| ARIMA Parameter Estimation and Backward Selection | ||||
| Iteration | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.4281 | 0.755 | 0.179 | -0.8775 |
| (p-val) | (0 ) | (0.0248 ) | (0.1195 ) | (0.02 ) |
| Estimates ( 2 ) | 0.3897 | -0.2137 | 0 | 0.1179 |
| (p-val) | (0 ) | (0.7062 ) | (NA ) | (0.8351 ) |
| Estimates ( 3 ) | 0.387 | -0.0947 | 0 | 0 |
| (p-val) | (0 ) | (0.3518 ) | (NA ) | (NA ) |
| Estimates ( 4 ) | 0.3874 | 0 | 0 | 0 |
| (p-val) | (0 ) | (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 |
| 0.00106717869732197 |
| -0.0262075114199339 |
| 0.0203982801830231 |
| 0.000571457782741841 |
| 0.0121330011453072 |
| 0.00827733975123684 |
| 0.0126553739632654 |
| -0.0106332176049908 |
| -0.0250308668026181 |
| 0.00227065599751524 |
| 0.00274257769352225 |
| 0.011446614099604 |
| -0.0085472520547937 |
| 0.00722264673217371 |
| 0.00811630528678348 |
| -0.00666823909428303 |
| -0.00359470195629499 |
| -0.0194813813325221 |
| -0.0165615178428425 |
| -0.0171793349748899 |
| 0.0127281233122216 |
| -0.00749336602635377 |
| 0.00305921381841463 |
| -0.0123474510058172 |
| -0.00548419347933379 |
| -0.0219878085464204 |
| 0.0013096363656028 |
| -0.00272289445804258 |
| -0.00180850094297548 |
| -0.0380789891111123 |
| 0.00849201051279488 |
| 0.00845965602827005 |
| 0.0091346490419052 |
| -0.00787761429891863 |
| -0.0196600098926361 |
| 0.00597249484464746 |
| -0.0294630802695008 |
| -0.00475908061857111 |
| -0.00029120119076125 |
| 0.0161619682778601 |
| 0.00575357392101404 |
| -0.00668792946874214 |
| -0.00358839732559079 |
| -0.00287762399355897 |
| 0.00612730074346557 |
| -0.00460009862041236 |
| -0.0120062782656202 |
| -0.0158055077046738 |
| -0.0124142938979524 |
| 0.0145325606271267 |
| -0.00164721847801354 |
| -0.0051036138586053 |
| 0.0134152411624537 |
| 0.00455803821150452 |
| 0.0201041281211032 |
| -0.00264980750282271 |
| -0.00978674595991517 |
| 0.00517049725511636 |
| 0.00750632158722755 |
| 0.00556364684646452 |
| -0.00688719036260588 |
| -0.00739045901386405 |
| 0.0106246099153512 |
| -0.00848698897299797 |
| -0.00677671366226515 |
| -0.0173462279207917 |
| 0.013742925534049 |
| -0.00618058586851918 |
| -0.00383451361193794 |
| 0.00504019133282564 |
| 0.00382086058852322 |
| -0.0114825067151276 |
| -0.00887737565941062 |
| 0.010714331452772 |
| -0.0063926021246071 |
| -0.00437264084747626 |
| -0.00967217477023278 |
| 0.00194933274122033 |
| 0.00313949281422644 |
| -0.0122856512895555 |
| 0.00768634940227118 |
| -0.0125193342310024 |
| -0.00621545008687629 |
| -0.013843683402388 |
| 0.00784762467146521 |
| -0.00707203525686364 |
| 0.00149009438856385 |
| -0.02528019369363 |
| 0.00226459506781432 |
| 0.00479485621876286 |
| -0.00141268730297256 |
| -0.00684090698832998 |
| 0.0269561209593619 |
| 0.00832773355971658 |
| 0.0330488095275394 |
| 0.00896371832763977 |
| -0.0310916199540711 |
| 0.0195191868497959 |
| 0.0102326095130339 |
| -0.0167989789308533 |
| 0.00044243613371656 |
| -0.0168780030708029 |
| -0.00652445981284185 |
| -0.000582999339915574 |
| -0.00368083865383913 |
| -0.00653708019409496 |
| -0.00216918463944363 |
| -8.18415909012607e-05 |
| 0.00703328493552439 |
| 0.00942636386328053 |
| 0.0186236465808822 |
| -0.00392978137466445 |
| 0.00706561880853517 |
| 0.0288774629225715 |
| 0.00279651759681743 |
| -0.0249569883251707 |
| 0.00408206737088175 |
| -0.00934893402372569 |
| -0.028093556057178 |
| 0.0190925493059174 |
