| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sma1 |
| Estimates ( 1 ) | 0.148 | 0.2651 | 0.2324 | -0.926 | -0.9482 |
| (p-val) | (0.1612 ) | (0.0082 ) | (0.0146 ) | (0 ) | (0.0015 ) |
| Estimates ( 2 ) | 0 | 0.1781 | 0.1895 | -0.7961 | -1 |
| (p-val) | (NA ) | (0.1269 ) | (0.0641 ) | (0 ) | (0.0022 ) |
| Estimates ( 3 ) | 0 | 0 | 0.1448 | -0.7048 | -1.0001 |
| (p-val) | (NA ) | (NA ) | (0.1265 ) | (0 ) | (8e-04 ) |
| Estimates ( 4 ) | 0 | 0 | 0 | -0.6704 | -0.9999 |
| (p-val) | (NA ) | (NA ) | (NA ) | (0 ) | (0.0012 ) |
| 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 |
| -0.0359266243256766 |
| 0.0526947243586126 |
| -0.0458979105584106 |
| 0.144705145382768 |
| 0.00975207466334195 |
| 0.0430911664745529 |
| 0.0804095444301851 |
| -0.20508677335091 |
| -0.106411159974994 |
| -0.0381545970010467 |
| -0.0464471887059325 |
| 0.0699827067625775 |
| -0.0265126045462262 |
| -0.079576086695949 |
| -0.0431314729132653 |
| -0.0702568198419913 |
| -0.0953066876850236 |
| -0.0122529913259558 |
| 0.0776357825122387 |
| 0.0312124637579054 |
| 0.0960350623108819 |
| 0.0562497687523567 |
| -0.0465531513983961 |
| 0.112834193413615 |
| 0.0179685759571277 |
| 0.0014403004756009 |
| -0.0686880690024654 |
| 0.0773352347845709 |
| -0.0518085585159514 |
| 0.0717656850280741 |
| -0.12599002378934 |
| -0.146849611882957 |
| -0.0227789009392241 |
| -0.10596608955104 |
| 0.129719975715351 |
| 0.0139841984416776 |
| -0.090524575429801 |
| -0.0617123342708001 |
| -0.0385834182459282 |
| -0.0183681856408575 |
| -0.0181075594096422 |
| -0.0356084530331434 |
| -0.0544705099676586 |
| 0.0631844669095039 |
| 0.0833087768442259 |
| 0.0559686661746928 |
| 0.111419410506439 |
| 0.0774230034602648 |
| -0.0467779566590031 |
| 0.235065097377804 |
| -0.219944992005605 |
| 0.0357084878913329 |
| 0.102618282493288 |
| 0.101636013683936 |
| -0.154136926251858 |
| -0.0361314809285477 |
| -0.181719590191702 |
| 0.0372380149621867 |
| 0.0960074970357557 |
| 0.0136410676409451 |
| 0.074509945356371 |
| 0.0941787910538102 |
| -0.083051577941317 |
| -0.104967480397207 |
| -0.0622575436318315 |
| -0.0108560906632085 |
| -0.00699697355564655 |
| 0.177576211317912 |
| -0.111717857297098 |
| 0.0999006175259409 |
| 0.0211981225754904 |
| -0.115819261936636 |
| 0.061913970526024 |
| -0.11041372675879 |
| 0.112691237785572 |
| 0.0911412152343949 |
| 0.130265074454488 |
| -0.0595768287068603 |
| 0.0905095160939649 |
| -0.0711513289401225 |
| -0.102063304751552 |
| -0.0201169722649478 |
| -0.0156010340345942 |
| -0.014530002722973 |
| 0.013332435663511 |
| -0.193649082494181 |
| 0.113164542961245 |
| 0.0319940680107749 |
| 0.0783744208309836 |
| -0.0275604151640134 |
| 0.0951640659413471 |
| 0.0888939447346973 |
| 0.038532930715696 |
| 0.0353832786790248 |
| 0.0403273586390734 |
| 0.0689812560913107 |
| 0.0427832311224134 |
| 0.0101183060730103 |
| -0.0548483690095847 |
| 0.0294632853823765 |
| -0.0926570884777051 |
| 0.120880746463757 |
| -0.000788149939123335 |
| 0.0501850755641034 |
| -0.0661370602672386 |
| -0.0509585657182366 |
| 0.0274491629033113 |
| -0.0326153965295976 |
| -0.160876586291075 |
| -0.00548332123172423 |
| -0.154785116534829 |
| -0.0347692959690333 |
| -0.00734560044129317 |
| 0.063791434882994 |
| -0.0623452748212527 |
| 0.0442320362285554 |
| 0.0558586582391014 |
| 0.0521810442839249 |
| 0.107325648147306 |
| 0.0353338859892161 |
| 0.0760822577593611 |
| 0.195243091002036 |
| -0.150727058488758 |
| -0.0680571537944077 |
| 0.100322606754535 |
| 0.136681440691435 |
| 0.0748299832377712 |
| 0.0947184770617601 |
| -0.0486310874244848 |
| 0.0846201768922871 |
| -0.124360284666432 |
| -0.00942544104815773 |
| 0.121021749491119 |
