| ARIMA Parameter Estimation and Backward Selection | ||||
| Iteration | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.2985 | 0.7228 | 0.1188 | -0.7903 |
| (p-val) | (0.0032 ) | (0.0891 ) | (0.2124 ) | (0.0693 ) |
| Estimates ( 2 ) | 0.2937 | -0.3573 | 0 | 0.2861 |
| (p-val) | (0.0037 ) | (0.4671 ) | (NA ) | (0.5647 ) |
| Estimates ( 3 ) | 0.2932 | -0.0641 | 0 | 0 |
| (p-val) | (0.004 ) | (0.4548 ) | (NA ) | (NA ) |
| Estimates ( 4 ) | 0.2814 | 0 | 0 | 0 |
| (p-val) | (0.0058 ) | (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 |
| 0.00498291873874305 |
| 0.0793223539142789 |
| -0.0625809545639328 |
| 0.0280654227924886 |
| 0.0186770910482273 |
| -0.0278451405168712 |
| -0.0160415828684045 |
| 0.00800891826163896 |
| -0.0284266699553964 |
| 0.00358089966203660 |
| -0.0106258926391915 |
| -0.0382814374185135 |
| 0.057838663944805 |
| 0.102402564588083 |
| 0.0746995870753183 |
| 0.0127932859545176 |
| 0.167725484938012 |
| -0.128004517546978 |
| -0.0735393462043395 |
| 0.0147181318738355 |
| 0.0102185013252131 |
| -0.0589476023320615 |
| 0.00182819684467975 |
| 0.0581414158522751 |
| -0.0272344430774991 |
| 0.0212995495732571 |
| -0.0623124997311786 |
| -5.83752587663966e-05 |
| -0.0228268581805917 |
| -0.067345143444185 |
| -0.0315427622540225 |
| 0.0278186227243244 |
| -0.0427383325146042 |
| -0.00649440817096458 |
| 0.0247474807917305 |
| -0.00401872802482828 |
| -0.0255976981173509 |
| -0.0468480706314915 |
| -0.0363519086429775 |
| -0.0530492158953395 |
| 0.0183982147919632 |
| 0.00422452551721264 |
| -0.0852117605914602 |
| 0.0136687391795425 |
| -0.0355419600553288 |
| 0.0341683247004703 |
| 0.0597143568478087 |
| 0.0214081232490564 |
| -0.100731459894530 |
| -0.047051344399291 |
| -0.00658029169493979 |
| -0.0227885142727402 |
| 0.0296743493753668 |
| -0.01857996737444 |
| 0.0187962800103278 |
| -0.0457667737637948 |
| -0.00366069135268798 |
| 0.00367890076878297 |
| -0.079647400200006 |
| -0.0091243185857044 |
| 0.0492864925892338 |
| 0.0130250746511882 |
| -0.0370922819395680 |
| -0.0180627686095107 |
| 0.0332692067764153 |
| -0.0722971672259876 |
| -0.0178566785177168 |
| -0.00334868566024671 |
| -0.03083981570561 |
| 0.00408244299952987 |
| 0.0651662575662542 |
| 0.00411742686205496 |
| 0.0112606978192815 |
| 0.00215006014629004 |
| 0.0660015269583667 |
| -0.0232299374591953 |
| -0.0139150003490922 |
| -0.00855913172763145 |
| 0.0488255884062676 |
| -0.0147035752055471 |
| 0.107591796121569 |
| 0.0119750091944324 |
| -0.0362475666004212 |
| 0.0251623283732521 |
| 0.0475618270062474 |
| 0.019537551882598 |
| -0.101853195244507 |
| 0.0204083037138769 |
| -0.032065972743049 |
| -0.0856968557787612 |
| 0.0563411939342044 |
| -0.00834749088071352 |
| 0.0323182614314677 |
| -0.0649957289713692 |
| 0.00287215024827336 |
| 0.0459215548055463 |
| 0.0523217349874594 |
| -0.0170521880891474 |
| 0.0119447347469332 |
| -0.0300746672353176 |
| 0.0140385177312430 |
| 0.0333951893316602 |
| -0.0089196803612861 |
| 0.0215215666160393 |
| 0.00243102727727784 |
| -0.00264251063758536 |
| 0.0738057587248742 |
| 0.05247280805371 |
| -0.0153046984939991 |
| 0.0818695834808763 |
| 0.0702499252958937 |
| -0.0751547835318593 |
| 0.0210770835191783 |
| -0.0139042522041262 |
| -0.0443501136634712 |
| -0.00147348818232285 |
| -0.0257508828596622 |
| 0.0417988534479328 |
| 0.0124136981987064 |
| 0.0487343707199885 |
| 0.109803612572215 |
| -0.0235359827120885 |
| -0.0239611038278067 |
| 0.0137637477921384 |
| -0.0257678975395814 |
| -0.0385359711280735 |
| 0.0458658519725548 |
| -0.020304258604555 |
| -0.0215233594345037 |
| -0.00159379200433651 |
| 0.055063884787975 |
| 0.0308125037919451 |
| -0.0252862495465696 |
| 0.0101609583037332 |
| -0.0192284886412875 |
| 0.000548473782408188 |
| -0.000269275150888149 |
| 0.0335372325235799 |
| 0.0193127888352320 |
| -0.0315397448784029 |
| 0.0408624926202439 |
