ARIMA Parameter Estimation and Backward Selection | ||
Iteration | ar1 | ma1 |
Estimates ( 1 ) | -0.3642 | 0.6421 |
(p-val) | (0.4022 ) | (0.0827 ) |
Estimates ( 2 ) | 0 | 0.3007 |
(p-val) | (NA ) | (0.0557 ) |
Estimates ( 3 ) | 0 | 0 |
(p-val) | (NA ) | (NA ) |
Estimated ARIMA Residuals |
Value |
-0.0258485672654379 |
2.97707242627502e-05 |
-0.0298967238612093 |
0.0689327996173089 |
0.0892772169024628 |
-0.00684345858473657 |
0.0020577171240825 |
0.129381273203689 |
0.0410970315174722 |
0.0276427514421242 |
0.0116882475867825 |
-0.123514477219986 |
0.0371389134861303 |
-0.00116710304553550 |
0.000350930028658630 |
-0.0601055192902495 |
-0.0819271899874448 |
0.0446342525110772 |
-0.0134208368085078 |
-0.135964559715748 |
0.0908824627954257 |
0.00267303397474983 |
0.0591962595822615 |
-0.0177994095303937 |
0.00535201010784014 |
0.0283907324484307 |
-0.00853665885789923 |
0.00256684270434171 |
-0.0107718103274959 |
0.00323891855255276 |
-0.000973893252027125 |
-0.00970716520006576 |
-0.137081203947778 |
-0.0187817793690979 |
-0.0143526063123058 |
0.0143156091176078 |
0.00569551537276958 |
0.00828744567102468 |
0.0275080918878974 |
0.00172873765390413 |
0.0194801950378345 |
-0.0358573965932489 |
0.0107817705233551 |
0.0267580865689450 |
-0.00804574722205764 |
-0.0275807669134149 |
-0.0317068853856846 |
-0.000466224692310391 |