| ARIMA Parameter Estimation and Backward Selection | ||
| Iteration | ar1 | sma1 |
| Estimates ( 1 ) | 0.4075 | 0.9999 |
| (p-val) | (0.0041 ) | (0.0146 ) |
| Estimates ( 2 ) | 0.4587 | 0 |
| (p-val) | (7e-04 ) | (NA ) |
| Estimates ( 3 ) | NA | NA |
| (p-val) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| 0.104309874927297 |
| -0.277739599845129 |
| 0.123917256255845 |
| -0.0141267688368058 |
| 0.0270166768861793 |
| 0.0550937987307651 |
| -0.0256984727009172 |
| 0.219793204916680 |
| -0.0879066984370004 |
| -0.0318671254935117 |
| -0.160967044581496 |
| -0.216218933552884 |
| 0.105476218023449 |
| 0.0791253782885225 |
| -0.0479456240979338 |
| -0.0178517016600802 |
| -0.100275602960837 |
| -0.0163833539223644 |
| -0.138507353533189 |
| 0.200892514083222 |
| -0.055845180764748 |
| -0.0553901372825913 |
| -0.065725789206232 |
| -0.201470949537387 |
| -0.167600540271208 |
| 0.0213112933370950 |
| 0.0358301677230287 |
| -0.0531320486905363 |
| -0.0307680185219012 |
| -0.00475684689546813 |
| -0.0383679215471056 |
| 0.0116359900752391 |
| -0.00440162080845748 |
| 0.0082070145096384 |
| -0.0169915589363354 |
| -0.00697671455862207 |
| 0.0893569899933568 |
| -0.0420961792976632 |
| -0.00753837865714052 |
| 0.0179669765974396 |
| -0.0457340142162421 |
| -0.0082331947241221 |
| 0.0390008131041538 |
| 0.0840802354253598 |
| -0.041981194944838 |
| -0.0384809750455656 |
| -0.0437974014858228 |
| -0.207008139728601 |
| -0.0515508520504777 |
| 0.0199349173190214 |
| 0.0247560541949695 |
| -0.0237989532899804 |
| 0.0867077494685124 |
| -0.0392650927570555 |
| -0.0389397048932216 |
| -0.0885933058332428 |
