| ARIMA Parameter Estimation and Backward Selection | ||||
| Iteration | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 1 | -0.9037 | -0.2322 | 0.9999 |
| (p-val) | (0 ) | (0 ) | (0.0397 ) | (0 ) |
| Estimates ( 2 ) | 1 | 0.0776 | 0 | -0.154 |
| (p-val) | (0 ) | (0.919 ) | (NA ) | (0.8392 ) |
| Estimates ( 3 ) | 1 | 0 | 0 | -0.0768 |
| (p-val) | (0 ) | (NA ) | (NA ) | (0.4382 ) |
| Estimates ( 4 ) | 1 | 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 |
| 0.00735248563271641 |
| -0.0288396630480492 |
| -0.353924398027876 |
| -0.118959696839301 |
| -0.156753086421852 |
| 0.0815708436621887 |
| 0.258300712132385 |
| 0.565808053609756 |
| 0.524331688457926 |
| 0.136020093580301 |
| 0.425403306095026 |
| 0.206196938575797 |
| 0.712084652516853 |
| 0.344016660655965 |
| 1.07338149315473 |
| 0.627413626272984 |
| 1.03364027681269 |
| 0.623243135596833 |
| 1.37778117451177 |
| 0.459275659667209 |
| 0.81480905385501 |
| 0.372488468295745 |
| 0.83082661237291 |
| 0.775264185269834 |
| 0.69541313989828 |
| 1.11638421928189 |
| 0.652933001198082 |
| 1.02006114243172 |
| 0.326544114972968 |
| 0.730075395773953 |
| -0.217049778227237 |
| 0.73930235692602 |
| 0.119437424807933 |
| 0.823157626052054 |
| 0.106632834774432 |
| 0.673048303658356 |
| 0.51026058377878 |
| 0.556957554936109 |
| 0.00483731673400255 |
| 0.423031064460385 |
| 0.456230188204652 |
| 0.417777952872522 |
| 0.202474813527146 |
| -0.141489717453573 |
| -0.0611032632709455 |
| 0.00946425814275589 |
| -0.132982257822222 |
| -0.4266317667009 |
| -0.70597304554787 |
| -0.733869746881735 |
| -0.323688372511257 |
| -0.79841949729569 |
| -0.406078908020315 |
| -0.398820612439475 |
| 0.169887725909143 |
| -0.102749636781550 |
| 0.322628953638715 |
| -0.0677737554727628 |
| 0.234864143412074 |
| -0.0295819620753018 |
| 0.538750675301892 |
| 0.115216609271241 |
| 0.164260733917026 |
| 0.269209864029081 |
| 0.227502282258090 |
| 0.313893835604536 |
| -0.193495096201161 |
| 0.307604480087475 |
| -0.0326231689275372 |
| 0.152651833657547 |
| 0.216136494461906 |
| 0.506372835190417 |
| 0.301705730262945 |
| 0.154114000217896 |
| 0.398704560241207 |
| 0.0725106766639295 |
| 0.698017477762954 |
| -0.0675510657893643 |
| 0.549746043684763 |
| -0.0495806410001047 |
| 0.458262736919869 |
| -0.498181903644717 |
| -0.104022568355277 |
| -1.39933651578356 |
| -0.743428008090561 |
| -0.741567911190374 |
| -0.822572372939874 |
| -0.968168706829183 |
| -1.03425413191205 |
| -0.931022895670177 |
| -0.564224592942777 |
| -0.547854683558379 |
| -0.576652156369684 |
| 0.0572295085665871 |
| 0.0148224971972008 |
| 0.872557572018908 |
| 0.453065502828163 |
| 0.191425203458088 |
| 0.381379190398652 |
| 0.0880857317506835 |
| 0.099278772350018 |
| -0.109675292305301 |
| -0.738215936489351 |
| -0.602011143492394 |
| -0.455928375358727 |
| -0.579624001243628 |
| -0.547723710947062 |
| -0.233944868484677 |
| -0.755127541924391 |
