ARIMA Parameter Estimation and Backward Selection | ||
Iteration | ma1 | sma1 |
Estimates ( 1 ) | -0.3028 | -0.9985 |
(p-val) | (0.0424 ) | (0.0152 ) |
Estimates ( 2 ) | 0 | -0.9984 |
(p-val) | (NA ) | (0.0074 ) |
Estimates ( 3 ) | NA | NA |
(p-val) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-0.369938394019901 |
0.534373143380365 |
0.0343115426927538 |
-0.265677689061721 |
0.414743269448613 |
0.0121294714002305 |
-0.00365388999556855 |
0.324118555091213 |
-0.51783493719443 |
-0.447273140675026 |
-0.093359007031772 |
0.289756393379017 |
-0.290816786473856 |
0.0974621082103193 |
0.0495174400326479 |
0.378474665315993 |
-0.46566630926686 |
-0.149280564946482 |
-0.539690417728031 |
0.122421516011666 |
-0.081603414117912 |
-0.167909170483425 |
-0.0183834213256594 |
-0.140627706860251 |
-0.508738649661676 |
-0.28046415331831 |
0.00787764423681424 |
-0.0958936333648209 |
-0.0319935566683973 |
-0.102219467432245 |
-0.0426062529085816 |
0.301872003186721 |
-0.0271823591238811 |
-0.421491125197297 |
0.0253359700850571 |
0.0595014259066989 |
-0.194700216228595 |
-0.0280991537268318 |
0.045175519112218 |
-0.653201445074474 |
0.166932662193915 |
0.175785827586508 |
0.348522996334505 |
-0.0624027573238484 |
-0.110743322839979 |
0.0670549385107277 |
0.0761178775483073 |
-0.142678127397315 |