| ARIMA Parameter Estimation and Backward Selection | |||||
| Iteration | ar1 | ar2 | ma1 | sar1 | sma1 |
| Estimates ( 1 ) | 0.2524 | 0.7475 | 1 | -0.0421 | -0.9686 |
| (p-val) | (0.0133 ) | (0 ) | (0 ) | (0.7896 ) | (0 ) |
| Estimates ( 2 ) | 0.9531 | 0.0758 | 0.4514 | 0 | -1.0195 |
| (p-val) | (0 ) | (0.139 ) | (3e-04 ) | (NA ) | (6e-04 ) |
| Estimates ( 3 ) | 1.0271 | 0 | 0.3968 | 0 | -1.0081 |
| (p-val) | (0 ) | (NA ) | (0.0011 ) | (NA ) | (8e-04 ) |
| Estimates ( 4 ) | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.00101812895877941 |
| 0.0357559021789685 |
| 0.0245782399660851 |
| 0.000248088002497587 |
| 0.00659217734533051 |
| 0.0386660710561267 |
| -0.0240636351909580 |
| -0.0259496118440329 |
| 0.0125564547899465 |
| 0.00854457660844201 |
| 0.0419563225904084 |
| -0.0166113609856024 |
| 0.0506107802442078 |
| -0.0114304767363596 |
| 0.0158631272900871 |
| -0.0327441200090173 |
| -0.00789206869983259 |
| -0.0321331884715834 |
| 0.0099279983066785 |
| 0.00904328445524126 |
| 0.0116560963900956 |
| 0.00149416531788792 |
| 0.00963463248868812 |
| 0.0363379476229348 |
| -0.00202762625225703 |
| -0.0439084441703787 |
| 0.00915310067488843 |
| 0.0244310803946395 |
| -0.0234029110180109 |
| -0.0392745407028035 |
| -0.047338841159456 |
| 0.000408381514528815 |
| 0.0351398464793522 |
| -0.0195954877641270 |
| -0.0336969892777366 |
| -0.0292007267312536 |
| -0.0194443155497472 |
| 0.0131095050167987 |
| -0.0231283078057463 |
| 0.0141591657033717 |
| 0.0213838737631838 |
| 0.0154418174155563 |
| -0.0207103308928413 |
| 0.00592741639183995 |
| 0.0098046141751851 |
| -0.0173087065710134 |
| -0.0194181424177505 |
| 0.0152526605256741 |
| -0.0092044296826271 |
| -0.0373905067267965 |
| 0.0152572219901243 |
| 0.000139143350060520 |
| 0.0201883121596109 |
| -0.0410995145021682 |
| -0.00233177948557907 |
| 0.0136446987157599 |
| -0.0238477954271781 |
| 0.0217937332144386 |
| 0.00359269966951457 |
