |
| 6.14563039128354e-05 |
| -0.000511299553587377 |
| -0.00107587998784006 |
| -0.00367124568127232 |
| 0.000552912876474612 |
| 0.000548044184484262 |
| -0.000136985802130202 |
| 0.00177004273161993 |
| 0.000103024986696674 |
| -0.00227172871498023 |
| 0.00186571690638397 |
| -0.00376251125524033 |
| -0.00536645532550275 |
| 0.00113117085690822 |
| -0.00180692557888242 |
| 0.000942419275907714 |
| 0.000303537748168501 |
| -0.00310219578724579 |
| 0.000478136373002255 |
| -0.00143474380693419 |
| -0.00238069087511547 |
| 0.000329583363484615 |
| 0.00117875559942239 |
| 0.00127156090184048 |
| -0.00144939283452131 |
| 0.000909224237887429 |
| -0.000359350714039835 |
| 0.00183395285097658 |
