ARIMA Parameter Estimation and Backward Selection | |||
Iteration | ma1 | sar1 | sma1 |
Estimates ( 1 ) | -1 | -0.8226 | 0.8735 |
(p-val) | (0 ) | (0.6585 ) | (0.6498 ) |
Estimates ( 2 ) | -1 | 0 | 0.0404 |
(p-val) | (0 ) | (NA ) | (0.7629 ) |
Estimates ( 3 ) | -1 | 0 | 0 |
(p-val) | (0 ) | (NA ) | (NA ) |
Estimates ( 4 ) | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) |
Estimates ( 5 ) | NA | NA | NA |
(p-val) | (NA ) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-0.00191853889426543 |
-3.03593998378957e-06 |
-1.75280369237368e-06 |
-1.23942015292497e-06 |
-9.60051043056796e-07 |
0.0091204949996656 |
0.0354602211443393 |
-0.00667666124702036 |
-0.00588826221739264 |
-0.00526662216469449 |
-0.00476389388379721 |
-0.00434887555132847 |
-0.00385366757164122 |
-0.00358771532702765 |
-0.00335611933539777 |
-0.00315262333190668 |
-0.00297240372414371 |
-0.00320398300921661 |
-0.00421816864560419 |
-0.00243901027613384 |
-0.00232554701983115 |
-0.00222217365212641 |
-0.00212759901815944 |
-0.00204074719323130 |
-0.00196378584153583 |
-0.00188944801778826 |
-0.00182053383971348 |
-0.00175647055036984 |
-0.00169676330869361 |
-0.00162497645020592 |
-0.00152521336437499 |
-0.00154225490271227 |
-0.00149610599616037 |
-0.00145263895951490 |
-0.00141162668476070 |
-0.00137286683785341 |
0.0874696218138168 |
0.00622738680771235 |
-0.00380455826845131 |
-0.00371044493362829 |
-0.00362087569262543 |
0.00634666943522076 |
0.00619857136801421 |
-0.00382644869407097 |
0.00614832790518573 |
-0.00387699134530337 |
-0.00379524349172773 |
0.00618041543043386 |
0.00245859218687702 |
-0.00429373402367457 |
0.00609280654978255 |
-0.00392849563981381 |
-0.00385496488169714 |
-0.00418412262849333 |
-0.00410855453789078 |
0.00627607954244615 |
-0.00414672688110264 |
-0.00367548977060701 |
-0.00361364099689315 |