| ARIMA Parameter Estimation and Backward Selection | ||||
| Iteration | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | -0.4395 | 0.1138 | 0.1462 | -0.8225 |
| (p-val) | (0 ) | (0.4025 ) | (0.228 ) | (0 ) |
| Estimates ( 2 ) | -0.4397 | 0 | 0.0922 | -0.7359 |
| (p-val) | (0 ) | (NA ) | (0.3844 ) | (0 ) |
| Estimates ( 3 ) | -0.4485 | 0 | 0 | -0.6991 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 4 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 5 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -0.240599979073707 |
| -0.595692850663046 |
| 0.827738494789932 |
| -0.459568520444737 |
| -0.785331556157105 |
| 0.472940016468325 |
| 0.933874590010579 |
| 0.168290850267912 |
| 0.072405580856198 |
| 0.668581772619149 |
| -0.391535605634816 |
| -0.195533650323992 |
| 0.5145979784846 |
| -0.485241792898584 |
| 1.18237522178517 |
| -1.40236510959360 |
| 0.0359941483406192 |
| -0.289391307691818 |
| 0.0715581421683615 |
| -0.771504403298752 |
| 0.576693764520678 |
| 0.0777745101560154 |
| 0.442746694914584 |
| -0.0969652251537448 |
| 0.230043058718501 |
| -0.381820658460774 |
| 0.664769184714001 |
| -0.60490155385419 |
| -0.770837652113835 |
| -0.646742024989757 |
| -0.566385151646385 |
| -0.454102529972684 |
| 0.410475476216552 |
| 0.619817858217671 |
| 0.534438597327102 |
| 0.285992700792607 |
| -0.595847114794944 |
| 0.611222951193966 |
| 0.813781634619515 |
| -1.17652504442392 |
| -0.134810552756403 |
| 0.122557712796489 |
| -1.10160347969203 |
| -0.230964366801076 |
| 0.493543354365247 |
| 0.740302342011619 |
| 1.05155024767810 |
| 0.245936629805512 |
| -0.948293441373857 |
| 0.799991947339468 |
| 1.00101241497018 |
| -0.215679151670013 |
| 0.0984134309676356 |
| -0.139011635558469 |
| 0.062120838373475 |
| -0.172533250820739 |
| -0.490056180101699 |
| 0.82926517734099 |
| 1.02981479894817 |
| -0.520099681180326 |
| -0.439247408501698 |
| 0.785034520669454 |
| -0.163715419193360 |
| -0.626377619887736 |
| -0.217129594660734 |
| -0.479842994389318 |
| -0.088203721827519 |
| 0.468240732453111 |
| -0.89982376961387 |
| 0.335303661294565 |
| 0.263144056789424 |
| -0.461534069114448 |
| -0.295718495043889 |
| 0.442172564357566 |
| -0.0462375630037561 |
| -0.484041732273959 |
| 0.0433258852621973 |
| -0.41614116754284 |
| -0.254740790584148 |
| 0.117447512911240 |
| 0.130430449081237 |
| 0.679470236205665 |
| 0.296890169622427 |
| -2.16658297534507 |
| -0.358787164990844 |
| 1.35760887160352 |
| 0.347354695612567 |
| 0.490257131885727 |
| -0.141341329873069 |
| -0.472814676770415 |
| 0.136154130594915 |
| -0.732040389755073 |
| 0.114497390752580 |
| 0.125444863095679 |
| -0.47481804067445 |
| -0.478064443098059 |
| -0.148022015341357 |
| -0.722282267137414 |
| 0.0150726027078479 |
| 0.487872054853324 |
| -0.598507935272982 |
| 0.431597259200405 |
| -0.00544787331849446 |
| -0.670496562314714 |
| -2.28519696990294 |
| -3.05814206000117 |
| -0.723576681273665 |
| 0.940488452836044 |
| 0.239700448095436 |
| 0.833091234754133 |
| 0.587305080715059 |
| 0.114561146430602 |
| 0.572529749935165 |
| -0.0107435551666012 |
| 0.176566592973711 |
| -0.0750572665899779 |
| 0.363354491255012 |
| 0.236150245718640 |
| -1.12134537505224 |
| 0.427712129565839 |
| -0.545597462704522 |
| -0.518229062878415 |
| -2.06685738903238 |
| -2.22914664015012 |
| -0.471687710263165 |
| 0.927324037153125 |
| 1.15761553113667 |
| 0.0945570528031262 |
| 0.270293220782258 |
| 1.63554877746437 |
| 0.114945027662009 |
| -0.0414321085906507 |
| -0.637774003330481 |
| 0.957304468541556 |
| -0.405193082204296 |
| 0.735497122521968 |
| 0.183002729470754 |
| -0.548733270428608 |
| 0.165509247462753 |
| -0.59364491646177 |
| -0.31815864985516 |
| 0.545275085380784 |
| -0.159623750339588 |
| -0.131704790005632 |
| 0.453180442367126 |
| -0.754460223099571 |
| -0.558609579982824 |
| 0.875843395622496 |
| 1.30689251231101 |
| -0.525806860529889 |
| 0.230039505622243 |
| -0.349870197296143 |
| 0.102338086209665 |
| 0.0361268560895332 |
| -0.531873455608124 |
| -0.159878443187244 |
| -0.0518798559387479 |
| -1.24373359455747 |
| -0.0652646516998753 |
| 1.65267229972054 |
| 0.276161983711164 |
| 0.660550110411287 |
| 0.0128350217014993 |
| -0.541103922275376 |
| -0.164482081790068 |
| -0.215384618583998 |
| -0.0789777050320992 |
| 0.494070556511832 |
| -0.390478752928001 |
| -0.392881089758441 |
| 0.764825700400558 |
| -0.0606869379541332 |
| -0.333971729407812 |
| -0.404800636593416 |
| 0.582629985660450 |
| 0.103879936224219 |
| -0.41211928465194 |
| 0.087517883960515 |
| -0.186507090065559 |
| -0.0665814025409325 |
| -0.771975289713847 |
| 0.140506282413026 |
| 0.165864262761113 |
| -0.565338374189575 |
| 0.260323397645303 |
| 0.136863759385136 |
| -0.833326654685222 |
| -0.659833118478897 |
| -0.80971703214494 |
| -0.00708973854814176 |
| -1.10618522564747 |
| -0.471527022976292 |
| -1.63160793700836 |
| -1.75686027752784 |
| -1.19474940224522 |
| 1.61682542620494 |
| -0.67318507200656 |
| -0.496519931723675 |
| 0.872438866219263 |
| 0.661088821262559 |
| -0.514566211147489 |
| -0.0523468567664513 |
| 0.26595533484856 |
| 0.532433744718858 |
| 0.00466575252988645 |
| 0.213825179995378 |
| 0.753334339591326 |
| -5.66293103223223 |
| 3.31992881527815 |
| 1.65268804312625 |
| 1.12360624889541 |
| 0.466543788835441 |
| 0.223928608566088 |
| 0.856603967247837 |
