ARIMA Parameter Estimation and Backward Selection
Iterationma1sar1sma1
Estimates ( 1 )-1-0.82260.8735
(p-val)(0 )(0.6585 )(0.6498 )
Estimates ( 2 )-100.0404
(p-val)(0 )(NA )(0.7629 )
Estimates ( 3 )-100
(p-val)(0 )(NA )(NA )
Estimates ( 4 )NANANA
(p-val)(NA )(NA )(NA )
Estimates ( 5 )NANANA
(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